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 1 5 39 1 1 22 57
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 98 1 2 16 268
Specification Testing for Multivariate Time Series Volatility Models 0 0 2 450 0 1 8 1,106
Total Working Papers 1 1 9 587 2 4 46 1,431


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 1 18 0 1 4 74
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 3 23
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 135 0 1 8 407
Testing a linear dynamic panel data model against nonlinear alternatives 1 1 14 61 4 7 46 240
Total Journal Articles 1 1 16 214 4 9 61 744


Statistics updated 2017-02-02