Ji Hyung Lee

Economics and Econometrics · 2013–2018

A researcher in the Science corpus: 3 papers; trusts 32 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 29 citations into it
• Statistics and Probability — 24 citations into it
• Finance — 22 citations into it
• Management Science and Operations Research — 12 citations into it

Whom Ji Hyung Lee trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Peter C. B. Phillips
2. John Y. Campbell
3. A. Mikusheva
4. Zhijie Xiao
5. Eugene F. Fama
6. Roger W. Koenker
7. Hui Zou
8. Alexandre Belloni
9. Jianqing Fan
10. Tassos Magdalinos

Papers from Ji Hyung Lee's perspective

Ordered by how strongly the researchers Ji Hyung Lee trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regression Shrinkage and Selection via the Lasso
2. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
3. The Adaptive Lasso and Its Oracle Properties
4. Asymptotics for lasso-type estimators
5. Generalized autoregressive conditional heteroskedasticity
6. Model selection and estimation in regression with grouped variables
7. Supplementary Appendix for"Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
8. Estimating the Dimension of a Model
9. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
10. Common risk factors in the returns on stocks and bonds

Their papers

• Predictive regression under various degrees of persistence and robust long-horizon regression (2013) — 111 citations
• On LASSO for predictive regression (2018) — 108 citations
• Predictive quantile regression with persistent covariates: IVX-QR approach (2015) — 64 citations