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Time series models for forecasting testing or combining?

Chen, Zhuo; Yang, Yuhong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10009512625

Forecast combination with outlier protection

Cheng, Gang; Yang, Yuhong - In: International journal of forecasting 31 (2015) 2, pp. 223-237

Persistent link: https://www.econbiz.de/10011474024

Cross-validation for selecting a model selection procedure

Zhang, Yongli; Yang, Yuhong - In: Journal of econometrics 187 (2015) 1, pp. 95-112

Persistent link: https://www.econbiz.de/10011498762

Combining estimates of conditional treatment effects

Rolling, Craig A.; Yang, Yuhong; Velez, Dagmar - In: Econometric theory 35 (2019) 6, pp. 1089-1110

Persistent link: https://www.econbiz.de/10012149278

Combining forecasts for universally optimal performance

Qian, Wei; Rolling, Craig A.; Cheng, Gang; Yang, Yuhong - In: International journal of forecasting 38 (2022) 1, pp. 193-208

Persistent link: https://www.econbiz.de/10013347783

On improvability of model selection by model averaging

Peng, Jingfu; Yang, Yuhong - In: Journal of econometrics 229 (2022) 2, pp. 246-262

Persistent link: https://www.econbiz.de/10013441868

Information Theory, Inference, and Learning Algorithms. David J. C. MacKay

Yang, Yuhong - In: Journal of the American Statistical Association 100 (2005) December, pp. 1461-1462

Persistent link: https://www.econbiz.de/10005532594

Combining time series models for forecasting

Zou, Hui; Yang, Yuhong - In: International Journal of Forecasting 20 (2004) 1, pp. 69-84

Persistent link: https://www.econbiz.de/10005429592

Variable selection after screening: with or without data splitting?

Zhu, Xiaoyi; Yang, Yuhong - In: Computational Statistics 30 (2015) 1, pp. 191-203

<Para ID="Par1">High dimensional data sets are now frequently encountered in many scientific fields. In order to select a sparse set of predictors that have predictive power and/or provide insightful understanding on which predictors really influence the response, a preliminary variable screening is typically...</para>

Persistent link: https://www.econbiz.de/10011241311

Combining models in longitudinal data analysis

Liu, Song; Yang, Yuhong - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 233-254

Persistent link: https://www.econbiz.de/10010848656