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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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:
2
Consideration of trends in time series
White, Halbert
;
Granger, Clive W. J.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10010029876
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3
Excess holding yields and risk premia in the term structure of interest rates
Lee, Tae-hwy
- In:
Journal of quantitative economics : journal of the …
15
(
1999
)
1
,
pp. 145-153
Persistent link: https://www.econbiz.de/10009927294
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4
Neural network test and nonparametric Kernel test for neglected nonlinearity in regression models
Lee, Tae-Hwy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
4
,
pp. 169-182
Persistent link: https://www.econbiz.de/10009949749
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5
Non-linear models : where do we go next : time varying parameter models?
Granger, Clive W. J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009949924
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6
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
Bao, Yong
;
Lee, Tae-Hwy
;
Saltoglu, Burak
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 101-128
Persistent link: https://www.econbiz.de/10006871319
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7
The international transmission of information in Eurodollar futures markets: A continuously trading market hypothesis
Tse, Yiuman
;
Lee, Tae-Hwy
;
Booth, G.Geoffrey
- In:
Journal of international money and finance
15
(
1996
)
3
,
pp. 447-466
Persistent link: https://www.econbiz.de/10006927183
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8
Spread and volatility in spot and forward exchange rates
Lee, Tae-Hwy
- In:
Journal of international money and finance
13
(
1994
)
3
,
pp. 375
Persistent link: https://www.econbiz.de/10006947207
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9
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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10
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
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