E-LIB Suche - Ergebnisse für: Hong, Yongmiao

1

Post-averaging inference for optimal model averaging estima..:

Yu, Dalei ; Lian, Heng ; Sun, Yuying..
Econometric Reviews. , 2024

Link: https://doi.org/10.1080/..

2

Kolmogorov–Smirnov type testing for structural breaks: A ne..:

Hong, Yongmiao ; Linton, Oliver ; McCabe, Brendan..
Journal of Econometrics. 238 (2024) 2 - p. 105603 , 2024

Link: https://doi.org/10.1016/..

3

Forecasting Inflation Using Economic Narratives:

Hong, Yongmiao ; Jiang, Fuwei ; Meng, Lingchao.
Journal of Business & Economic Statistics. , 2024

Link: https://doi.org/10.1080/..

4

Climate change and crude oil prices: An interval forecast m..:

Cheng, Zishu ; Li, Mingchen ; Sun, Yuying..
Energy Economics. 134 (2024) - p. 107612 , 2024

Link: https://doi.org/10.1016/..

5

Does environmental regulation affect analyst forecast bias?..:

Sun, Yuying ; Wu, Kai ; Liu, Sihui.
Journal of Environmental Management. 353 (2024) - p. 120134 , 2024

Link: https://doi.org/10.1016/..

6

Time-varying forecast combination for factor-augmented regr..:

Chen, Qitong ; Hong, Yongmiao ; Li, Haiqi
Journal of Econometrics. 240 (2024) 1 - p. 105693 , 2024

Link: https://doi.org/10.1016/..

7

Speculation or currency? Multi-scale analysis of cryptocurr..:

Zhang, Dingxuan ; Sun, Yuying ; Duan, Hongbo..
International Review of Financial Analysis. 88 (2023) - p. 102700 , 2023

Link: https://doi.org/10.1016/..

8

Fast estimation of a large TVP-VAR model with score-driven ..:

Zheng, Tingguo ; Ye, Shiqi ; Hong, Yongmiao
Journal of Economic Dynamics and Control. 157 (2023) - p. 104762 , 2023

Link: https://doi.org/10.1016/..

9

Penalized time-varying model averaging:

Sun, Yuying ; Hong, Yongmiao ; Wang, Shouyang.
Journal of Econometrics. 235 (2023) 2 - p. 1355-1377 , 2023

Link: https://doi.org/10.1016/..

10

Yongmiao Hong, Oliver Linton, Jiajing Sun, and Meiting Zhu'..:

Hong, Yongmiao ; Linton, Oliver ; Sun, Jiajing.
Journal of the Royal Statistical Society Series B: Statistical Methodology. 86 (2023) 2 - p. 320-321 , 2023

Link: https://doi.org/10.1093/..

11

Specification tests for time-varying coefficient models:

Fu, Zhonghao ; Hong, Yongmiao ; Su, Liangjun.
Journal of Econometrics. 235 (2023) 2 - p. 720-744 , 2023

Link: https://doi.org/10.1016/..

12

REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS T..:

Cui, Liyuan ; Feng, Guanhao ; Hong, Yongmiao
International Economic Review. 65 (2023) 2 - p. 851-883 , 2023

Link: https://doi.org/10.1111/..

13

Testing for structural changes in large dimensional factor ..:

Fu, Zhonghao ; Hong, Yongmiao ; Wang, Xia
Journal of Econometrics. 233 (2023) 1 - p. 302-331 , 2023

Link: https://doi.org/10.1016/..

14

Probabilistic and deterministic wind speed forecasting base..:

Heng, Jiani ; Hong, Yongmiao ; Hu, Jianming.
Applied Energy. 306 (2022) - p. 118029 , 2022

Link: https://doi.org/10.1016/..

15

The climate impact of high seas shipping:

Li, Yuze ; Jia, Peng ; Jiang, Shangrong...
National Science Review. 10 (2022) 3 - p. , 2022

Link: https://doi.org/10.1093/..