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.

Short-id: ple266

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 View citations (1)

2007

2. Detecting Misspecifications in Autoregressive Conditional Duration Models
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington

2004

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

Journal Articles

2014

1. Testing a linear dynamic panel data model against nonlinear alternatives
   Journal of Econometrics, 2014, 178, (P1), 146-166 View citations (2)

2011

2. 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 (5)

2007

3. AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM
   Econometric Theory, 2007, 23, (1), 106-154 View citations (7)

2005

4. Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
   The Review of Economic Studies, 2005, 72, (2), 499-541 View citations (63)