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 2 40 0 0 3 59
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 0 3 269
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 450 0 1 4 1,109
Total Working Papers 0 0 2 588 0 1 10 1,437


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 1 74
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 1 3 26
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 0 135 0 3 10 416
Testing a linear dynamic panel data model against nonlinear alternatives 0 0 5 65 1 3 26 260
Total Journal Articles 0 0 5 218 1 7 40 776


Statistics updated 2017-12-03