Access Statistics for Ji Hyung Lee

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Capital and Labor Income Pareto Exponents in the United States, 1916-2019	0	0	2	10	0	1	8	16
Complete Subset Averaging for Quantile Regressions	0	0	0	3	0	1	3	20
Complete Subset Averaging for Quantile Regressions	0	0	1	33	0	0	1	44
Econometric Inference for High Dimensional Predictive Regressions	0	0	19	19	0	1	21	21
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400	0	0	1	17	1	2	4	38
Heterogeneity in Household Inflation Expectations: Policy Implications	0	0	9	16	1	2	7	19
Machine-learning Growth at Risk	3	22	22	22	4	13	13	13
On LASSO for Predictive Regression	0	0	1	69	0	2	3	84
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach	0	0	12	12	0	2	39	39
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach	0	0	0	23	0	1	3	30
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	0	25	0	0	1	77
Quantilograms under Strong Dependence	0	0	0	4	0	0	0	16
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data	0	0	0	9	1	2	2	11
VARs with Mixed Roots Near Unity	0	0	1	59	0	1	2	170
Total Working Papers	3	22	68	321	7	28	107	598

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset pricing with financial bubble risk	0	0	0	32	0	3	5	113
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS	0	0	0	2	0	0	0	8
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics*	0	0	4	4	2	2	12	16
Heterogeneity in Household Inflation Expectations and Monetary Policy	1	2	2	2	1	3	5	5
Limit Theory for VARs with Mixed Roots Near Unity	0	0	0	2	1	1	1	35
Martingale decomposition and approximations for nonlinearly dependent processes	0	0	0	1	0	0	0	5
Nonparametric identification and estimation of the extended Roy model	0	0	0	1	1	2	6	14
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS	0	0	0	1	0	0	0	18
On LASSO for predictive regression	0	1	3	6	2	3	8	30
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach	0	0	1	2	0	0	3	7
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	3	31	0	1	5	170
Predictive quantile regressions under persistence and conditional heteroskedasticity	0	0	0	5	0	0	5	42
Predictive regression under various degrees of persistence and robust long-horizon regression	0	0	0	28	3	4	5	138
QUANTILOGRAMS UNDER STRONG DEPENDENCE	0	0	0	1	1	1	1	7
Robust econometric inference with mixed integrated and mildly explosive regressors	0	1	2	21	0	2	7	110
Tuning parameter-free nonparametric density estimation from tabulated summary data	0	0	1	2	1	1	4	8
Total Journal Articles	1	4	16	141	12	23	67	726

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Quantile Impulse Response Analysis with Applications in Macroeconomics and Finance	0	1	3	7	0	4	10	30
Total Chapters	0	1	3	7	0	4	10	30

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Statistics updated 2025-08-05