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 2 8 33 0 2 9 23
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 94 1 1 18 246
Specification Testing for Multivariate Time Series Volatility Models 1 4 9 444 3 7 26 1,088
Total Working Papers 1 6 19 571 4 10 53 1,357


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 2 17 0 2 12 68
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 6 16
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 1 1 1 0 2 6 9
Testing a linear dynamic panel data model against nonlinear alternatives 2 7 22 22 8 31 100 100
Total Journal Articles 2 8 25 40 8 35 124 193


Statistics updated 2015-01-03