Tae-Hwy Lee is Professor of Economics at University of California Riverside. He received a Ph.D. in economics in 1990 from University of California San Diego under the supervision of Sir Clive W.J. Granger, a Nobel Laureate in Economic Science. He received his undergraduate degree in economics in 1985 from Seoul National University. His primary research and teaching areas are econometrics, statistics, and machine learning, with interests of applications in financial econometrics, time series forecasting, panel data models, maximum score regression, high dimensional modeling in conditional mean and covariance, and causal inference. He has published or has written more than 60 papers in the topics of nonstationary time series, nonlinear time series models, aggregation issues, specification testing, forecasting, inference in predictive regression, causality, volatility models, quantile models, factor models, nonparametric methods, shrinkage methods, model selection, model averaging, causal inference, machine learning methods, high dimensional models, panel data models, and etc. Professor Lee has received several awards including the NSF/ASA/BLS Senior Research Fellowship and the Econometric Theory Tjalling C. Koopmans Prize.