External Links
Recent Publications
Lee, J. (2018). Limit theory for explosive autoregression under conditional heteroskedasticity. Journal of Statistical Planning and Inference, 196, 30-55. https://doi.org/10.1016/j.jspi.2017.10.008
Lee, J. H., & Liao, Z. (2018). On Standard Inference for GMM with Local Identification Failure of Known Forms. Econometric Theory, 34(4), 790-814. https://doi.org/10.1017/S026646661700024X
Lee, J. H., & Song, K. (Accepted/In press). Stable Limit Theorems for Empirical Processes under Conditional Neighborhood Dependence. Bernoulli. https://doi.org/10.2139/ssrn.2974393
Lee, J., & Phillips, P. C. B. (2016). Asset pricing with financial bubble risk. Journal of Empirical Finance, 38, 590-622. https://doi.org/10.1016/j.jempfin.2015.11.004
Phillips, P. C. B., & Lee, J. (2016). Robust econometric inference with mixed integrated and mildly explosive regressors. Journal of Econometrics, 192(2), 433-450. https://doi.org/10.1016/j.jeconom.2016.02.009
