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	1	4	19	35
Complete Subset Averaging for Quantile Regressions	0	0	0	33	0	2	11	55
Complete Subset Averaging for Quantile Regressions	0	0	0	3	0	0	11	31
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400	0	1	3	20	0	1	15	53
Heterogeneity in Household Inflation Expectations: Policy Implications	0	1	1	17	1	3	24	43
LASSO Inference for High Dimensional Predictive Regressions	0	0	0	19	0	4	42	63
Machine-learning Growth at Risk	0	0	2	24	1	2	24	37
On LASSO for Predictive Regression	0	0	0	69	0	1	21	105
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach	0	0	1	13	1	1	13	52
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach	0	0	0	23	0	1	6	36
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	0	25	0	1	11	88
Quantilograms under Strong Dependence	0	0	0	4	1	2	7	23
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data	0	0	0	9	0	0	9	20
VARs with Mixed Roots Near Unity	0	0	0	59	0	0	9	179
Total Working Papers	0	2	8	329	5	22	222	820

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	1	1	14	127
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS	0	0	0	2	0	2	11	19
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics*	0	1	6	10	0	1	14	30
Heterogeneity in Household Inflation Expectations and Monetary Policy	1	2	4	6	2	5	22	27
LASSO inference for high dimensional predictive regressions	0	0	0	0	3	5	5	5
Limit Theory for VARs with Mixed Roots Near Unity	0	0	1	3	0	1	5	40
Martingale decomposition and approximations for nonlinearly dependent processes	0	0	0	1	1	1	7	12
Nonparametric identification and estimation of the extended Roy model	0	0	0	1	0	1	16	30
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS	1	1	1	2	2	2	14	32
On LASSO for predictive regression	0	1	3	9	1	3	22	52
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach	0	0	0	2	0	0	2	9
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	2	33	0	1	16	186
Predictive quantile regressions under persistence and conditional heteroskedasticity	0	0	0	5	0	2	15	57
Predictive regression under various degrees of persistence and robust long-horizon regression	0	0	0	28	3	3	15	153
QUANTILOGRAMS UNDER STRONG DEPENDENCE	0	0	0	1	1	1	11	18
Robust econometric inference with mixed integrated and mildly explosive regressors	0	0	0	21	0	1	9	119
Tuning parameter-free nonparametric density estimation from tabulated summary data	0	0	0	2	0	1	13	21
Total Journal Articles	2	5	18	159	14	31	211	937

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	4	25	55
Total Chapters	0	0	0	7	1	4	25	55

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Statistics updated 2026-08-07