Access Statistics for Tae Hwy Lee

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Combined Estimator of Regression Models with Measurement Errors 0 0 0 4 1 10 16 61
A Combined Random Effect and Fixed Effect Forecast for Panel Data Models 0 1 1 51 0 4 12 112
Asymmetric AdaBoost for High-dimensional Maximum Score Regression 0 0 1 7 1 4 15 23
Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters 0 0 1 32 0 4 13 121
Bagging Binary Predictors for Time Series 0 1 3 228 1 7 24 721
Bagging Constrained Equity Premium Predictors 0 0 1 45 2 6 12 108
Boosting 0 0 0 52 0 3 16 110
Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant 0 0 0 14 2 2 13 43
Bootstrap Aggregating and Random Forest 3 3 4 101 4 9 30 272
Combined Estimation of Semiparametric Panel Data Models 0 0 0 14 1 3 14 63
Combining Forecasts under Structural Breaks Using Graphical LASSO 0 0 0 74 0 3 15 51
Combining Forecasts under Structural Breaks Using Graphical LASSO 0 0 0 24 1 4 25 40
Combining Forecasts under Structural Breaks Using Graphical LASSO 0 0 0 28 0 4 17 43
Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction 0 0 0 29 0 0 13 63
Density Forecast of Financial Returns Using Decomposition and Maximum Entropy 0 0 0 54 0 3 8 46
Efficient Combined Estimation under Structural Breaks 0 0 0 43 1 2 10 46
Efficient Combined Estimation under Structural Breaks 0 0 1 23 0 3 12 79
Elicitability and Encompassing for Volatility Forecasts by Bregman Functions 0 0 0 14 0 6 19 38
Estimation and Testing of Forecast Rationality with Many Moments 0 0 1 10 0 2 13 27
Estimation and Testing of Forecast Rationality with Many Moments 0 0 0 1 0 2 10 16
Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination 0 0 0 40 0 5 15 98
Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function 0 0 0 20 1 1 10 45
Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference 0 0 1 35 2 6 18 62
Finding SPF Percentiles Closest to Greenbook 0 0 0 15 1 2 12 54
Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints 0 0 0 29 2 5 11 75
Forecasting Realized Volatility Using Subsample Averaging 0 0 0 71 2 3 12 107
Forecasting Using Supervised Factor Models 0 0 0 27 0 5 12 74
Forecasting Value-at-Risk Using High Frequency Information 0 0 1 92 0 0 11 144
Forecasting under Structural Breaks Using Improved Weighted Estimation 0 0 0 14 0 5 8 32
Forecasting under Structural Breaks Using Improved Weighted Estimation 0 0 2 58 0 2 12 57
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 0 3 12 197
Granger-Causality in Quantiles between Financial Markets: Using Copula Approach 0 0 0 76 1 9 30 176
Inferential Theory for Granular Instrumental Variables in High Dimensions 0 0 0 17 0 2 15 58
Inferential Theory for Granular Instrumental Variables in High Dimensions 0 0 0 8 2 5 13 25
Inferential Theory for Granular Instrumental Variables in High Dimensions 0 0 0 4 0 4 18 29
Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk 0 0 1 67 0 3 13 375
Learning from Forecast Errors: A New Approach to Forecast Combination 0 0 0 40 0 1 8 69
Learning from Forecast Errors: A New Approach to Forecast Combinations 0 0 0 30 0 2 7 32
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 1 4 12 120
Let´s do it again: bagging equity premium predictors 0 0 0 13 0 3 9 63
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility 0 0 0 13 1 5 17 58
Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting 0 0 0 15 0 4 25 58
Money-Income Granger-Causality in Quantiles 0 0 0 88 0 1 13 130
No lack of relative power of the Dickey-Fuller tests for unit roots 0 0 1 4 0 4 14 36
Nonlinear Time Series in Financial Forecasting 0 0 0 227 1 4 15 422
Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models 0 0 0 6 1 1 11 587
Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting 0 0 0 77 2 8 18 85
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 0 3 12 114
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 0 4 10 38
Optimal Forecast under Structural Breaks 0 0 2 24 2 7 28 56
Optimal Forecast under Structural Breaks 0 0 2 25 0 3 21 58
Optimal Portfolio Using Factor Graphical Lasso 0 0 0 2 3 4 22 31
Optimal Portfolio Using Factor Graphical Lasso 0 0 2 11 2 3 18 56
Optimal Portfolio Using Factor Graphical Lasso 0 0 1 27 3 13 42 134
Permanent and transitory components of GDP and stock prices: further analysis 0 0 0 161 0 7 14 692
Pitfalls in Testing for Long Run Relationships 0 0 0 3 0 4 19 637
Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection 0 0 3 76 1 14 42 259
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 0 2 13 685
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 0 2 31 249
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects 0 0 0 18 1 6 17 67
Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations 0 0 0 29 0 2 13 53
Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks 0 0 1 45 1 5 17 60
The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation 0 0 0 29 1 6 16 86
The Second-order Bias and Mean Squared Error of Quantile Regression Estimators 0 0 0 14 0 5 16 30
Time-varying Model Averaging 0 0 0 34 6 10 28 193
To Combine Forecasts or to Combine Information? 0 0 0 119 1 8 16 450
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 1 34 0 1 13 92
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 1 3 9 171
Variable Selection in Sparse Semiparametric Single Index Models 0 0 0 30 0 1 16 94
Total Working Papers 3 5 31 2,859 53 291 1,111 9,656

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A combined estimator of regression models with measurement errors 0 0 0 1 0 3 11 31
Assessing the risk forecasts for Japanese stock market 0 0 0 58 0 3 5 237
Asymmetric loss in the Greenbook and the Survey of Professional Forecasters 0 0 1 6 1 10 32 76
Bagging binary and quantile predictors for time series 0 0 0 35 0 3 21 171
Cointegration tests with conditional heteroskedasticity 1 1 1 150 2 9 17 339
Combined estimation of semiparametric panel data models 0 0 0 3 0 6 18 35
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; see Bao et al. (2004) 0 0 1 122 0 4 14 484
Copula-based multivariate GARCH model with uncorrelated dependent errors 0 1 4 342 1 5 37 995
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 1 37 1 6 12 110
Density Forecast of Financial Returns Using Decomposition and Maximum Entropy 0 0 0 2 1 2 13 22
Disequilibrium and uncertainty in cointegrated systems: Some empirical evidence 0 0 0 3 0 0 4 27
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 1 3 6 100
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 0 0 288 0 7 25 819
Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function 0 0 0 3 1 4 16 52
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints 0 0 0 2 1 6 13 43
Forecasting Value-at-Risk Using High-Frequency Information 0 0 0 14 1 3 12 106
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood 0 0 0 203 1 6 24 555
Granger-causality in quantiles between financial markets: Using copula approach 1 1 2 66 1 8 28 293
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 1 1 1 136 2 5 17 433
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 1 1 1 524 3 7 23 1,293
Jumps in cross-sectional rank and expected returns: a mixture model 0 0 0 29 0 3 12 186
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility 0 0 1 5 2 5 16 40
Model averaging estimation of panel data models with many instruments and boosting 0 0 0 3 1 6 15 23
Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models 0 0 0 71 0 1 9 301
Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting 0 0 0 25 0 2 9 91
On the Predictive Power of the Spread Between Spot and Forward Exchange Rates for Volatility 0 0 0 2 0 0 5 23
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 0 3 14 168
Optimal Portfolio Using Factor Graphical Lasso* 0 0 8 11 3 9 30 43
Optimal forecast under structural breaks 0 0 0 6 2 2 13 35
Optimality of the RiskMetrics VaR model 0 1 1 123 0 8 11 362
Permanent and transitory components of GDP and stock prices: further analysis 0 0 2 23 0 3 18 132
Pitfalls in testing for long run relationships 0 0 0 247 3 6 21 550
Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection 1 2 12 29 3 21 83 205
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES 0 0 1 1 0 2 10 16
Spread and volatility in spot and forward exchange rates 0 0 0 234 1 4 13 532
Stock Adjustment for Multicointegrated Series 0 0 0 0 0 3 13 240
Stock-Flow Relationships in U.S. Housing Construction 0 0 0 0 0 1 6 165
Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations 0 0 0 11 1 6 12 62
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 0 3 631 1 11 36 1,473
The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation 0 0 0 2 0 4 8 26
The effect of aggregation on nonlinearity 0 0 0 53 0 3 13 175
The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis 0 0 0 34 0 1 9 155
The second-order bias of quantile estimators 1 1 2 11 3 7 28 79
Time-varying model averaging 1 1 2 29 4 9 31 139
To Combine Forecasts or to Combine Information? 0 0 0 24 0 3 10 166
Uncertainty in Sales and Inventory Behaviour in the U.S. Trade Sectors 0 0 0 10 0 3 12 111
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 2 6 20 65
Total Journal Articles 7 10 44 3,691 43 232 825 11,784

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison 0 0 0 0 0 4 8 9
Chapter 13 Bagging Binary and Quantile Predictors for Time Series: Further Issues 0 0 0 2 1 3 8 11
Efficient Combined Estimation under Structural Breaks 0 0 0 4 1 2 12 19
Money–Income Granger-Causality in Quantiles 0 0 0 0 0 1 14 17
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 0 0 5 12 14
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects 0 0 0 4 0 1 5 42
Variable Selection in Sparse Semiparametric Single Index Models 0 0 0 2 2 4 12 26
Total Chapters 0 0 0 12 4 20 71 138

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04