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 0 6 23 56
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 98 0 0 15 266
Specification Testing for Multivariate Time Series Volatility Models 0 1 2 450 0 1 8 1,105
Total Working Papers 0 1 8 586 0 7 46 1,427


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 1 1 18 0 1 3 73
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 4 23
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 1 2 135 0 2 9 406
Testing a linear dynamic panel data model against nonlinear alternatives 0 2 14 60 1 5 47 234
Total Journal Articles 0 4 17 213 1 8 63 736


Statistics updated 2016-12-03