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The effect of aggregation on nonlinearity
Granger, C. W. J.; Lee, Tae-hwy - In: Econometric reviews 18 (1999) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
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To Combine Forecasts or to Combine Information?
Huang, Huiyu; Lee, Tae-Hwy - In: Econometric reviews 29 (2010) 5, pp. 534-571
Persistent link: https://www.econbiz.de/10008637980
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To combine forecasts or to combine information?
Huang, Huiyu; Lee, Tae-hwy - In: Econometric reviews 29 (2010) 5/6, pp. 534-570
Persistent link: https://www.econbiz.de/10008668168
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Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy; Mao, Millie Yi; Ullah, Aman - In: Econometric reviews 40 (2021) 10, pp. 905-918
Persistent link: https://www.econbiz.de/10012624564