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 1 2 2 36 2 10 17 43
Detecting Misspecifications in Autoregressive Conditional Duration Models 1 2 3 98 1 8 12 259
Specification Testing for Multivariate Time Series Volatility Models 0 1 2 449 1 3 6 1,101
Total Working Papers 2 5 7 583 4 21 35 1,403


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 1 1 3 71
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 3 20
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 1 1 134 0 2 3 399
Testing a linear dynamic panel data model against nonlinear alternatives 2 5 20 51 3 13 67 203
Total Journal Articles 2 6 21 202 4 16 76 693


Statistics updated 2016-04-02