Details about Ching-Kang Ing

Access statistics for papers by Ching-Kang Ing.

Last updated 2019-12-06. Update your information in the RePEc Author Service.

Short-id: pin116

Working Papers

2017

1. Adaptively weighted group Lasso for semiparametric quantile regression models
   Discussion Papers, Graduate School of Economics, Hitotsubashi University View citations (1)

2005

2. A maximal moment inequality for long range dependent time series with applications to estimation and model selection
   Econometrics, University Library of Munich, Germany
3. ACCUMULATED PREDICTION ERRORS, INFORMATION CRITERIA AND OPTIMAL FORECASTING FOR AUTOREGRESSIVE TIME SERIES
   Econometrics, University Library of Munich, Germany View citations (1)

Journal Articles

2017

1. Threshold Estimation via Group Orthogonal Greedy Algorithm
   Journal of Business & Economic Statistics, 2017, 35, (2), 334-345 View citations (2)

2015

2. Toward optimal model averaging in regression models with time series errors
   Journal of Econometrics, 2015, 189, (2), 321-334 View citations (19)

2014

3. Predictor Selection for Positive Autoregressive Processes
   Journal of the American Statistical Association, 2014, 109, (505), 243-253

2012

4. Model selection for integrated autoregressive processes of infinite order
   Journal of Multivariate Analysis, 2012, 106, (C), 57-71 View citations (5)

2010

5. PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
   Econometric Theory, 2010, 26, (3), 774-803 View citations (3)

2003

6. MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
   Econometric Theory, 2003, 19, (2), 254-279 View citations (72)
7. On Estimating Conditional Mean‐Squared Prediction Error in Autoregressive Models
   Journal of Time Series Analysis, 2003, 24, (4), 401-422 View citations (1)
8. On same-realization prediction in an infinite-order autoregressive process
   Journal of Multivariate Analysis, 2003, 85, (1), 130-155 View citations (23)