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 2 40 0 0 12 59
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 1 4 269
Specification Testing for Multivariate Time Series Volatility Models 0 0 1 450 0 0 4 1,108
Total Working Papers 0 0 3 588 0 1 20 1,436


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 0 2 74
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 2 25
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 135 0 2 7 411
Testing a linear dynamic panel data model against nonlinear alternatives 1 2 9 65 3 7 31 256
Total Journal Articles 1 2 11 218 3 9 42 766


Statistics updated 2017-08-03