Ji Hyung Lee
Names
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Ji Hyung |
| last: |
Lee |
Identifer
Contact
Affiliations
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University of Illinois at Urbana-Champaign
/ Department of Economics
Research profile
author of:
- On LASSO for Predictive Regression (RePEc:arx:papers:1810.03140)
by Ji Hyung Lee & Zhentao Shi & Zhan Gao - Complete Subset Averaging for Quantile Regressions (RePEc:arx:papers:2003.03299)
by Ji Hyung Lee & Youngki Shin - Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach (RePEc:arx:papers:2101.11568)
by Rui Fan & Ji Hyung Lee & Youngki Shin - Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 (RePEc:arx:papers:2105.10007)
by Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang - Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data (RePEc:arx:papers:2204.05480)
by Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang - Capital and Labor Income Pareto Exponents in the United States, 1916-2019 (RePEc:arx:papers:2206.04257)
by Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang - On Standard Inference For Gmm With Local Identification Failure Of Known Forms (RePEc:cup:etheor:v:34:y:2018:i:04:p:790-814_00)
by Lee, Ji Hyung & Liao, Zhipeng - Quantilograms Under Strong Dependence (RePEc:cup:etheor:v:36:y:2020:i:3:p:457-487_4)
by Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae - Complete Subset Averaging For Quantile Regressions (RePEc:cup:etheor:v:39:y:2023:i:1:p:146-188_5)
by Lee, Ji Hyung & Shin, Youngki - VARs with Mixed Roots Near Unity (RePEc:cwl:cwldpp:1845)
by Peter C.B. Phillips & Ji Hyung Lee - Predictive regression under various degrees of persistence and robust long-horizon regression (RePEc:eee:econom:v:177:y:2013:i:2:p:250-264)
by Phillips, Peter C.B. & Lee, Ji Hyung - Predictive quantile regression with persistent covariates: IVX-QR approach (RePEc:eee:econom:v:192:y:2016:i:1:p:105-118)
by Lee, Ji Hyung - Robust econometric inference with mixed integrated and mildly explosive regressors (RePEc:eee:econom:v:192:y:2016:i:2:p:433-450)
by Phillips, Peter C.B. & Lee, Ji Hyung - Predictive quantile regressions under persistence and conditional heteroskedasticity (RePEc:eee:econom:v:213:y:2019:i:1:p:261-280)
by Fan, Rui & Lee, Ji Hyung - On LASSO for predictive regression (RePEc:eee:econom:v:229:y:2022:i:2:p:322-349)
by Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan - Nonparametric identification and estimation of the extended Roy model (RePEc:eee:econom:v:235:y:2023:i:2:p:1087-1113)
by Lee, Ji Hyung & Park, Byoung G. - Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach (RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002111)
by Fan, Rui & Lee, Ji Hyung & Shin, Youngki - Tuning parameter-free nonparametric density estimation from tabulated summary data (RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002841)
by Lee, Ji Hyung & Sasaki, Yuya & Toda, Alexis Akira & Wang, Yulong - Asset pricing with financial bubble risk (RePEc:eee:empfin:v:38:y:2016:i:pb:p:590-622)
by Lee, Ji Hyung & Phillips, Peter C.B. - Martingale decomposition and approximations for nonlinearly dependent processes (RePEc:eee:stapro:v:152:y:2019:i:c:p:35-42)
by Lee, Ji Hyung - Quantile Impulse Response Analysis with Applications in Macroeconomics and Finance (RePEc:eme:aecozz:s0731-90532023000045b004)
by Whayoung Jung & Ji Hyung Lee - Complete Subset Averaging for Quantile Regressions (RePEc:mcm:deptwp:2020-03)
by Ji Hyung Lee & Youngki Shin - Predictive quantile regression with persistent covariates: IVX-QR approach (RePEc:pra:mprapa:65150)
by Lee, JiHyung - Quantilograms under Strong Dependence (RePEc:snu:ioerwp:no111)
by Ji Hyung Lee & Oliver Linton & YOON-JAE WHANG - Limit Theory for VARs with Mixed Roots Near Unity (RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1035-1056)
by Peter C. B. Phillips & Ji Hyung Lee