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 3 23 56
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 98 1 1 16 267
Specification Testing for Multivariate Time Series Volatility Models 0 0 2 450 1 1 8 1,106
Total Working Papers 0 0 8 586 2 5 47 1,429


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 1 2 4 74
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 3 23
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 1 2 135 1 3 10 407
Testing a linear dynamic panel data model against nonlinear alternatives 0 1 14 60 2 5 46 236
Total Journal Articles 0 3 17 213 4 10 63 740


Statistics updated 2017-01-03