11 citations · 28 across the 5 of their papers we have counts for
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econ.GN2021★ 4 cited
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400
Ji Hyung Lee, Yuya Sasaki, Alexis Akira Toda +1
We develop a novel fixed-k tail regression method that accommodates the unique feature in the Forbes 400 data that observations are truncated from below at the 400th largest order…
econ.EM2021★ 5 cited
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach
Rui Fan, Ji Hyung Lee, Youngki Shin
In this paper we propose the adaptive lasso for predictive quantile regression (ALQR). Reflecting empirical findings, we allow predictors to have various degrees of persistence and…