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 2 6 7 96
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 8 11 303
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 2 9 12 1,151
Total Working Papers 0 0 0 596 4 23 30 1,550


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 2 4 89
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 2 3 33
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 3 3 4 140 4 5 11 456
Testing a linear dynamic panel data model against nonlinear alternatives 0 0 1 76 1 5 10 315
Total Journal Articles 3 3 5 234 5 14 28 893


Statistics updated 2026-03-04