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 0 0 10 1 13 15 29
Complete Subset Averaging for Quantile Regressions 0 0 0 3 1 3 8 26
Complete Subset Averaging for Quantile Regressions 0 0 0 33 1 7 8 52
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 2 19 1 5 11 47
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 0 16 1 8 16 33
LASSO Inference for High Dimensional Predictive Regressions 0 0 1 19 1 10 22 41
Machine-learning Growth at Risk 0 0 23 23 2 10 32 32
On LASSO for Predictive Regression 0 0 0 69 0 6 14 96
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach 0 1 2 13 0 7 13 48
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 0 3 5 34
Predictive quantile regression with persistent covariates: IVX-QR approach 0 0 0 25 1 5 9 86
Quantilograms under Strong Dependence 0 0 0 4 0 3 3 19
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 3 6 15
VARs with Mixed Roots Near Unity 0 0 0 59 2 3 7 176
Total Working Papers 0 1 28 325 11 86 169 734

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 1 1 33 0 6 14 123
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS 0 0 0 2 0 4 5 13
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 0 1 3 6 0 5 11 24
Heterogeneity in Household Inflation Expectations and Monetary Policy 0 0 2 2 3 12 18 18
Limit Theory for VARs with Mixed Roots Near Unity 0 0 1 3 0 1 3 37
Martingale decomposition and approximations for nonlinearly dependent processes 0 0 0 1 0 2 3 8
Nonparametric identification and estimation of the extended Roy model 0 0 0 1 0 7 12 24
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS 0 0 0 1 3 6 9 27
On LASSO for predictive regression 0 0 4 7 0 2 13 38
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach 0 0 0 2 0 1 1 8
Predictive quantile regression with persistent covariates: IVX-QR approach 0 0 1 32 1 4 10 179
Predictive quantile regressions under persistence and conditional heteroskedasticity 0 0 0 5 2 11 11 53
Predictive regression under various degrees of persistence and robust long-horizon regression 0 0 0 28 0 3 10 144
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 1 3 6 12
Robust econometric inference with mixed integrated and mildly explosive regressors 0 0 1 21 1 5 10 116
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 0 2 1 5 9 16
Total Journal Articles 0 2 13 147 12 77 145 840

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 1 10 19 45
Total Chapters 0 0 1 7 1 10 19 45

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Statistics updated 2026-03-04