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 1 42 0 0 8 83
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 0 4 285
Specification Testing for Multivariate Time Series Volatility Models 0 0 1 453 0 1 3 1,123
Total Working Papers 0 0 2 593 0 1 15 1,491


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 2 2 78
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 0 28
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 0 135 2 4 11 431
Testing a linear dynamic panel data model against nonlinear alternatives 0 0 3 71 0 1 8 287
Total Journal Articles 0 0 3 224 2 7 21 824


Statistics updated 2021-01-03