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 1 34 2 3 10 35
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 96 1 2 6 252
Specification Testing for Multivariate Time Series Volatility Models 0 0 4 448 0 1 7 1,098
Total Working Papers 0 0 7 578 3 6 23 1,385


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 0 2 70
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 2 4 20
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 1 1 1 134 2 3 3 399
Testing a linear dynamic panel data model against nonlinear alternatives 1 1 23 47 4 11 82 194
Total Journal Articles 2 2 24 198 6 16 91 683


Statistics updated 2016-02-03