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Neural network test and nonparametric Kernel test for neglected nonlinearity in regression models

Lee, Tae-hwy (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 169-182

Persistent link: https://www.econbiz.de/10001773135

Nonparametric bootstrap specification testing in econometric models

Lee, Tae-Hwy; Ullah, Aman - In: Computer-aided econometrics, (pp. 451-477). 2003

Persistent link: https://www.econbiz.de/10002595534

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

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

Variable selection in sparse semiparametric single index models

Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019

Persistent link: https://www.econbiz.de/10012244169

Variable Selection in Sparse Semiparametric Single Index Models

Chu, Jianghao; Lee, Tae-Hwy; Ullah, Aman - In: Topics in identification, limited dependent variables, …, (pp. 65-88). 2019

In this chapter we consider the “Regularization of Derivative Expectation Operator” (Rodeo) of Lafferty and Wasserman (2008) and propose a modified Rodeo algorithm for semiparametric single index models (SIMs) in big data environment with many regressors. The method assumes sparsity that...

Persistent link: https://www.econbiz.de/10015091170