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Ji Hyung Lee

This is information that was supplied by Ji Hyung Lee in registering through RePEc. If you are Ji Hyung Lee, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Ji Hyung
Middle Name:
Last Name:Lee
Suffix:
RePEc Short-ID:ple807
[This author has chosen not to make the email address public]
http://sites.google.com/site/jihyung412/home

Affiliation

Urbana-Champaign, Illinois (United States)
http://www.economics.illinois.edu/

: (217) 333-0120

1407 W. Gregory Drive, David Kinley Hall, Room 214 (MC 707), Urbana IL 61801
RePEc:edi:deuiuus (more details at EDIRC)

Works

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Working Papers

  1. Lee, JiHyung, 2015. "Predictive quantile regression with persistent covariates: IVX-QR approach," MPRA Paper 65150, University Library of Munich, Germany.
  2. Peter C.B. Phillips & Ji Hyung Lee, 2012. "VARs with Mixed Roots Near Unity," Cowles Foundation Discussion Papers 1845, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Lee, Ji Hyung & Phillips, Peter C.B., 2016. "Asset pricing with financial bubble risk," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 590-622.
  2. Phillips, Peter C.B. & Lee, Ji Hyung, 2016. "Robust econometric inference with mixed integrated and mildly explosive regressors," Journal of Econometrics, Elsevier, vol. 192(2), pages 433-450.
  3. Lee, Ji Hyung, 2016. "Predictive quantile regression with persistent covariates: IVX-QR approach," Journal of Econometrics, Elsevier, vol. 192(1), pages 105-118.
  4. Peter C. B. Phillips & Ji Hyung Lee, 2015. "Limit Theory for VARs with Mixed Roots Near Unity," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1035-1056, December.
  5. Phillips, Peter C.B. & Lee, Ji Hyung, 2013. "Predictive regression under various degrees of persistence and robust long-horizon regression," Journal of Econometrics, Elsevier, vol. 177(2), pages 250-264.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2012-01-18 2015-06-27. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2012-01-18. Author is listed
  3. NEP-FOR: Forecasting (1) 2015-06-27. Author is listed

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