Ji Hyung Lee

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Tuning parameter-free nonparametric density estimation from tabulated summary data Journal of Econometrics	2024-02-13	Paper
Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach Journal of Econometrics	2023-11-17	Paper
Nonparametric identification and estimation of the extended Roy model Journal of Econometrics	2023-06-29	Paper
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS Econometric Theory	2023-03-06	Paper
On LASSO for predictive regression Journal of Econometrics	2022-07-15	Paper
Limit theory for VARs with mixed roots near unity Econometric Reviews	2022-06-03	Paper
Quantilograms under strong dependence Econometric Theory	2020-05-27	Paper
Predictive quantile regressions under persistence and conditional heteroskedasticity Journal of Econometrics	2019-10-23	Paper
Martingale decomposition and approximations for nonlinearly dependent processes Statistics & Probability Letters	2019-09-05	Paper
Stable limit theorems for empirical processes under conditional neighborhood dependence Bernoulli	2019-04-30	Paper
Stable limit theorems for empirical processes under conditional neighborhood dependence Bernoulli	2019-04-30	Paper
On standard inference for GMM with local identification failure of known forms Econometric Theory	2018-06-26	Paper
Limit theory for explosive autoregression under conditional heteroskedasticity Journal of Statistical Planning and Inference	2018-06-15	Paper
Robust econometric inference with mixed integrated and mildly explosive regressors Journal of Econometrics	2016-05-10	Paper
Predictive quantile regression with persistent covariates: IVX-QR approach Journal of Econometrics	2016-03-01	Paper
Predictive regression under various degrees of persistence and robust long-horizon regression Journal of Econometrics	2014-06-06	Paper

Research outcomes over time

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