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 10 100
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 0 12 305
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 0 0 15 1,155
Total Working Papers 0 0 0 596 0 0 37 1,560


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 1 8 95
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 1 5 35
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 3 140 1 4 11 461
Testing a linear dynamic panel data model against nonlinear alternatives 0 1 2 77 0 1 10 316
Total Journal Articles 0 1 5 235 1 7 34 907


Statistics updated 2026-09-10