Ji Hyung Lee

Available identifiers

Publication	Date of Publication	Type
Tuning parameter-free nonparametric density estimation from tabulated summary data	2024-02-13	Paper
Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach	2023-11-17	Paper
Nonparametric identification and estimation of the extended Roy model	2023-06-29	Paper
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS	2023-03-06	Paper
On LASSO for predictive regression	2022-07-15	Paper
Limit Theory for VARs with Mixed Roots Near Unity	2022-06-03	Paper
QUANTILOGRAMS UNDER STRONG DEPENDENCE	2020-05-27	Paper
Predictive quantile regressions under persistence and conditional heteroskedasticity	2019-10-23	Paper
Martingale decomposition and approximations for nonlinearly dependent processes	2019-09-05	Paper
Stable limit theorems for empirical processes under conditional neighborhood dependence	2019-04-30	Paper
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS	2018-06-26	Paper
Limit theory for explosive autoregression under conditional heteroskedasticity	2018-06-15	Paper
Robust econometric inference with mixed integrated and mildly explosive regressors	2016-05-10	Paper
Predictive quantile regression with persistent covariates: IVX-QR approach	2016-03-01	Paper
Predictive regression under various degrees of persistence and robust long-horizon regression	2014-06-06	Paper

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