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 2 9 33 1 2 12 23
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 94 0 2 17 245
Specification Testing for Multivariate Time Series Volatility Models 1 3 8 443 2 5 23 1,085
Total Working Papers 2 5 19 570 3 9 52 1,353


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 2 17 1 2 13 68
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 7 16
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 1 1 1 1 2 7 9
Testing a linear dynamic panel data model against nonlinear alternatives 1 6 20 20 6 28 92 92
Total Journal Articles 1 7 23 38 8 32 119 185


Statistics updated 2014-12-03