Tae-Hwy Lee is a 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 Professor Sir Clive W.J. Granger, a Nobel Laureate in Economic Science. His research areas include the topics of cointegration, unit root processes, 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, and machine learning methods, encompassing a wide range of modern econometric issues and problems with applications in economics and finance. Professor Lee has received several awards including the NSF/ASA/BLS Senior Research Fellowship, the Econometric Theory Tjalling C. Koopmans Prize, and Korea Sanhak Foundation Award. He has taught or visited at Louisiana State University, California Institute of Technology, Dongguk University Seoul, University of Cambridge, Xiamen University, Peking University, Shanghai University of Finance and Economics, Dongbei University of Finance and Economics, City University of Hong Kong, Bilgi University Istanbul, University of Southern California, University of California Irvine, University of California San Diego, Federal Reserve Bank of Saint Louis, Korea Development Institute, Korean Institute of Finance, Bank of Korea, and U.S. Bureau of Labor Statistics. He earned his undergraduate degree in economics from Seoul National University.