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20172025
most citedStable Limit Theorems for Empirical Processes under Conditional Neighborhood Dependence

2 citations · 3 across the 3 of their papers we have counts for

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econ.EM2024★ 1 cited

Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach

Hongqi Chen, Ji Hyung Lee

This paper advances a variable screening approach to enhance conditional quantile forecasts using high-dimensional predictors. We have refined and augmented the quantile partial co…

stat.ME2024

LASSO Inference for High Dimensional Predictive Regressions

Zhan Gao, Ji Hyung Lee, Ziwei Mei +1

LASSO inflicts shrinkage bias on estimated coefficients, which undermines asymptotic normality and invalidates standard inferential procedures based on the t-statistic. Given cross…