Tae Hwy Lee

Tae Hwy Lee

University of California Riverside - Riverside / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 1770732
person_outline Tae Hwy Lee's MOST POPULAR ARTICLES
1-) Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative testsTH Lee, H White, CWJ GrangerJournal of Econometrics 56 (3), 269-290, 19937851993
2-) Investigation of production, sales and inventory relationships using multicointegration and non‐symmetric error correction modelsCWJ Granger, TH LeeJournal of applied econometrics 4 (S1), S145-S159, 19897471989
3-) Evaluating predictive performance of value‐at‐risk models in emerging markets: a reality checkY Bao, TH Lee, B SaltogluJournal of forecasting 25 (2), 101-128, 20063042006
4-) Pitfalls in testing for long run relationshipsJ Gonzalo, TH LeeJournal of Econometrics 86 (1), 129-154, 19983011998
5-) Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihoodG González-Rivera, TH Lee, S MishraInternational Journal of forecasting 20 (4), 629-645, 20042922004