Details about Yoon-Jin Lee
Access statistics for papers by Yoon-Jin Lee.
Last updated 2014-09-18. Update your information in the RePEc Author Service.
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- Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes
KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
- Detecting Misspecifications in Autoregressive Conditional Duration Models
CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington
- Specification Testing for Multivariate Time Series Volatility Models
Econometric Society 2004 Far Eastern Meetings, Econometric Society
- Testing a linear dynamic panel data model against nonlinear alternatives
Journal of Econometrics, 2014, 178, (P1), 146-166 View citations (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)
- 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 View citations (6)
- 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 View citations (31)
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