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 3 6 11 100
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 2 2 13 305
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 4 6 15 1,155
Total Working Papers 0 0 0 596 9 14 39 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 5 5 9 94
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 1 1 4 34
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 3 4 140 0 5 11 457
Testing a linear dynamic panel data model against nonlinear alternatives 0 0 1 76 0 1 9 315
Total Journal Articles 0 3 5 234 6 12 33 900


Statistics updated 2026-05-06