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 7 34 1 3 11 26
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 1 94 0 1 12 246
Specification Testing for Multivariate Time Series Volatility Models 1 2 8 445 2 8 25 1,093
Total Working Papers 2 3 16 573 3 12 48 1,365


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 0 9 68
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 1 1 6 17
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 1 0 0 5 9
Testing a linear dynamic panel data model against nonlinear alternatives 6 10 30 30 14 34 118 126
Total Journal Articles 6 10 33 48 15 35 138 220


Statistics updated 2015-03-02