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Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载:166/0  |  提交时间:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
Threshold autoregressive models for interval-valued time series data 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
作者:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:193/0  |  提交时间:2018/11/16
Asymmetric reaction  Interval-valued data  Minimum distance estimation  Nonlinearity  Symbolic data  Threshold autoregressive interval models