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 26 32 1 2 17 22
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 94 0 2 19 245
Specification Testing for Multivariate Time Series Volatility Models 2 2 7 442 2 4 26 1,083
Total Working Papers 3 4 35 568 3 8 62 1,350


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 3 12 67
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 1 1 1 1 1 2 7 8
Testing a linear dynamic panel data model against nonlinear alternatives 4 10 19 19 17 31 86 86
Total Journal Articles 5 11 22 37 19 36 112 177


Statistics updated 2014-11-03