Econometric Theory

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People

Gregory M Duncan

Affiliate Professor

John Geweke

Charles R. Nelson Endowed Professor in Economics

Research

Publications, Articles

Ji Hyung Lee, "Predictive Quantile Regression with Persistent Covariates: IVX-QR Approach," accepted at Journal of Econometrics
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

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, Books

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.

Events mentioning "Econometric Theory"