Research output per year
Research output per year
Research output
- 6 Article
Search results
-
2022
Dealing with Markov-switching parameters in quantile regression models
Kim, Y., Huo, L. & Kim, T. H., 2022, In: Communications in Statistics Part B: Simulation and Computation. 51, 11, p. 6773-6791 19 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
2021
Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
Huo, L. & Cho, J. S., Jun 2021, In: Test. 30, 2, p. 293-317 25 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
2020
Sequentially estimating the approximate conditional mean using extreme learning machines
Huo, L. & Cho, J. S., Nov 2020, In: Entropy. 22, 11, p. 1-21 21 p., 1294.Research output: Contribution to journal › Article › peer-review
Open Access -
2017
A residual-based test for autocorrelation in quantile regression models
Huo, L., Kim, T. H., Kim, Y. & Lee, D. J., 3 May 2017, In: Journal of Statistical Computation and Simulation. 87, 7, p. 1305-1322 18 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
2015
Revisiting growth empirics based on IV panel quantile regression
Huo, L., Kim, T. H. & Kim, Y., 2 Aug 2015, In: Applied Economics. 47, 36, p. 3859-3873 15 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
2012
Robust estimation of covariance and its application to portfolio optimization
Huo, L., Kim, T. H. & Kim, Y., Sept 2012, In: Finance Research Letters. 9, 3, p. 121-134 14 p.Research output: Contribution to journal › Article › peer-review
15 Citations (Scopus)
