Huaming Peng

Rensselaer Polytechnic Institute (RPI)

Troy, NY 12180

United States

SCHOLARLY PAPERS

5

DOWNLOADS

266

SSRN CITATIONS
Rank 46,371

SSRN RANKINGS

Top 46,371

in Total Papers Citations

7

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.

Machine Learning and Forecast Combination in Incomplete Panels

Number of pages: 55 Posted: 05 Dec 2013
Kajal Lahiri, Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 97 (313,072)
Citation 3

Abstract:

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On-line learning, Recursive algorithms, Unbalanced panel, SPF forecasts

Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity

CESifo Working Paper Series No. 5468
Number of pages: 53 Posted: 14 Aug 2015
Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Rensselaer Polytechnic Institute (RPI) and American University
Downloads 84 (345,942)
Citation 2

Abstract:

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forecast combination, forecast uncertainty, model averaging, panel data

Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity

CESifo Working Paper No. 8810
Number of pages: 78 Posted: 14 Jan 2021
Kajal Lahiri, Huaming Peng and Xuguang Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Rensselaer Polytechnic Institute (RPI) and American University
Downloads 8 (714,260)

Abstract:

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3.

On-Line Learning and Forecast Combination in Unbalanced Panels

Econometric Reviews, Forthcoming
Number of pages: 53 Posted: 29 Jan 2015
Kajal Lahiri, Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 45 (467,662)
Citation 2

Abstract:

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On-line learning, Recursive algorithms, Unbalanced panel, SPF forecasts

4.

Testing the Value of Probability Forecasts for Calibrated Combining

Number of pages: 45 Posted: 27 Nov 2013
Kajal Lahiri, Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 20 (600,752)
Citation 1

Abstract:

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5.

The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends

CESifo Working Paper Series No. 6313
Number of pages: 22 Posted: 21 Feb 2017
Kajal Lahiri, Zhongwen Liang and Huaming Peng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, University at Albany (SUNY) and Rensselaer Polytechnic Institute (RPI)
Downloads 12 (656,573)

Abstract:

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panel data, unit root test, individual heterogeneity