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 2 4 38 1 4 18 47
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 98 5 6 16 265
Specification Testing for Multivariate Time Series Volatility Models 0 0 2 449 1 2 8 1,103
Total Working Papers 0 2 8 585 7 12 42 1,415


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 0 1 2 72
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 3 6 23
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 134 0 4 7 403
Testing a linear dynamic panel data model against nonlinear alternatives 2 5 15 56 4 21 61 224
Total Journal Articles 2 5 16 207 4 29 76 722


Statistics updated 2016-07-02