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 0 0 42 0 0 1 89
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 0 1 292
Specification Testing for Multivariate Time Series Volatility Models 0 0 1 456 0 2 3 1,140
Total Working Papers 0 0 1 596 0 2 5 1,521


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 0 18 0 0 0 85
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 1 30
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 0 136 1 2 4 446
Testing a linear dynamic panel data model against nonlinear alternatives 0 0 1 75 1 1 4 306
Total Journal Articles 0 0 1 229 2 3 9 867


Statistics updated 2025-05-12