Huaming Peng

Rensselaer Polytechnic Institute (RPI)

Troy, NY 12180

United States

SCHOLARLY PAPERS

5

DOWNLOADS

293

SSRN CITATIONS
Rank 47,210

SSRN RANKINGS

Top 47,210

in Total Papers Citations

7

CROSSREF CITATIONS

7

Scholarly Papers (5)

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, Rensselaer Polytechnic Institute (RPI) and American University
Downloads 88 (392,639)
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, Rensselaer Polytechnic Institute (RPI) and American University
Downloads 19 (725,535)

Abstract:

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2.

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, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 107 (343,476)
Citation 3

Abstract:

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

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, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 45 (542,646)
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, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 21 (686,909)
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, University at Albany (SUNY) and Rensselaer Polytechnic Institute (RPI)
Downloads 13 (752,657)

Abstract:

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panel data, unit root test, individual heterogeneity