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 5 40 2 3 18 59
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 1 98 0 2 10 268
Specification Testing for Multivariate Time Series Volatility Models 0 0 1 450 1 2 7 1,107
Total Working Papers 1 2 7 588 3 7 35 1,434


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 18 0 1 4 74
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 1 1 4 24
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 135 1 2 9 408
Testing a linear dynamic panel data model against nonlinear alternatives 1 2 13 62 4 9 43 243
Total Journal Articles 1 2 15 215 6 13 60 749


Statistics updated 2017-03-07