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Journal of econometrics
Working Papers / Department of Economics, University of California-Riverside
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Journal of Econometrics
6
30th anniversary edition
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OLC EcoSci
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Pitfalls in testing for long run relationships
Gonzalo, Jesus
;
Lee, Tae-Hwy
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10006788945
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2
Cointegration tests with conditional heteroskedasticity
Lee, Tae-Hwy
;
Tse, Yiuman
- In:
Journal of econometrics
73
(
1996
)
2
,
pp. 401-410
Persistent link: https://www.econbiz.de/10006796937
Saved in:
3
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests
Lee, Tae-Hwy
;
White, Halbert
;
Granger, Clive W.J.
- In:
Journal of econometrics
56
(
1993
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10006805309
Saved in:
4
Pitfalls in testing for long run relationships
Gonzalo, Jesús
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
Saved in:
5
Copula-based multivariate GARCH model with uncorrelated dependent errors
Lee, Tae-Hwy
;
Long, Xiangdong
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10008253326
Saved in:
6
Bagging binary and quantile predictors for time series
Lee, Tae-Hwy
;
Yang, Yang
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 465-498
Persistent link: https://www.econbiz.de/10007279931
Saved in:
7
Copula-based multivariate GARCH model with uncorrelated dependent errors
Lee, Tae-Hwy
;
Long, Xiangdong
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10008890758
Saved in:
8
Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Saved in:
9
Bagging binary and quantile predictors for time series
Lee, Tae-hwy
;
Yang, Yang
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 465-497
Persistent link: https://www.econbiz.de/10003376093
Saved in:
10
Copula-based multivariate GARCH model with uncorrelated dependent errors
Lee, Tae-hwy
;
Long, Xiangdong
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10003858572
Saved in:
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