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	0	1	4	21
Complete Subset Averaging for Quantile Regressions	0	0	0	33	0	0	0	44
Econometric Inference for High Dimensional Predictive Regressions	0	0	19	19	2	4	25	25
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400	0	0	0	17	0	1	3	38
Heterogeneity in Household Inflation Expectations: Policy Implications	0	0	0	16	0	1	4	19
Machine-learning Growth at Risk	0	3	22	22	2	8	17	17
On LASSO for Predictive Regression	0	0	1	69	1	3	6	87
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach	0	0	12	12	0	0	39	39
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	1	2	78
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	1	2	11
VARs with Mixed Roots Near Unity	0	0	1	59	0	0	2	170
Total Working Papers	0	3	57	321	6	20	114	611

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	0	1	6	114
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*	0	0	3	4	0	3	12	17
Heterogeneity in Household Inflation Expectations and Monetary Policy	0	1	2	2	0	1	5	5
Limit Theory for VARs with Mixed Roots Near Unity	0	0	0	2	0	1	1	35
Martingale decomposition and approximations for nonlinearly dependent processes	0	0	0	1	0	0	0	5
Nonparametric identification and estimation of the extended Roy model	0	0	0	1	0	1	6	14
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS	0	0	0	1	0	1	1	19
On LASSO for predictive regression	0	0	3	6	1	3	9	31
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach	0	0	1	2	0	0	3	7
Predictive quantile regression with persistent covariates: IVX-QR approach	0	0	3	31	1	2	7	172
Predictive quantile regressions under persistence and conditional heteroskedasticity	0	0	0	5	0	0	4	42
Predictive regression under various degrees of persistence and robust long-horizon regression	0	0	0	28	0	3	5	138
QUANTILOGRAMS UNDER STRONG DEPENDENCE	0	0	0	1	0	2	2	8
Robust econometric inference with mixed integrated and mildly explosive regressors	0	0	1	21	0	0	6	110
Tuning parameter-free nonparametric density estimation from tabulated summary data	0	0	1	2	0	1	4	8
Total Journal Articles	0	1	14	141	2	19	71	733

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	0	0	6	30
Total Chapters	0	0	2	7	0	0	6	30

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Statistics updated 2025-10-06