The following pages link to Ji Hyung Lee (Q250883):
Displayed 15 items.
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
- Stable limit theorems for empirical processes under conditional neighborhood dependence (Q1740523) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Martingale decomposition and approximations for nonlinearly dependent processes (Q2322644) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
- ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
- QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
- Limit Theory for VARs with Mixed Roots Near Unity (Q5863571) (← links)
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS (Q5880806) (← links)
- Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Nonparametric identification and estimation of the extended Roy model (Q6108291) (← links)
- Tuning parameter-free nonparametric density estimation from tabulated summary data (Q6193022) (← links)