Author/Title |
Research Type |
Related Fields |
Ji Hyung Lee, "Predictive Quantile Regression with Persistent Covariates: IVX-QR Approach," accepted at Journal of Econometrics |
Publications, Articles |
Econometric Theory, Econometrics, Time Series |
Phillips, Peter C. B., and Ji Hyung Lee. "Limit Theory for VARs with Mixed Roots Near Unity." Econometric Reviews 34.6-10 (2015): 1034-055. Print. |
Publications, Articles |
Econometric Theory, Econometrics |
Phillips, Peter C.B., and Ji Hyung Lee. "Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression." Journal of Econometrics 177.2 (2013): 250-64. Print. |
Publications |
Econometric Theory, Econometrics |
Dewatripont, M., Lars Peter. Hansen, and Stephen J. Turnovsky. Advances in Economics and Econometrics: Theory and Applications: Eighth World Congress. Cambridge, U.K.: Cambridge UP, 2003. Print. |
Publications, Books |
Economics, Econometrics, Econometric Theory |