Access Statistics for Yoon-Jin Lee

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes 0 1 5 34 2 3 10 28
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 1 2 95 0 1 6 247
Specification Testing for Multivariate Time Series Volatility Models 0 3 8 447 0 4 18 1,095
Total Working Papers 0 5 15 576 2 8 34 1,370


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 1 17 0 0 6 68
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 1 1 17
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 1 0 0 3 9
Testing a linear dynamic panel data model against nonlinear alternatives 3 10 27 34 10 34 114 146
Total Journal Articles 3 10 29 52 10 35 124 240


Statistics updated 2015-05-02