← All authors Ji Hyung Lee University of Illinois Urbana-Champaign (from arXiv:2410.15097, 2024) · ORCID · OpenAlex
21 papers in scope · 19 published · 3 on the econ.EM arXiv · 385 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Zhentao Shi Julien Hambuckers Li Sun Ziwei Mei Zhan Gao Yundong Tu Alexis Akira Toda Ulrike Schneider Chaohua Dong Karsten Reichold Rui Fan Stephan Smeekes Yannick Hoga Etiënne Wijler Luca Trapin Nina Kuriyama Alex Maynard Youngki Shin Bin Peng Christian Schulz Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (6 of 21)
LASSO inference for high dimensional predictive regressions
published 2026 · Journal of Econometrics
Heterogeneity in Household Inflation Expectations and Monetary Policy
published 2025 · Journal of Financial Econometrics · 3 citations · first circulated 2024
with Taeyoung Doh, Woong Yong Park
working paper 2024 · arXiv · 1 citations
working paper 2024 · arXiv
published 2023 · Journal of Econometrics · 2 citations · first circulated 2022
published 2023 · Journal of Econometrics · 5 citations · first circulated 2021
Nonparametric identification and estimation of the extended Roy model
published 2022 · Journal of Econometrics · 5 citations
with Byoung G. Park
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics
published 2022 · Journal of Financial Econometrics · 8 citations · first circulated 2019
with Heejoon Han, Whayoung Jung
published 2021 · Journal of Econometrics · 1 citations
published 2020 · Econometric Theory
QUANTILOGRAMS UNDER STRONG DEPENDENCE
published 2019 · Econometric Theory · 3 citations · first circulated 2017
Martingale decomposition and approximations for nonlinearly dependent processes
published 2019 · Statistics & Probability Letters
Predictive quantile regressions under persistence and conditional heteroskedasticity
published 2019 · Journal of Econometrics · 33 citations · first circulated 2017
Stable limit theorems for empirical processes under conditional neighborhood dependence
published 2019 · Bernoulli · 7 citations · first circulated 2017
Limit theory for explosive autoregression under conditional heteroskedasticity
published 2017 · Journal of Statistical Planning and Inference · 6 citations
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS
published 2017 · Econometric Theory · 14 citations · first circulated 2016
Robust econometric inference with mixed integrated and mildly explosive regressors
published 2016 · Journal of Econometrics · 52 citations
Predictive quantile regression with persistent covariates: IVX-QR approach
published 2015 · Journal of Econometrics · 67 citations
Asset pricing with financial bubble risk
published 2015 · Journal of Empirical Finance · 49 citations
Limit Theory for VARs with Mixed Roots Near Unity
published 2014 · Econometric Reviews · 16 citations · first circulated 2012
Predictive regression under various degrees of persistence and robust long-horizon regression
published 2013 · Journal of Econometrics · 113 citations
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