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Robust forecast combinations

Wei, Xiaoqiao; Yang, Yuhong - In: Journal of econometrics 166 (2012) 2, pp. 224-236

Persistent link: https://www.econbiz.de/10009509228

Combining forecasting procedures : some theoretical results

Yang, Yuhong - In: Econometric theory 20 (2004) 1, pp. 176-222

Persistent link: https://www.econbiz.de/10001904893

Localized model selection for regression

Yang, Yuhong - In: Econometric theory 24 (2008) 2, pp. 472-492

Persistent link: https://www.econbiz.de/10003894209

Prediction/estimation with simple linear models : is it really that simple?

Yang, Yuhong - In: Econometric theory 23 (2007) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10003407417

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/10001918292

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

Combining linear regression models : when and how?

Yuan, Zheng; Yang, Yuhong - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1202-1214

Persistent link: https://www.econbiz.de/10003241588

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

Forecast combination under heavy-tailed errors

Cheng, Gang; Wang, Sicong; Yang, Yuhong - In: Econometrics : open access journal 3 (2015) 4, pp. 797-824

Forecast combination has been proven to be a very important technique to obtain accurate predictions for various applications in economics, finance, marketing and many other areas. In many applications, forecast errors exhibit heavy-tailed behaviors for various reasons. Unfortunately, to our...

Persistent link: https://www.econbiz.de/10011411497