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 9 16 30
Complete Subset Averaging for Quantile Regressions 0 0 0 3 1 2 8 27
Complete Subset Averaging for Quantile Regressions 0 0 0 33 0 6 8 52
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 2 19 0 4 11 47
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 0 16 2 6 18 35
LASSO Inference for High Dimensional Predictive Regressions 0 0 1 19 10 16 32 51
Machine-learning Growth at Risk 0 0 23 23 1 10 33 33
On LASSO for Predictive Regression 0 0 0 69 3 7 17 99
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach 0 0 1 13 2 6 13 50
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach 0 0 0 23 0 2 5 34
Predictive quantile regression with persistent covariates: IVX-QR approach 0 0 0 25 0 4 9 86
Quantilograms under Strong Dependence 0 0 0 4 1 1 4 20
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 2 6 15
VARs with Mixed Roots Near Unity 0 0 0 59 1 4 8 177
Total Working Papers 0 0 27 325 22 79 188 756

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 1 5 15 124
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS 0 0 0 2 1 2 6 14
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 1 2 3 7 1 4 11 25
Heterogeneity in Household Inflation Expectations and Monetary Policy 2 2 4 4 4 13 22 22
Limit Theory for VARs with Mixed Roots Near Unity 0 0 1 3 1 2 4 38
Martingale decomposition and approximations for nonlinearly dependent processes 0 0 0 1 0 1 3 8
Nonparametric identification and estimation of the extended Roy model 0 0 0 1 2 6 14 26
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS 0 0 0 1 1 7 10 28
On LASSO for predictive regression 0 0 3 7 7 9 19 45
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 1 1 2 33 2 4 12 181
Predictive quantile regressions under persistence and conditional heteroskedasticity 0 0 0 5 2 9 13 55
Predictive regression under various degrees of persistence and robust long-horizon regression 0 0 0 28 4 6 14 148
QUANTILOGRAMS UNDER STRONG DEPENDENCE 0 0 0 1 0 3 6 12
Robust econometric inference with mixed integrated and mildly explosive regressors 0 0 1 21 2 4 11 118
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 0 2 2 5 11 18
Total Journal Articles 4 6 15 151 30 81 172 870

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 9 20 46
Total Chapters 0 0 1 7 1 9 20 46

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Statistics updated 2026-04-09