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 2 90
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 1 2 3 295
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 2 2 4 1,142
Total Working Papers 0 0 0 596 3 4 9 1,527


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 2 87
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 1 1 1 31
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 137 0 1 7 451
Testing a linear dynamic panel data model against nonlinear alternatives 0 1 1 76 1 4 5 310
Total Journal Articles 0 1 2 231 2 6 15 879


Statistics updated 2025-12-06