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Comparisons of Forecasting Methods with Many Predictors * Jin-Lung Lin, Department of Finance, National DongHwa University Ruey S. Tsay, Graduate School of Business, University of ...
Comparisons of Forecasting Methods with Many Predictors Jin-Lung Lin Department of Finance, National DongHwa University RueyS. Tsay Graduate School of Business, University of Chicago ...
... 852) 2857 8509 Fax: (852) 2548 1152 E-mail: laushp@hkucc.hku.hk I am grateful to Trevor Breusch, David Harris, John Hutton, Chung-Ming Kuan, W. K. Li, Jin-Lung Lin, Nilss Olekalns, Peter ...
Ray Chou, Jin-Lung Lin and Chung-Shu Wu Taiwan Stock Market and International Linkages ; Crocker H. Liu and Jianping (J.P.) Mei
Refereed Papers. Ing, Ching-Kang, Jin-Lung Lin and Shu-Hui Yu, 2009, "Toward optimal multistep forecasts in nonstationary autoregressions, Bernoulli,
Lecture Notes on Event Study Analysis Jin-Lung Lin This lecture is largely based upon chap 4 of J. C. Campbell, A. W. Lo and A. C. MacKinlay (1997), The Econometrics of ...
... Central Mint Yi HsinWei President Central Engraving& Printing Plant Chuang AnKuo Acting ... Jyh-Lin Wu Director Jin-Lung Lin Supervisor Ping-Yung Chiu ...
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