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Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting. (2014). Ullah, Aman ; Tu, Yundong ; Lee, Tae Hwy ; Amanullah, .
In: Working Papers.
RePEc:ucr:wpaper:201404.

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  1. Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257.

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  2. Nonparametric inference for quantile cointegrations with stationary covariates. (2022). Wang, Qiying ; Liang, Han-Ying ; Tu, Yundong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:230:y:2022:i:2:p:453-482.

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  3. Density Forecast of Financial Returns Using Decomposition and Maximum Entropy. (2021). Zhang, RU ; Wang, HE ; Lee, Tae-Hwy.
    In: Working Papers.
    RePEc:ucr:wpaper:202115.

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  4. A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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  5. Nonparametric Knn estimation with monotone constraints. (2017). Li, Zheng ; Liu, Guannan.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:988-1006.

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  6. Assessing point forecast accuracy by stochastic error distance. (2017). Shin, Minchul ; Diebold, Francis X.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:588-598.

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  7. Assessing Point Forecast Accuracy by Stochastic Error Distance. (2016). Shin, Minchul ; Diebold, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22516.

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  8. Assessing point forecast accuracy by stochastic loss distance. (2015). Shin, Minchul ; Diebold, Francis.
    In: Economics Letters.
    RePEc:eee:ecolet:v:130:y:2015:i:c:p:37-38.

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References

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