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 1 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 1 1 2 1,139
Total Working Papers 0 0 1 596 1 2 4 1,520


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 1 3 445
Testing a linear dynamic panel data model against nonlinear alternatives 0 0 1 75 0 0 3 305
Total Journal Articles 0 0 1 229 1 1 7 865


Statistics updated 2025-03-03