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Shrinkage estimation and forecasting in dynamic regression models under structural instability
Mehrabani, Ali; Parsaeian, Shahnaz; Ullah, Aman - 2024
Persistent link: https://www.econbiz.de/10015076825
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Shrinkage estimation and forecasting in dynamic regression models under structural instability
Mehrabani, Ali; Parsaeian, Shahnaz; Ullah, Aman - In: Journal of econometric methods 13 (2024) 2, pp. 251-279
Persistent link: https://www.econbiz.de/10015117659
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Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10012888324
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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10013284029
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Robustify financial time series forecasting with bagging
Jin, Sainan; Su, Liangjun; Ullah, Aman - In: Econometric reviews 33 (2014) 5/6, pp. 575-605
Persistent link: https://www.econbiz.de/10010360787
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Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
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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
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Forecasting equity premium : global historical average versus local historical average and constraints
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 393-402
Persistent link: https://www.econbiz.de/10011390401
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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
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An information-theoretic approach for forecasting interval-valued SP500 daily returns
Buansing, T. S. Tuang; Golan, Amos; Ullah, Aman - In: International journal of forecasting 36 (2020) 3, pp. 800-813
Persistent link: https://www.econbiz.de/10012496866