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	1	2	10	1	3	7	15
Complete Subset Averaging for Quantile Regressions	0	0	0	3	0	1	2	19
Complete Subset Averaging for Quantile Regressions	0	0	1	33	0	0	1	44
Econometric Inference for High Dimensional Predictive Regressions	1	2	19	19	1	3	20	20
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400	0	0	1	17	0	0	3	36
Heterogeneity in Household Inflation Expectations: Policy Implications	0	0	16	16	0	1	17	17
On LASSO for Predictive Regression	0	0	1	69	0	0	1	82
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach	0	1	12	12	0	2	37	37
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach	0	0	0	23	0	2	2	29
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	0	25	0	0	2	77
Quantilograms under Strong Dependence	0	0	0	4	0	0	1	16
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data	0	0	0	9	0	0	0	9
VARs with Mixed Roots Near Unity	0	0	1	59	0	0	1	169
Total Working Papers	1	4	53	299	2	12	94	570

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	1	32	1	1	3	110
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	2	4	4	0	5	13	14
Limit Theory for VARs with Mixed Roots Near Unity	0	0	0	2	0	0	0	34
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	0	0	4	12
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	1	2	2	5	1	3	5	27
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach	0	0	2	2	0	1	4	7
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	3	31	0	0	4	169
Predictive quantile regressions under persistence and conditional heteroskedasticity	0	0	0	5	0	1	5	42
Predictive regression under various degrees of persistence and robust long-horizon regression	0	0	0	28	0	0	1	134
QUANTILOGRAMS UNDER STRONG DEPENDENCE	0	0	0	1	0	0	0	6
Robust econometric inference with mixed integrated and mildly explosive regressors	0	0	1	20	1	3	5	108
Tuning parameter-free nonparametric density estimation from tabulated summary data	0	1	1	2	0	2	3	7
Total Journal Articles	1	5	14	137	3	16	47	701

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	0	2	6	0	1	9	26
Total Chapters	0	0	2	6	0	1	9	26

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Statistics updated 2025-05-12