Tae-Hwy Lee is Professor of Economics at University of California Riverside. His research and teaching area is econometrics, with research focus on time series, forecasting, and financial econometrics. He has published over 70 papers on nonstationary time series, specification testing, forecasting, volatility models, quantile models, factor models, nonparametric methods, shrinkage and model averaging methods, causal inference, panel data models, entropy and information theoretic methods, financial risk models, machine learning methods, and high dimensional models. He has received several awards including the NSF/ASA/BLS Senior Research Fellowship, the Korea Sanhak Foundation Award, the Bank of Korea Research Award, and the Econometric Theory Tjalling C. Koopmans Prize. He is a Senior Fellow of the Rimini Center for Economic Analysis (RCEA). He received a Ph.D. in economics in 1990 from University of California San Diego under the supervision of Sir Clive W.J. Granger (Nobel Laureate in Economic Science, 2003). His studies were also guided and influenced by Halbert White and Robert Engle (Nobel Laureate in Economic Science, 2003). He received his undergraduate degree in economics from Seoul National University in Korea.