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 31 31 0 3 21 21
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 94 2 2 19 245
Specification Testing for Multivariate Time Series Volatility Models 0 0 6 440 1 2 27 1,081
Total Working Papers 0 2 39 565 3 7 67 1,347


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 0 2 11 66
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 0 0 0 0 1 7 7
Testing a linear dynamic panel data model against nonlinear alternatives 1 7 15 15 5 20 69 69
Total Journal Articles 1 7 17 32 5 23 94 158


Statistics updated 2014-10-03