4
H index
3
i10 index
116
Citations
| 4 H index 3 i10 index 116 Citations RESEARCH PRODUCTION: 7 Articles 3 Papers RESEARCH ACTIVITY: 14 years (2003 - 2017). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pin116 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ching-Kang Ing. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Multivariate Analysis | 2 |
Econometric Theory | 2 |
Working Papers Series with more than one paper published | # docs |
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Econometrics / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2023 | Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models. (2022). Coulombe, Philippe Goulet ; Goebel, Maximilian ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2206.10721. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607. Full description at Econpapers || Download paper |
2023 | Optimal model averaging based on forward-validation. (2023). Zhang, Xiaomeng. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s030440762200094x. Full description at Econpapers || Download paper |
2023 | Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models. (2023). Coulombe, Philippe Goulet ; Gobel, Maximilian ; Diebold, Francis X. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003316. Full description at Econpapers || Download paper |
2023 | Data-driven model selection for same-realization predictions in autoregressive processes. (2023). Kamila, Kare. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:4:d:10.1007_s10463-022-00855-1. Full description at Econpapers || Download paper |
2023 | On consistency for time series model selection. (2023). Kengne, William. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09284-6. Full description at Econpapers || Download paper |
2023 | Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2003 | MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 67 |
2010 | PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
2015 | Toward optimal model averaging in regression models with time series errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
2012 | Model selection for integrated autoregressive processes of infinite order In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 5 |
2003 | On same-realization prediction in an infinite-order autoregressive process In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 20 |
2017 | Adaptively weighted group Lasso for semiparametric quantile regression models In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Predictor Selection for Positive Autoregressive Processes In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
2017 | Threshold Estimation via Group Orthogonal Greedy Algorithm In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
2005 | ACCUMULATED PREDICTION ERRORS, INFORMATION CRITERIA AND OPTIMAL FORECASTING FOR AUTOREGRESSIVE TIME SERIES In: Econometrics. [Full Text][Citation analysis] | paper | 1 |
2005 | A maximal moment inequality for long range dependent time series with applications to estimation and model selection In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
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