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 0 4 38 3 4 19 50
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 98 1 6 17 266
Specification Testing for Multivariate Time Series Volatility Models 0 0 1 449 0 2 8 1,104
Total Working Papers 0 0 7 585 4 12 44 1,420


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 0 17 0 0 2 72
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 6 23
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 134 0 1 8 404
Testing a linear dynamic panel data model against nonlinear alternatives 2 4 15 58 4 9 56 229
Total Journal Articles 2 4 16 209 4 10 72 728


Statistics updated 2016-09-03