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 2 90
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 1 1 1 293
Specification Testing for Multivariate Time Series Volatility Models 0 0 1 456 0 0 3 1,140
Total Working Papers 0 0 1 596 1 2 6 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 0 1 1 86
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 2 5 447
Testing a linear dynamic panel data model against nonlinear alternatives 0 0 1 75 0 1 4 306
Total Journal Articles 0 0 1 229 1 4 11 869


Statistics updated 2025-07-04