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 0 0 1 45
A Combined Random Effect and Fixed Effect Forecast for Panel Data Models 0 0 1 50 0 0 2 100
Asymmetric AdaBoost for High-dimensional Maximum Score Regression 0 0 1 6 0 2 3 8
Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters 0 1 1 31 0 1 2 108
Bagging Binary Predictors for Time Series 0 0 0 225 0 0 0 697
Bagging Constrained Equity Premium Predictors 0 0 1 44 0 0 2 96
Boosting 0 0 0 52 0 0 6 94
Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant 0 0 0 14 0 1 8 30
Bootstrap Aggregating and Random Forest 0 1 9 97 1 3 22 243
Combined Estimation of Semiparametric Panel Data Models 0 0 0 14 0 0 1 49
Combining Forecasts under Structural Breaks Using Graphical LASSO 0 0 0 24 0 0 0 15
Combining Forecasts under Structural Breaks Using Graphical LASSO 0 0 0 28 0 0 2 26
Combining Forecasts under Structural Breaks Using Graphical LASSO 0 0 0 74 0 1 4 36
Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction 0 0 0 29 0 0 2 50
Density Forecast of Financial Returns Using Decomposition and Maximum Entropy 0 0 0 54 0 0 2 38
Efficient Combined Estimation under Structural Breaks 1 1 1 23 1 1 4 68
Efficient Combined Estimation under Structural Breaks 0 0 0 43 0 0 0 36
Elicitability and Encompassing for Volatility Forecasts by Bregman Functions 0 0 1 14 0 0 7 19
Estimation and Testing of Forecast Rationality with Many Moments 0 0 0 9 0 1 4 14
Estimation and Testing of Forecast Rationality with Many Moments 0 0 0 1 0 0 2 6
Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination 0 0 0 40 0 0 4 83
Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function 0 0 0 20 0 1 1 35
Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference 0 0 0 34 0 0 0 44
Finding SPF Percentiles Closest to Greenbook 0 0 0 15 0 0 1 42
Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints 0 0 0 29 0 0 0 64
Forecasting Realized Volatility Using Subsample Averaging 0 0 0 71 0 0 1 95
Forecasting Using Supervised Factor Models 0 0 0 27 0 0 6 62
Forecasting Value-at-Risk Using High Frequency Information 0 0 0 91 1 2 4 134
Forecasting under Structural Breaks Using Improved Weighted Estimation 0 0 2 14 0 0 2 24
Forecasting under Structural Breaks Using Improved Weighted Estimation 1 1 2 57 1 2 6 46
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 0 0 0 185
Granger-Causality in Quantiles between Financial Markets: Using Copula Approach 0 0 0 76 0 1 2 146
Inferential Theory for Granular Instrumental Variables in High Dimensions 0 0 3 17 1 2 7 44
Inferential Theory for Granular Instrumental Variables in High Dimensions 0 0 1 8 0 0 7 12
Inferential Theory for Granular Instrumental Variables in High Dimensions 0 0 0 4 0 0 1 11
Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk 0 0 0 66 0 0 1 362
Learning from Forecast Errors: A New Approach to Forecast Combination 0 1 2 40 0 2 8 61
Learning from Forecast Errors: A New Approach to Forecast Combinations 0 0 1 30 0 0 5 25
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 0 0 0 108
Let´s do it again: bagging equity premium predictors 0 0 0 13 1 1 2 55
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility 0 0 0 13 0 1 2 41
Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting 0 1 1 15 0 2 7 33
Money-Income Granger-Causality in Quantiles 0 0 1 88 0 0 1 117
No lack of relative power of the Dickey-Fuller tests for unit roots 0 0 0 3 0 0 0 22
Nonlinear Time Series in Financial Forecasting 0 0 0 227 0 1 3 407
Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models 0 0 0 6 0 2 4 576
Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting 0 0 0 77 1 1 4 68
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 0 0 1 102
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 0 0 1 28
Optimal Forecast under Structural Breaks 1 1 1 23 3 3 5 31
Optimal Forecast under Structural Breaks 1 1 1 24 2 2 4 39
Optimal Portfolio Using Factor Graphical Lasso 0 0 0 2 1 1 5 10
Optimal Portfolio Using Factor Graphical Lasso 0 0 0 9 0 0 2 38
Optimal Portfolio Using Factor Graphical Lasso 0 0 0 26 0 2 5 92
Permanent and transitory components of GDP and stock prices: further analysis 0 0 2 161 1 2 5 679
Pitfalls in Testing for Long Run Relationships 0 0 0 3 0 0 3 618
Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection 0 1 3 73 2 4 14 219
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 0 0 0 672
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 0 0 0 218
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects 0 0 0 18 0 0 0 50
Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations 0 0 0 29 0 0 1 40
Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks 0 0 0 44 0 1 2 43
The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation 0 0 0 29 0 0 1 70
The Second-order Bias and Mean Squared Error of Quantile Regression Estimators 0 1 3 14 0 1 3 14
Time-varying Model Averaging 0 0 0 34 0 0 6 165
To Combine Forecasts or to Combine Information? 0 0 0 119 1 1 1 435
Using the Entire Yield Curve in Forecasting Output and Inflation 1 2 2 34 1 2 3 80
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 0 0 0 162
Variable Selection in Sparse Semiparametric Single Index Models 0 0 0 30 0 0 1 78
Total Working Papers 5 12 40 2,833 18 47 216 8,563

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 0 2 20
Assessing the risk forecasts for Japanese stock market 0 0 0 58 0 0 1 232
Asymmetric loss in the Greenbook and the Survey of Professional Forecasters 0 0 0 5 0 1 2 44
Bagging binary and quantile predictors for time series 0 0 0 35 0 0 1 150
Cointegration tests with conditional heteroskedasticity 0 0 0 149 1 2 4 323
Combined estimation of semiparametric panel data models 0 0 0 3 0 0 1 17
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 0 121 1 1 1 471
Copula-based multivariate GARCH model with uncorrelated dependent errors 0 0 6 338 1 4 17 959
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 1 36 0 0 1 98
Density Forecast of Financial Returns Using Decomposition and Maximum Entropy 0 0 0 2 0 1 4 9
Disequilibrium and uncertainty in cointegrated systems: Some empirical evidence 0 0 0 3 0 0 1 23
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 0 0 0 94
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 1 2 288 0 1 3 794
Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function 0 0 1 3 0 1 3 36
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints 0 0 0 2 1 1 1 31
Forecasting Value-at-Risk Using High-Frequency Information 0 0 0 14 0 0 1 94
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood 0 1 5 203 1 4 16 532
Granger-causality in quantiles between financial markets: Using copula approach 0 0 0 64 0 0 6 265
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 135 1 1 2 417
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 0 2 523 1 3 9 1,271
Jumps in cross-sectional rank and expected returns: a mixture model 0 1 1 29 0 1 2 174
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility 0 0 0 4 0 0 2 24
Model averaging estimation of panel data models with many instruments and boosting 0 1 1 3 0 2 6 8
Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models 0 0 0 71 0 0 1 292
Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting 0 0 1 25 1 2 4 83
On the Predictive Power of the Spread Between Spot and Forward Exchange Rates for Volatility 0 0 0 2 0 0 0 18
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 0 0 0 154
Optimal Portfolio Using Factor Graphical Lasso* 0 2 3 3 1 7 14 14
Optimal forecast under structural breaks 0 0 1 6 1 1 4 23
Optimality of the RiskMetrics VaR model 0 1 1 122 0 2 3 351
Permanent and transitory components of GDP and stock prices: further analysis 1 1 1 22 2 2 4 116
Pitfalls in testing for long run relationships 0 2 5 247 0 3 9 529
Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection 2 5 6 19 5 9 25 127
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES 0 0 0 0 0 0 0 6
Spread and volatility in spot and forward exchange rates 0 0 0 234 0 0 5 519
Stock Adjustment for Multicointegrated Series 0 0 0 0 0 1 1 227
Stock-Flow Relationships in U.S. Housing Construction 0 0 0 0 0 0 0 159
Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations 0 0 0 11 0 0 1 50
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 2 4 7 630 4 7 19 1,441
The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation 0 0 0 2 0 0 3 18
The effect of aggregation on nonlinearity 0 0 0 53 0 0 1 162
The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis 0 0 0 34 0 0 3 146
The second-order bias of quantile estimators 0 0 0 9 0 0 0 51
Time-varying model averaging 0 1 4 27 0 3 11 108
To Combine Forecasts or to Combine Information? 0 2 2 24 0 3 6 156
Uncertainty in Sales and Inventory Behaviour in the U.S. Trade Sectors 0 0 0 10 0 0 1 99
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 2 2 2 47
Total Journal Articles 5 22 50 3,652 23 65 203 10,982

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 0 0 1
Chapter 13 Bagging Binary and Quantile Predictors for Time Series: Further Issues 0 0 0 2 0 1 1 3
Efficient Combined Estimation under Structural Breaks 0 0 1 4 0 0 2 7
Money–Income Granger-Causality in Quantiles 0 0 0 0 2 2 3 5
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 0 0 1 2 2
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects 0 0 0 4 0 1 7 37
Variable Selection in Sparse Semiparametric Single Index Models 0 0 0 2 1 1 1 15
Total Chapters 0 0 1 12 3 6 16 70

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

Statistics updated 2025-07-04