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Tae Hwy Lee

Personal Details

First Name:Tae Hwy
Middle Name:
Last Name:Lee
Suffix:
RePEc Short-ID:ple784
[This author has chosen not to make the email address public]
https://faculty.ucr.edu/~taelee/
Terminal Degree:1990 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Department of Economics
University of California-Riverside

Riverside, California (United States)
https://economics.ucr.edu/
RePEc:edi:deucrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Tae-Hwy Lee & Aman Ullah & He Wang, 2023. "The Second-order Bias and Mean Squared Error of Quantile Regression Estimators," Working Papers 202313, University of California at Riverside, Department of Economics.
  2. Tae-Hwy Lee & Ekaterina Seregina & Yaojue Xu, 2023. "Elicitability and Encompassing for Volatility Forecasts by Bregman Functions," Working Papers 202311, University of California at Riverside, Department of Economics.
  3. Tae-Hwy Lee & Tao Wang, 2023. "Estimation and Testing of Forecast Rationality with Many Moments," Papers 2309.09481, arXiv.org.
  4. Hao Hao & Tae-Hwy Lee, 2023. "Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant," Working Papers 202309, University of California at Riverside, Department of Economics.
  5. Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2023. "Asymmetric AdaBoost for High-dimensional Maximum Score Regression," Working Papers 202306, University of California at Riverside, Department of Economics.
  6. Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers 2201.06605, arXiv.org, revised Sep 2023.
  7. Hao Hao & Bai Huang & Tae-Hwy Lee, 2022. "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers 202212, University of California at Riverside, Department of Economics.
  8. Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Papers 2209.01697, arXiv.org, revised Sep 2023.
  9. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
  10. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
  11. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202107, University of Kansas, Department of Economics.
  12. Tae-Hwy Lee & He Wang & Zhou Xi & Ru Zhang, 2021. "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Working Papers 202115, University of California at Riverside, Department of Economics.
  13. Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
  14. Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020. "Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination," Working Papers 202012, University of California at Riverside, Department of Economics.
  15. Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020. "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers 202027, University of California at Riverside, Department of Economics.
  16. Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020. "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Working Papers 202015, University of California at Riverside, Department of Economics.
  17. Tong Fang & Tae-Hwy Lee & Zhi Su, 2020. "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers 202009, University of California at Riverside, Department of Economics.
  18. Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combinations," Papers 2011.02077, arXiv.org, revised May 2021.
  19. Tae-Hwy Lee & Jianghao Chu & Aman Ullah & Ran Wang, 2019. "Boosting," Working Papers 201917, University of California at Riverside, Department of Economics.
  20. Tae-Hwy Lee & Aman Ullah & Ran Wang, 2019. "Bootstrap Aggregating and Random Forest," Working Papers 201918, University of California at Riverside, Department of Economics.
  21. Tae-Hwy Lee & Yiyao Wang, 2018. "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Working Papers 201904, University of California at Riverside, Department of Economics.
  22. Tae-Hwy Lee & Aman Ullah & He Wang, 2018. "The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation," Working Papers 201910, University of California at Riverside, Department of Economics.
  23. Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers 201908, University of California at Riverside, Department of Economics.
  24. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "A Combined Random Effect and Fixed Effect Forecast for Panel Data Models," Working Papers 201906, University of California at Riverside, Department of Economics.
  25. Tae-Hwy Lee & Yundong Tu, 2018. "Forecasting Using Supervised Factor Models," Working Papers 201909, University of California at Riverside, Department of Economics.
  26. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Working Papers 201905, University of California at Riverside, Department of Economics.
  27. Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction," Working Papers 201907, University of California at Riverside, Department of Economics.
  28. Tae-Hwy Lee & Eric Hillebrand & Huiyu Huang & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Working Papers 201903, University of California at Riverside, Department of Economics.
  29. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Combined Estimation of Semiparametric Panel Data Models," Working Papers 201915, University of California at Riverside, Department of Economics.
  30. Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017. "Time-varying Model Averaging," Working Papers 202001, University of California at Riverside, Department of Economics.
  31. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017. "A Combined Estimator of Regression Models with Measurement Errors," Working Papers 201902, University of California at Riverside, Department of Economics.
  32. Tae-Hwy Lee & Yiyao Wang, 2015. "Finding SPF Percentiles Closest to Greenbook," Working Papers 201503, University of California at Riverside, Department of Economics.
  33. Tae-Hwy Lee & Weiping Yang, 2014. "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers 201406, University of California at Riverside, Department of Economics.
  34. Tae-Hwy Lee & Huiyu Huang, 2014. "Forecasting Realized Volatility Using Subsample Averaging," Working Papers 201410, University of California at Riverside, Department of Economics.
  35. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2014. "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Working Papers 201411, University of California at Riverside, Department of Economics.
  36. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers 201405, University of California at Riverside, Department of Economics.
  37. Tae-Hwy Lee & Weiping Yang, 2014. "Money-Income Granger-Causality in Quantiles," Working Papers 201423, University of California at Riverside, Department of Economics, revised Sep 2012.
  38. Tae-Hwy Lee & Huiyu Huang, 2014. "Forecasting Value-at-Risk Using High Frequency Information," Working Papers 201409, University of California at Riverside, Department of Economics.
  39. Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014. "Bagging Constrained Equity Premium Predictors," Working Papers 201421, University of California at Riverside, Department of Economics, revised Feb 2013.
  40. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
  41. Tae-Hwy Lee & Yiyao Wang, 2014. "Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters," Working Papers 201407, University of California at Riverside, Department of Economics.
  42. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
  43. Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers 2012-18, Department of Economics and Business Economics, Aarhus University.
  44. Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012. "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers 2012-41, Department of Economics and Business Economics, Aarhus University.
  45. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2011. "Using the Yield Curve in Forecasting Output Growth and In?flation," CREATES Research Papers 2012-17, Department of Economics and Business Economics, Aarhus University.
  46. Lee, Tae-Hwy & Yang, Weiping, 2007. "Permanent and transitory components of GDP and stock prices: further analysis," UC3M Working papers. Economics we20070525, Universidad Carlos III de Madrid. Departamento de Economía.
  47. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008.
  48. Huiyu Huang & Tae-Hwy Lee, 2006. "To Combine Forecasts or to Combine Information?," Working Papers 200806, University of California at Riverside, Department of Economics, revised Feb 2009.
  49. Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee, 2004. "Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk," Econometric Society 2004 North American Winter Meetings 356, Econometric Society.
  50. Tae-Hwy Lee & Yongmiao Hong, 2004. "Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions," Econometric Society 2004 North American Winter Meetings 614, Econometric Society.
  51. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society.
  52. Aman Ullah & Tae-Hwy Lee, 2000. "Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models," Working papers 77, Centre for Development Economics, Delhi School of Economics.
  53. Lee, Tae-Hwy, 1996. "On the robustness of cointegration tests when series are fractionally integrated," DES - Working Papers. Statistics and Econometrics. WS 4542, Universidad Carlos III de Madrid. Departamento de Estadística.
  54. Gonzalo, J. & Lee, T.H., 1995. "Pitfalls in Testing for Long Run Relationships," Papers 38, Boston University - Department of Economics.
  55. Lee, Tae-Hwy, 1995. "No lack of relative power of the Dickey-Fuller tests for unit roots," DES - Working Papers. Statistics and Econometrics. WS 4512, Universidad Carlos III de Madrid. Departamento de Estadística.
  56. Gonzalo, J. & Lee, T.H., 1995. "Relative Power of t Type Tests of Stationary and Unit Root Processes," Papers 36, Boston University - Department of Economics.

Articles

  1. Hao Hao & Bai Huang & Tae-hwy Lee, 2024. "Model averaging estimation of panel data models with many instruments and boosting," Journal of Applied Statistics, Taylor & Francis Journals, vol. 51(1), pages 53-69, January.
  2. Tae-Hwy Lee & Ekaterina Seregina, 2024. "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 670-695.
  3. Lee Tae-Hwy & Wang He & Xi Zhou & Zhang Ru, 2023. "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Journal of Econometric Methods, De Gruyter, vol. 12(1), pages 57-83, January.
  4. Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
  5. Lee Tae-Hwy & Mao Millie Yi & Ullah Aman, 2021. "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 1-19, January.
  6. Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu, 2021. "Time-varying model averaging," Journal of Econometrics, Elsevier, vol. 222(2), pages 974-992.
  7. Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020. "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 36-49.
  8. Huang, Bai & Lee, Tae-Hwy & Ullah, Aman, 2020. "Combined estimation of semiparametric panel data models," Econometrics and Statistics, Elsevier, vol. 15(C), pages 30-45.
  9. Tae-Hwy Lee & Aman Ullah & He Wang, 2019. "The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 201-233, September.
  10. Tae-Hwy Lee & Yiyao Wang, 2019. "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 345-360, June.
  11. Lee, Tae-Hwy & Ullah, Aman & Wang, He, 2018. "The second-order bias of quantile estimators," Economics Letters, Elsevier, vol. 173(C), pages 143-147.
  12. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Econometrics, MDPI, vol. 6(3), pages 1-27, August.
  13. Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017. "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, vol. 52(1), pages 73-91, December.
  14. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2015. "Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 393-402, July.
  15. Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014. "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
  16. Lee, Tae-Hwy & Yang, Weiping, 2014. "Granger-causality in quantiles between financial markets: Using copula approach," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 70-78.
  17. Wang, Yiyao & Lee, Tae-Hwy, 2014. "Asymmetric loss in the Greenbook and the Survey of Professional Forecasters," International Journal of Forecasting, Elsevier, vol. 30(2), pages 235-245.
  18. Lee Tae-Hwy & Xi Zhou & Zhang Ru, 2013. "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 61-68, January.
  19. Huiyu Huang & Tae-Hwy Lee, 2013. "Forecasting Value-at-Risk Using High-Frequency Information," Econometrics, MDPI, vol. 1(1), pages 1-14, June.
  20. Huiyu Huang & Tae-Hwy Lee, 2010. "To Combine Forecasts or to Combine Information?," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 534-570.
  21. Lee, Tae-Hwy & Long, Xiangdong, 2009. "Copula-based multivariate GARCH model with uncorrelated dependent errors," Journal of Econometrics, Elsevier, vol. 150(2), pages 207-218, June.
  22. Jesus Gonzalo & Tae-Hwy Lee & Weiping Yang, 2008. "Permanent and transitory components of GDP and stock prices: further analysis," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(1), pages 105-120.
  23. Gloria González-Rivera & Tae-Hwy Lee & Santosh Mishra, 2008. "Jumps in cross-sectional rank and expected returns: a mixture model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 585-606.
  24. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003;," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225.
  25. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Yoldas, Emre, 2007. "Optimality of the RiskMetrics VaR model," Finance Research Letters, Elsevier, vol. 4(3), pages 137-145, September.
  26. Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006. "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 101-128.
  27. Lee, Tae-Hwy & Yang, Yang, 2006. "Bagging binary and quantile predictors for time series," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 465-497.
  28. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Mishra, Santosh, 2004. "Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood," International Journal of Forecasting, Elsevier, vol. 20(4), pages 629-645.
  29. Yongmiao Hong & Tae-Hwy Lee, 2004. "ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 840-840, August.
  30. Hong, Yongmiao & Lee, Tae-Hwy, 2003. "Diagnostic Checking For The Adequacy Of Nonlinear Time Series Models," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1065-1121, December.
  31. Yongmiao Hong & Tae-Hwy Lee, 2003. "Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1048-1062, November.
  32. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January.
  33. Lee Tae-Hwy, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.
  34. Jesus Gonzalo & Tae-Hwy Lee, 2000. "On the robustness of cointegration tests when series are fractionally intergrated," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(7), pages 821-827.
  35. Clive Granger & Tae-Hwy Lee, 1999. "The effect of aggregation on nonlinearity," Econometric Reviews, Taylor & Francis Journals, vol. 18(3), pages 259-269.
  36. Gonzalo, Jesus & Lee, Tae-Hwy, 1998. "Pitfalls in testing for long run relationships," Journal of Econometrics, Elsevier, vol. 86(1), pages 129-154, June.
  37. Lee, Tae-Hwy, 1996. "Stock Adjustment for Multicointegrated Series," Empirical Economics, Springer, vol. 21(4), pages 633-639.
  38. Lee, Tae-Hwy & Tse, Yiuman, 1996. "Cointegration tests with conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 73(2), pages 401-410, August.
  39. Jesus Gonzalo & Tae‐Hwy Lee, 1996. "RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(1), pages 37-47, January.
  40. Tse, Yiuman & Lee, Tae-Hwy & Booth, G. Geoffrey, 1996. "The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 447-465, June.
  41. Lee, Tae-Hwy, 1995. "Disequilibrium and uncertainty in cointegrated systems: Some empirical evidence," Economics Letters, Elsevier, vol. 49(2), pages 157-161, August.
  42. Tae-Hwy Lee & Faik Koray, 1994. "Uncertainty in Sales and Inventory Behaviour in the U.S. Trade Sectors," Canadian Journal of Economics, Canadian Economics Association, vol. 27(1), pages 129-142, February.
  43. Lee, Tae-Hwy, 1994. "Spread and volatility in spot and forward exchange rates," Journal of International Money and Finance, Elsevier, vol. 13(3), pages 375-383, June.
  44. Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993. "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, vol. 56(3), pages 269-290, April.
  45. Lee, Tae-Hwy, 1992. "Stock-Flow Relationships in U.S. Housing Construction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 419-430, August.
  46. Tae Hwy Lee, 1992. "On the Predictive Power of the Spread Between Spot and Forward Exchange Rates for Volatility," Korean Economic Review, Korean Economic Association, vol. 8, pages 99-115.
  47. Granger, C W J & Lee, T H, 1989. "Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 145-159, Supplemen.

Chapters

  1. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 119-142, Emerald Group Publishing Limited.
  2. Bai Huang & Tae-Hwy Lee & Aman Ullah, 2019. "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 249-274, Emerald Group Publishing Limited.
  3. Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2019. "Variable Selection in Sparse Semiparametric Single Index Models," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 65-88, Emerald Group Publishing Limited.
  4. Tae-Hwy Lee & Weiping Yang, 2012. "Money–Income Granger-Causality in Quantiles," Advances in Econometrics, in: 30th Anniversary Edition, pages 385-409, Emerald Group Publishing Limited.
  5. Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," Advances in Econometrics, in: 30th Anniversary Edition, pages 171-196, Emerald Group Publishing Limited.
  6. Tae-Hwy Lee & Yang Yang, 2008. "Chapter 13 Bagging Binary and Quantile Predictors for Time Series: Further Issues," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 477-534, Emerald Group Publishing Limited.
  7. Yong Bao & Tae-Hwy Lee, 2006. "Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 41-62, Emerald Group Publishing Limited.

Books


    RePEc:eme:aecopp:aeco.2016.36 is not listed on IDEAS

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 58 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (39) 2004-08-16 2009-06-03 2009-06-03 2012-05-15 2012-10-20 2014-09-25 2014-09-25 2014-09-29 2014-09-29 2014-10-03 2014-10-03 2014-10-13 2014-10-17 2014-11-01 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2020-06-08 2020-07-20 2020-11-16 2020-11-16 2021-01-04 2021-01-11 2021-11-29 2022-01-31 2022-03-28 2022-06-13 2022-07-25 2022-09-19 2023-10-02 2023-10-16 2023-10-16 2023-10-23 2023-10-30. Author is listed
  2. NEP-FOR: Forecasting (28) 2009-06-03 2009-06-03 2012-05-15 2012-05-15 2012-10-20 2014-09-25 2014-09-29 2014-09-29 2014-09-29 2014-10-03 2014-11-01 2015-02-22 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2020-06-08 2020-07-20 2020-11-16 2020-11-23 2021-11-29 2022-03-28 2022-04-04 2022-06-13 2022-06-20 2022-09-19 2022-10-10 2023-10-16. Author is listed
  3. NEP-ORE: Operations Research (26) 2012-05-15 2014-10-03 2014-10-03 2014-10-17 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2020-06-08 2020-07-20 2020-08-10 2020-11-16 2020-11-16 2020-11-23 2021-01-04 2021-01-11 2021-01-25 2021-11-29 2022-01-31 2022-02-28 2022-04-04. Author is listed
  4. NEP-ETS: Econometric Time Series (18) 2004-08-16 2007-09-24 2009-06-03 2009-06-03 2012-05-15 2014-09-29 2019-11-04 2020-06-08 2020-07-20 2020-11-16 2020-11-23 2021-01-11 2022-03-28 2022-06-13 2022-09-19 2023-10-16 2023-10-16 2023-10-16. Author is listed
  5. NEP-BIG: Big Data (9) 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2020-11-16 2022-09-19 2022-10-10 2023-10-02 2023-10-16. Author is listed
  6. NEP-MAC: Macroeconomics (8) 2007-09-24 2014-09-29 2014-10-13 2014-11-01 2015-02-22 2019-11-04 2019-11-04 2020-11-23. Author is listed
  7. NEP-GER: German Papers (7) 2014-09-29 2014-09-29 2014-09-29 2023-10-16 2023-10-16 2023-10-16 2023-10-16. Author is listed
  8. NEP-CMP: Computational Economics (5) 2014-10-03 2014-10-17 2019-11-04 2022-10-10 2023-10-16. Author is listed
  9. NEP-RMG: Risk Management (5) 2014-09-25 2020-11-16 2020-11-23 2021-11-29 2023-10-23. Author is listed
  10. NEP-FMK: Financial Markets (3) 2009-06-03 2014-09-25 2020-06-08
  11. NEP-MON: Monetary Economics (2) 2014-10-13 2019-11-04
  12. NEP-MST: Market Microstructure (2) 2014-09-25 2014-09-29
  13. NEP-NET: Network Economics (2) 2022-10-10 2023-10-16
  14. NEP-CBA: Central Banking (1) 2009-06-03
  15. NEP-DCM: Discrete Choice Models (1) 2019-11-04
  16. NEP-DES: Economic Design (1) 2023-04-17
  17. NEP-EEC: European Economics (1) 2020-11-23
  18. NEP-ENE: Energy Economics (1) 2023-10-16
  19. NEP-FIN: Finance (1) 2004-12-02

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