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 5 34 0 3 11 29
Detecting Misspecifications in Autoregressive Conditional Duration Models 1 1 2 96 2 2 6 249
Specification Testing for Multivariate Time Series Volatility Models 0 0 7 447 0 0 16 1,095
Total Working Papers 1 1 14 577 2 5 33 1,373


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 1 2 6 70
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 1 17
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 1 0 0 3 9
Testing a linear dynamic panel data model against nonlinear alternatives 2 10 33 41 6 27 114 163
Total Journal Articles 2 10 34 59 7 29 124 259


Statistics updated 2015-07-01