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 40 0 3 16 59
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 1 9 268
Specification Testing for Multivariate Time Series Volatility Models 0 0 1 450 1 2 7 1,108
Total Working Papers 0 2 5 588 1 6 32 1,435


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 0 3 74
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 1 4 24
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 135 0 1 9 408
Testing a linear dynamic panel data model against nonlinear alternatives 0 2 11 62 3 10 43 246
Total Journal Articles 0 2 13 215 3 12 59 752


Statistics updated 2017-04-03