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 0 1 1 293
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 0 0 2 1,140
Total Working Papers 0 0 0 596 0 1 5 1,523


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 1 1 2 87
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 1 1 1 137 1 4 6 450
Testing a linear dynamic panel data model against nonlinear alternatives 0 0 0 75 0 0 3 306
Total Journal Articles 1 1 1 230 2 5 12 873


Statistics updated 2025-09-05