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 3 3 37 1 9 16 44
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 2 3 98 1 8 13 260
Specification Testing for Multivariate Time Series Volatility Models 0 1 2 449 1 4 7 1,102
Total Working Papers 1 6 8 584 3 21 36 1,406


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 1 3 71
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 1 1 4 21
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 134 2 2 5 401
Testing a linear dynamic panel data model against nonlinear alternatives 1 5 18 52 7 16 64 210
Total Journal Articles 1 5 19 203 10 20 76 703


Statistics updated 2016-05-03