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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
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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
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Recursive estimation in large panel data models : theory and practice
Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - In: Journal of econometrics 224 (2021) 2, pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
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Time-varying minimum variance portfolio
Fan, Qingliang; Wu, Ruike; Yang, Yanrong; Zhong, Wei - In: Journal of econometrics 239 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015074503