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 1 2 3 10 2 3 9 14
Complete Subset Averaging for Quantile Regressions 0 0 0 3 0 1 1 18
Complete Subset Averaging for Quantile Regressions 0 0 1 33 0 0 1 44
Econometric Inference for High Dimensional Predictive Regressions 1 3 18 18 2 9 19 19
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 1 17 0 1 4 36
On LASSO for Predictive Regression 0 1 1 69 0 1 2 82
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach 0 2 11 11 0 2 35 35
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 2 2 2 29
Predictive quantile regression with persistent covariates: IVX-QR approach 0 0 0 25 0 1 3 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 2 8 36 281 6 20 78 548

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 32 0 0 2 109
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* 1 1 3 3 4 5 13 13
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 1 5 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 0 0 0 3 1 3 4 25
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 1 2 2 1 2 7 7
Predictive quantile regression with persistent covariates: IVX-QR approach 0 1 3 31 0 2 5 169
Predictive quantile regressions under persistence and conditional heteroskedasticity 0 0 0 5 1 3 6 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 1 3 106
Tuning parameter-free nonparametric density estimation from tabulated summary data 1 1 2 2 2 2 6 7
Total Journal Articles 2 4 12 134 10 19 52 695

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 1 3 6 1 2 11 26
Total Chapters 0 1 3 6 1 2 11 26

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Statistics updated 2025-03-03