Access Statistics for Ji Hyung Lee

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 11 2 4 18 33
Complete Subset Averaging for Quantile Regressions 0 0 0 3 0 5 12 31
Complete Subset Averaging for Quantile Regressions 0 0 0 33 1 2 10 54
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 2 19 0 5 15 52
Heterogeneity in Household Inflation Expectations: Policy Implications 1 1 1 17 1 8 23 41
LASSO Inference for High Dimensional Predictive Regressions 0 0 0 19 3 21 41 62
Machine-learning Growth at Risk 0 1 24 24 1 4 36 36
On LASSO for Predictive Regression 0 0 0 69 1 9 22 105
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach 0 0 1 13 0 3 13 51
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 1 2 6 36
Predictive quantile regression with persistent covariates: IVX-QR approach 0 0 0 25 0 1 10 87
Quantilograms under Strong Dependence 0 0 0 4 1 3 6 22
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 5 10 20
VARs with Mixed Roots Near Unity 0 0 0 59 0 3 10 179
Total Working Papers 1 3 29 328 11 75 232 809

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset pricing with financial bubble risk 0 0 1 33 0 3 14 126
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS 0 0 0 2 2 6 11 19
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 1 4 6 10 1 6 16 30
Heterogeneity in Household Inflation Expectations and Monetary Policy 1 3 4 5 3 7 21 25
Limit Theory for VARs with Mixed Roots Near Unity 0 0 1 3 1 3 6 40
Martingale decomposition and approximations for nonlinearly dependent processes 0 0 0 1 0 3 6 11
Nonparametric identification and estimation of the extended Roy model 0 0 0 1 1 6 17 30
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS 0 0 0 1 0 3 12 30
On LASSO for predictive regression 1 2 4 9 2 13 24 51
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 0 2 0 1 2 9
Predictive quantile regression with persistent covariates: IVX-QR approach 0 1 2 33 1 7 16 186
Predictive quantile regressions under persistence and conditional heteroskedasticity 0 0 0 5 2 4 15 57
Predictive regression under various degrees of persistence and robust long-horizon regression 0 0 0 28 0 6 15 150
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 5 11 17
Robust econometric inference with mixed integrated and mildly explosive regressors 0 0 0 21 1 3 9 119
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 0 2 1 5 14 21
Total Journal Articles 3 10 18 157 15 81 209 921

Chapter File Downloads Abstract Views
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 1 7 2 8 26 53
Total Chapters 0 0 1 7 2 8 26 53

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Statistics updated 2026-06-04