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 13 59
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 1 1 9 269
Specification Testing for Multivariate Time Series Volatility Models 0 0 1 450 0 1 6 1,108
Total Working Papers 0 0 3 588 1 2 28 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 1 2 25
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 135 2 3 8 411
Testing a linear dynamic panel data model against nonlinear alternatives 0 1 9 63 3 9 32 252
Total Journal Articles 0 1 11 216 5 13 44 762


Statistics updated 2017-06-02