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 34 1 2 10 30
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 1 2 96 0 2 6 249
Specification Testing for Multivariate Time Series Volatility Models 0 0 7 447 0 0 16 1,095
Total Working Papers 0 1 13 577 1 4 32 1,374


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 2 6 70
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 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 0 7 32 41 3 20 111 166
Total Journal Articles 0 7 33 59 3 22 121 262


Statistics updated 2015-08-02