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 1 4 38 0 3 17 47
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 98 0 5 16 265
Specification Testing for Multivariate Time Series Volatility Models 0 0 2 449 1 2 9 1,104
Total Working Papers 0 1 8 585 1 10 42 1,416


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 2 6 23
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 134 1 3 8 404
Testing a linear dynamic panel data model against nonlinear alternatives 0 4 15 56 1 15 59 225
Total Journal Articles 0 4 16 207 2 21 75 724


Statistics updated 2016-08-02