Tae-Hwy Lee
University of California, Riverside
H-index: 31
North America-United States
Top articles of Tae-Hwy Lee
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Model averaging estimation of panel data models with many instruments and boosting | Journal of Applied Statistics | Hao Hao Bai Huang Tae-hwy Lee | 2024/1/2 |
Estimation and Testing of Forecast Rationality with Many Moments | arXiv preprint arXiv:2309.09481 | Tae-Hwy Lee Tao Wang | 2023/9/18 |
Penalized time-varying model averaging | Journal of Econometrics | Yuying Sun Yongmiao Hong Shouyang Wang Xinyu Zhang | 2023/8/1 |
Optimal portfolio using factor graphical lasso | Tae-Hwy Lee Ekaterina Seregina | 2023/4/12 | |
The second-order bias and mean squared error of quantile regression estimators | Indian Economic Review | Tae-Hwy Lee Aman Ullah He Wang | 2023/12/13 |
Density Forecast of Financial Returns Using Decomposition and Maximum Entropy | Journal of Econometric Methods | Tae-Hwy Lee He Wang Zhou Xi Ru Zhang | 2023/1/26 |
Elicitability and Encompassing for Volatility Forecasts by Bregman Functions | Tae-Hwy Lee Ekaterina Seregina Yaojue Xu | 2023/9/30 | |
Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant | Hao Hao Tae-Hwy Lee | 2023/9/20 | |
Combining Forecasts under Structural Breaks Using Graphical LASSO | arXiv preprint arXiv:2209.01697 | Tae-Hwy Lee Ekaterina Seregina | 2022/9/4 |
Optimal forecast under structural breaks | Journal of Applied Econometrics | Tae‐Hwy Lee Shahnaz Parsaeian Aman Ullah | 2022/8 |
Efficient combined estimation under structural breaks | Tae-Hwy Lee Shahnaz Parsaeian Aman Ullah | 2022/1/18 | |
Inferential theory for granular instrumental variables in high dimensions | arXiv preprint arXiv:2201.06605 | Saman Banafti Tae-Hwy Lee | 2022/1/17 |
Forecasting Under Structural Breaks Using Improved Weighted Estimation | Oxford Bulletin of Economics and Statistics | Tae‐Hwy Lee Shahnaz Parsaeian Aman Ullah | 2022/12 |
Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference | Journal of Statistical Computation and Simulation | Jianghao Chu Tae-Hwy Lee Aman Ullah Haifeng Xu | 2021/6/13 |
Time-varying model averaging | Journal of Econometrics | Yuying Sun Yongmiao Hong Tae-Hwy Lee Shouyang Wang Xinyu Zhang | 2021/6/1 |
Maximum entropy analysis of consumption-based capital asset pricing model and volatility | Journal of Econometric Methods | Tae-Hwy Lee Millie Yi Mao Aman Ullah | 2021/2/3 |
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination | Econometric Reviews | Tae-Hwy Lee Millie Yi Mao Aman Ullah | 2021/11/26 |
Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Journal of Empirical Finance | Tong Fang Tae-Hwy Lee Zhi Su | 2020/9/1 |
Combined estimation of semiparametric panel data models | Econometrics and Statistics | Bai Huang Tae-Hwy Lee Aman Ullah | 2020/7/1 |
Boosting | Takafumi Kanamori Kohei Hatano Osamu Watanabe | 2020 |
Co-Authors
