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
Complete Subset Averaging for Quantile Regressions 0 0 2 31 1 1 3 39
Complete Subset Averaging for Quantile Regressions 1 1 1 2 1 1 1 15
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 1 10 0 1 3 23
On LASSO for Predictive Regression 1 1 3 65 1 1 9 71
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: ALQR Approach 2 2 2 21 2 2 4 21
Predictive quantile regression with persistent covariates: IVX-QR approach 1 1 3 25 2 2 8 68
Quantilograms under Strong Dependence 0 0 1 4 0 0 4 9
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 8 8 0 0 5 5
VARs with Mixed Roots Near Unity 0 0 2 58 0 0 2 167
Total Working Papers 5 5 23 224 7 8 39 418


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 2 30 0 1 7 100
Limit Theory for VARs with Mixed Roots Near Unity 0 0 0 2 0 0 0 33
Martingale decomposition and approximations for nonlinearly dependent processes 0 0 0 1 0 0 0 5
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS 0 0 0 1 0 0 0 17
Predictive quantile regression with persistent covariates: IVX-QR approach 0 0 6 25 2 6 20 153
Predictive quantile regressions under persistence and conditional heteroskedasticity 0 1 1 2 0 1 8 30
Predictive regression under various degrees of persistence and robust long-horizon regression 0 0 1 26 0 0 4 122
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 1 1 0 0 1 4
Robust econometric inference with mixed integrated and mildly explosive regressors 1 1 1 16 1 2 11 97
Total Journal Articles 1 2 12 104 3 10 51 561


Statistics updated 2022-11-05