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 4 4 5 94
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 4 9 11 303
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 6 9 11 1,149
Total Working Papers 0 0 0 596 14 22 27 1,546


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 2 2 4 89
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 2 3 3 33
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 137 0 1 8 452
Testing a linear dynamic panel data model against nonlinear alternatives 0 0 1 76 3 5 9 314
Total Journal Articles 0 0 2 231 7 11 24 888


Statistics updated 2026-02-12