| Predictive regression under various degrees of persistence and robust long-horizon regression PCB Phillips, JH Lee Journal of Econometrics 177 (2), 250-264, 2013 | 116 | 2013 |
| On lasso for predictive regression JH Lee, Z Shi, Z Gao Journal of Econometrics 229 (2), 322-349, 2022 | 80 | 2022 |
| Predictive Quantile Regression with Persistent Covariates: IVX-QR Apporach JH Lee Journal of Econometrics 192 (1), 105-118, 2016 | 74 | 2016 |
| Asset pricing with financial bubble risk JH Lee, PCB Phillips Journal of Empirical Finance 38, 590-622, 2016 | 59 | 2016 |
| Robust econometric inference with mixed integrated and mildly explosive regressors PCB Phillips, JH Lee Journal of Econometrics 192 (2), 433-450, 2016 | 52 | 2016 |
| Predictive quantile regressions under persistence and conditional heteroskedasticity R Fan, JH Lee Journal of Econometrics 213 (1), 261-280, 2019 | 28 | 2019 |
| Estimation and inference of quantile impulse response functions by local projections: with applications to VAR dynamics H Han, W Jung, JH Lee Journal of Financial Econometrics, 2022 | 18 | 2022 |
| On standard inference for GMM with local identification failure of known forms JH Lee, Z Liao Econometric Theory 34 (4), 790-814, 2018 | 18 | 2018 |
| Limit theory for VARs with mixed roots near unity PCB Phillips, JH Lee Econometric Reviews 34 (6-10), 1035-1056, 2015 | 14 | 2015 |
| Stable limit theorems for empirical processes under conditional neighborhood dependence JH Lee, K Song Bernoulli 25 (2), 1189-1224, 2019 | 13 | 2019 |
| Nonparametric identification and estimation of the extended Roy model JH Lee, BG Park Journal of Econometrics 235 (2), 1087-1113, 2023 | 12* | 2023 |
| Limit theory for explosive autoregression under conditional heteroskedasticity JH Lee Journal of Statistical Planning and Inference 196, 30-55, 2018 | 8 | 2018 |
| Complete subset averaging for quantile regressions JH Lee, Y Shin Econometric Theory 39 (1), 146-188, 2023 | 7 | 2023 |
| Quantile impulse response analysis with applications in macroeconomics and finance W Jung, JH Lee Advances in Econometrics 45, 99-131, 2023 | 6 | 2023 |
| Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach R Fan, JH Lee, Y Shin Journal of Econometrics 237 (2), 105372, 2023 | 5* | 2023 |
| Quantilograms under strong dependence JH Lee, OB Linton, YJ Whang Available at SSRN 2939361, 2019 | 4 | 2019 |
| On standard inference for GMM with seeming local identification failure JH Lee, Z Liao Unpublished Manuscript, 2014 | 4 | 2014 |
| Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 JH Lee, Y Sasaki, AA Toda, Y Wang arXiv preprint arXiv:2105.10007, 2021 | 2 | 2021 |
| Quantilograms under Strong Dependence JH Lee, O Linton, YJ Whang Econometric Theory 36 (3), 457-487, 2020 | 2 | 2020 |
| Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data JH Lee, Y Sasaki, AA Toda, Y Wang Journal of Econometrics 238 (1), 105668, 2024 | 1 | 2024 |
Peter C. B. PhillipsYale University在 yale.edu 的电子邮件经过验证
