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	1	11	0	1	19	35
Complete Subset Averaging for Quantile Regressions	0	0	0	33	0	0	11	55
Complete Subset Averaging for Quantile Regressions	0	0	0	3	0	0	10	31
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400	0	0	3	20	0	1	16	54
Heterogeneity in Household Inflation Expectations: Policy Implications	0	0	1	17	0	3	26	45
LASSO Inference for High Dimensional Predictive Regressions	0	0	0	19	0	1	39	64
Machine-learning Growth at Risk	1	1	3	25	3	5	24	41
On LASSO for Predictive Regression	0	0	0	69	0	1	19	106
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach	0	0	1	13	1	3	15	54
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach	0	0	0	23	0	5	11	41
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	0	25	0	1	11	89
Quantilograms under Strong Dependence	0	0	0	4	0	2	8	24
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data	0	0	0	9	0	3	12	23
VARs with Mixed Roots Near Unity	0	0	0	59	0	0	9	179
Total Working Papers	1	1	9	330	4	26	230	841

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	33	0	3	15	129
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS	0	0	0	2	1	1	12	20
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics*	0	3	9	13	2	7	20	37
Heterogeneity in Household Inflation Expectations and Monetary Policy	0	1	4	6	2	4	24	29
LASSO inference for high dimensional predictive regressions	2	2	2	2	2	5	7	7
Limit Theory for VARs with Mixed Roots Near Unity	0	0	1	3	0	0	5	40
Martingale decomposition and approximations for nonlinearly dependent processes	0	0	0	1	2	3	9	14
Nonparametric identification and estimation of the extended Roy model	0	1	1	2	0	1	17	31
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS	0	1	1	2	1	3	14	33
On LASSO for predictive regression	0	0	3	9	0	2	22	53
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach	0	0	0	2	0	1	3	10
Predictive quantile regression with persistent covariates: IVX-QR approach	0	1	3	34	1	2	16	188
Predictive quantile regressions under persistence and conditional heteroskedasticity	0	0	0	5	0	1	16	58
Predictive regression under various degrees of persistence and robust long-horizon regression	0	0	0	28	0	3	15	153
QUANTILOGRAMS UNDER STRONG DEPENDENCE	0	0	0	1	0	1	10	18
Robust econometric inference with mixed integrated and mildly explosive regressors	0	0	0	21	0	0	9	119
Tuning parameter-free nonparametric density estimation from tabulated summary data	0	0	0	2	0	0	13	21
Total Journal Articles	2	9	25	166	11	37	227	960

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	0	7	1	3	27	57
Total Chapters	0	0	0	7	1	3	27	57

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Statistics updated 2026-10-11