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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
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Bagging constrained equity premium predictors
Hillebrand, Eric; Lee, Tae-hwy; Medeiros, Marcelo C. - In: Essays in nonlinear time series econometrics, (pp. 330-356). 2014
Persistent link: https://www.econbiz.de/10010385832
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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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Variable selection in sparse semiparametric single index models
Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019
Persistent link: https://www.econbiz.de/10012244169
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A combined estimator of regression models with measurement errors
Huang, Bai; Lee, Tae-hwy; Ullah, Aman - In: Indian economic review : official journal of Delhi … 52 (2017) 1/2, pp. 73-91
Persistent link: https://www.econbiz.de/10012225803
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The second-order bias of quantile estimators
Lee, Tae-hwy; Ullah, Aman; Wang, He - In: Economics letters 173 (2018), pp. 143-147
Persistent link: https://www.econbiz.de/10012022969
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The second-order bias and mean squared error of quantile regression estimators
Lee, Tae-hwy; Ullah, Aman; Wang, He - In: Indian economic review : official journal of Delhi … 59 (2024), pp. 11-68
Persistent link: https://www.econbiz.de/10015080090