EconPapers    
Economics at your fingertips  
 

Details about Ji Hyung Lee

Homepage:http://sites.google.com/site/jihyung412/home
Workplace:Department of Economics, University of Illinois at Urbana-Champaign, (more information at EDIRC)

Access statistics for papers by Ji Hyung Lee.

Last updated 2021-07-21. Update your information in the RePEc Author Service.

Short-id: ple807


Jump to Journal Articles

Working Papers

2021

  1. Complete Subset Averaging for Quantile Regressions
    Papers, arXiv.org Downloads View citations (1)
    Also in Department of Economics Working Papers, McMaster University (2020) Downloads View citations (1)
  2. On LASSO for Predictive Regression
    Papers, arXiv.org Downloads View citations (4)
  3. Predictive Quantile Regression with Mixed Roots and Increasing Dimensions
    Papers, arXiv.org Downloads
  4. Tax Progressivity and Wealth Inequality: Evidence from Forbes 400
    Papers, arXiv.org Downloads

2018

  1. Quantilograms under Strong Dependence
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads
    See also Journal Article in Econometric Theory (2020)

2015

  1. Predictive quantile regression with persistent covariates: IVX-QR approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2016)

2012

  1. VARs with Mixed Roots Near Unity
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

Journal Articles

2020

  1. QUANTILOGRAMS UNDER STRONG DEPENDENCE
    Econometric Theory, 2020, 36, (3), 457-487 Downloads
    See also Working Paper (2018)

2019

  1. Martingale decomposition and approximations for nonlinearly dependent processes
    Statistics & Probability Letters, 2019, 152, (C), 35-42 Downloads
  2. Predictive quantile regressions under persistence and conditional heteroskedasticity
    Journal of Econometrics, 2019, 213, (1), 261-280 Downloads View citations (8)

2018

  1. ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS
    Econometric Theory, 2018, 34, (4), 790-814 Downloads View citations (6)

2016

  1. Asset pricing with financial bubble risk
    Journal of Empirical Finance, 2016, 38, (PB), 590-622 Downloads View citations (14)
  2. Predictive quantile regression with persistent covariates: IVX-QR approach
    Journal of Econometrics, 2016, 192, (1), 105-118 Downloads View citations (20)
    See also Working Paper (2015)
  3. Robust econometric inference with mixed integrated and mildly explosive regressors
    Journal of Econometrics, 2016, 192, (2), 433-450 Downloads View citations (15)

2015

  1. Limit Theory for VARs with Mixed Roots Near Unity
    Econometric Reviews, 2015, 34, (6-10), 1035-1056 Downloads View citations (4)

2013

  1. Predictive regression under various degrees of persistence and robust long-horizon regression
    Journal of Econometrics, 2013, 177, (2), 250-264 Downloads View citations (33)
 
Page updated 2022-01-28