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Biography

Prof. Tae-Hwy Lee

Department of Economics

University of California, Riverside, USA


Email: taelee@ucr.edu

 

Qualifications

1990 Ph.D., University of CaliforniaUSA

1985 B.S., Seoul National University, Korea

 

Publications (Selected)

  1. Huang H. and Lee T.H. (2010), To Combine Forecasts or to Combine Information?, Econometric Reviews, 29, 534-570.
  2. Lee T.H. and X. Long (2009), Copula-based Multivariate GARCH Models with Uncorrelated Dependent Errors, Journal of Econometrics, 150, 207-218.
  3. Lee T.H. and Y. Yang (2006), Bagging Binary and Quantile Predictors for Time Series, Journal of Econometrics, 135, 465-497.
  4. Hong Y. and Lee T.H. (2003), Diagnostic Checking for Adequacy of Nonlinear Time Series Models, Econometric Theory, 19, 1065-1121.
  5. Hong Y. and Lee T.H. (2003), Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models, Review of Economics and Statistics, 85, 1048-1062.
  6. Lee T.H. and A. Ullah (2001), Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models, Journal of Nonparametric Statistics, 13, 425-451.
  7. Granger C.W.J. and Lee T.H. (1999), The Effect of Aggregation on Nonlinearity, Econometric Reviews, 18, 259-269.
  8. Gonzalo J. and Lee T.H. (1998), Pitfalls in Testing for Long Run Relationships, Journal of Econometrics, 86, 129-154.
  9. Lee T.H. and Tse, Y. (1996), Cointegration Tests with Conditional Heteroskedasticity, Journal of Econometrics, 73(2): 401-410.
  10. Gonzalo J. and Lee T.H. (1996), Relative Power of the t Type Tests for Stationary and Unit Root Processes, Journal of Time Series Analysis, 17, 37-47.
  11. Lee T.H., White H. and Granger C.W.J. (1993), Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests, Journal of Econometrics, 56, 269-290.
  12. Granger C.W.J. and Lee T.H. (1989), Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Nonsymmetric Error Correction Models, Journal of Applied Econometrics, 4, S145-159.

Profile Details

http://faculty.ucr.edu/~taelee