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 4 38 2 5 17 46
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 1 3 98 0 2 13 260
Specification Testing for Multivariate Time Series Volatility Models 0 0 2 449 0 2 7 1,102
Total Working Papers 1 4 9 585 2 9 37 1,408


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 3 72
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 2 3 6 23
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 134 2 4 7 403
Testing a linear dynamic panel data model against nonlinear alternatives 2 5 15 54 10 20 63 220
Total Journal Articles 2 5 16 205 15 29 79 718


Statistics updated 2016-06-03