Ji Hyung Lee
CFDPs
CFDP 1845 | Peter C. B. Phillips, Ji Hyung Lee, "VARs with Mixed Roots Near Unity," (January 2012) [24pp, Abstract] (See: 1473) |
CFPs
CFP 1553 | Ji Hyung Lee, Peter C. B. Phillips, "Asset pricing with financial bubble risk," Journal of Empirical Finance, (September 2016), 38, Part B: 590-622 | |
CFP 1473 | Peter C. B. Phillips, Ji Hyung Lee, "Limit Theory for VARs with Mixed Roots Near Unity," Econometric Reviews, (May 2015), 34(6-10): 1034-1055 (See CFDP 1845) | |
CFP 1399 | Peter C. B. Phillips, Ji Hyung Lee, "Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression," Journal of Econometrics, (December 2013), 177(2): 250-264 |