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	2	10	0	0	7	16
Complete Subset Averaging for Quantile Regressions	0	0	0	3	2	3	6	23
Complete Subset Averaging for Quantile Regressions	0	0	0	33	0	0	0	44
Econometric Inference for High Dimensional Predictive Regressions	0	0	6	19	2	6	21	27
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400	1	1	1	18	3	3	6	41
Heterogeneity in Household Inflation Expectations: Policy Implications	0	0	0	16	4	4	8	23
Machine-learning Growth at Risk	1	1	23	23	4	8	21	21
On LASSO for Predictive Regression	0	0	1	69	1	4	7	88
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach	0	0	12	12	1	1	39	40
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach	0	0	0	23	0	0	3	30
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	0	25	1	2	3	79
Quantilograms under Strong Dependence	0	0	0	4	0	0	0	16
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data	0	0	0	9	0	0	2	11
VARs with Mixed Roots Near Unity	0	0	1	59	1	1	3	171
Total Working Papers	2	2	46	323	19	32	126	630

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	0	32	3	4	8	117
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	5	2	3	12	19
Heterogeneity in Household Inflation Expectations and Monetary Policy	0	0	2	2	1	1	6	6
Limit Theory for VARs with Mixed Roots Near Unity	0	0	0	2	0	0	1	35
Martingale decomposition and approximations for nonlinearly dependent processes	0	0	0	1	1	1	1	6
Nonparametric identification and estimation of the extended Roy model	0	0	0	1	1	1	6	15
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS	0	0	0	1	2	3	3	21
On LASSO for predictive regression	1	1	4	7	4	5	13	35
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach	0	0	1	2	0	0	2	7
Predictive quantile regression with persistent covariates: IVX-QR approach	1	1	4	32	3	5	10	175
Predictive quantile regressions under persistence and conditional heteroskedasticity	0	0	0	5	0	0	3	42
Predictive regression under various degrees of persistence and robust long-horizon regression	0	0	0	28	2	2	6	140
QUANTILOGRAMS UNDER STRONG DEPENDENCE	0	0	0	1	0	1	2	8
Robust econometric inference with mixed integrated and mildly explosive regressors	0	0	1	21	1	1	6	111
Tuning parameter-free nonparametric density estimation from tabulated summary data	0	0	1	2	0	0	3	8
Total Journal Articles	3	3	16	144	20	27	82	753

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	2	7	1	1	7	31
Total Chapters	0	0	2	7	1	1	7	31

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Statistics updated 2025-11-08