Huaming Peng

State University of New York (SUNY) at Albany - Department of Economics

1400 Washington Avenue

Building, Room 109

Albany, NY 12222

United States

SCHOLARLY PAPERS

5

DOWNLOADS

240

SSRN CITATIONS

2

CROSSREF CITATIONS

5

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, State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Downloads 89 (296,120)
Citation 3

Abstract:

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

2.

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, State University of New York (SUNY) at Albany - Department of Economics and American University
Downloads 79 (318,540)
Citation 1

Abstract:

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forecast combination, forecast uncertainty, model averaging, panel data

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, State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Downloads 42 (431,704)

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, State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Downloads 18 (553,013)

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 State University of New York (SUNY) at Albany - Department of Economics
Downloads 12 (590,804)

Abstract:

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panel data, unit root test, individual heterogeneity