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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

Robust forecast combinations

Wei, Xiaoqiao; Yang, Yuhong - In: Journal of econometrics 166 (2012) 2, pp. 224-237

Persistent link: https://www.econbiz.de/10009816468

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

Robust combinations of statistical procedures.

Wei, Xiaoqiao - 2010

University of Minnesota Ph.D. dissertation. November 2010. Major: Statistics. Advisor: Dr. Yuhong Yang. 1 computer file (PDF); viii, 86 pages.

Persistent link: https://www.econbiz.de/10009462921

Regression-based Forecast Combination Methods

Wei, Xiaoqiao - In: Journal for Economic Forecasting (2009) 4, pp. 5-18

Least squares combinations (Granger & Ramanathan, 1984) are an important development in the forecast combination literature. However, ordinary least squares methods often perform poorly in real application due to the variability of coefficient/weight estimations. In this work, on one hand, we...

Persistent link: https://www.econbiz.de/10008561104

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