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Details about Yoon-Jin Lee

E-mail:
Homepage:http://www.k-state.edu/economics/staff/bios/lee.html
Phone:785-532-4575
Postal address:337 Waters hall Manhattan, KS 66506
Workplace:Department of Economics, Kansas State University, (more information at EDIRC)

Access statistics for papers by Yoon-Jin Lee.

Last updated 2014-09-18. Update your information in the RePEc Author Service.

Short-id: ple266


Jump to Journal Articles

Working Papers

2013

  1. Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (1)

2007

  1. Detecting Misspecifications in Autoregressive Conditional Duration Models
    Caepr Working Papers, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington Downloads

2004

  1. Specification Testing for Multivariate Time Series Volatility Models
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads

Journal Articles

2014

  1. Testing a linear dynamic panel data model against nonlinear alternatives
    Journal of Econometrics, 2014, 178, (P1), 146-166 Downloads View citations (1)

2011

  1. Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes
    Journal of Time Series Analysis, 2011, 32, (1), 1-32 View citations (4)

2007

  1. AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM
    Econometric Theory, 2007, 23, (01), 106-154 Downloads View citations (6)

2005

  1. Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
    Review of Economic Studies, 2005, 72, (2), 499-541 Downloads View citations (27)
 
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