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	5	5	10	21
Complete Subset Averaging for Quantile Regressions	0	0	0	3	2	4	8	25
Complete Subset Averaging for Quantile Regressions	0	0	0	33	1	2	2	46
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400	0	2	2	19	1	5	8	43
Heterogeneity in Household Inflation Expectations: Policy Implications	0	0	0	16	4	10	13	29
LASSO Inference for High Dimensional Predictive Regressions	0	0	3	19	4	10	20	35
Machine-learning Growth at Risk	0	1	23	23	1	6	23	23
On LASSO for Predictive Regression	0	0	1	69	2	5	11	92
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach	1	1	2	13	3	5	9	44
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach	0	0	0	23	1	2	5	32
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	0	25	1	4	6	82
Quantilograms under Strong Dependence	0	0	0	4	3	3	3	19
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data	0	0	0	9	1	2	4	13
VARs with Mixed Roots Near Unity	0	0	0	59	0	3	4	173
Total Working Papers	1	4	33	325	29	66	126	677

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	2	5	10	119
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS	0	0	0	2	3	4	4	12
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics*	0	1	3	5	2	4	12	21
Heterogeneity in Household Inflation Expectations and Monetary Policy	0	0	2	2	3	4	9	9
Limit Theory for VARs with Mixed Roots Near Unity	0	1	1	3	0	1	2	36
Martingale decomposition and approximations for nonlinearly dependent processes	0	0	0	1	1	2	2	7
Nonparametric identification and estimation of the extended Roy model	0	0	0	1	3	6	9	20
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS	0	0	0	1	0	2	3	21
On LASSO for predictive regression	0	1	4	7	0	5	14	36
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	0	1	1	32	2	5	8	177
Predictive quantile regressions under persistence and conditional heteroskedasticity	0	0	0	5	4	4	5	46
Predictive regression under various degrees of persistence and robust long-horizon regression	0	0	0	28	1	4	8	142
QUANTILOGRAMS UNDER STRONG DEPENDENCE	0	0	0	1	0	1	3	9
Robust econometric inference with mixed integrated and mildly explosive regressors	0	0	1	21	3	4	9	114
Tuning parameter-free nonparametric density estimation from tabulated summary data	0	0	1	2	2	5	8	13
Total Journal Articles	0	4	14	145	26	56	108	789

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	2	7	13	37
Total Chapters	0	0	2	7	2	7	13	37

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Statistics updated 2026-01-09