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 1 7 34 0 3 10 26
Detecting Misspecifications in Autoregressive Conditional Duration Models 1 1 2 95 1 1 11 247
Specification Testing for Multivariate Time Series Volatility Models 2 3 9 447 2 7 23 1,095
Total Working Papers 3 5 18 576 3 11 44 1,368


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 1 17 0 0 8 68
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 1 5 17
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 1 0 0 5 9
Testing a linear dynamic panel data model against nonlinear alternatives 1 9 29 31 10 36 118 136
Total Journal Articles 1 9 31 49 10 37 136 230


Statistics updated 2015-04-05