Jin Lee

发表

TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS

Yongmiao Hong, Yongmiao Hong, Jin Lee, 2001, Econometric Theory.

ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS

Yongmiao Hong, Yongmiao Hong, Jin Lee, 2001, Econometric Theory.

Effects of incorrect detrending on the coherency between non-stationary time series processes

Jin Lee, 2019 .

Estimating memory parameter in the US inflation rate

Jin Lee, 2005 .

Nonparametric test for cointegration rank using Cholesky factor bootstrap

Jin Lee, 2016 .

Nonparametric test for cointegration rank using Cholesky factor bootstrap

Jin Lee, 2016 .

Choice of the Kernel Function in Smoothing Moment Restrictions for Dependent Processes

Jin Lee, 2009 .

Long horizon regressions with moderate deviations from a unit root

Jin Lee, 2005 .

Long horizon regressions with moderate deviations from a unit root

Jin Lee, 2005 .

Long-run Variance Estimation for Linear Processes Under Possible Degeneracy

Jin Lee, 2010 .

Nonparametric Estimators in Long-horizon regressions with nonstationary covariates

Jin Lee, 2009 .

Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices

Yongmiao Hong, Yongmiao Hong, Jin Lee, 2000 .

Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data

Jin Lee, 2012 .

Wavelet transform for log periodogram regression in long memory stochastic volatility model

Jin Lee, 2004 .

Wavelet Transform for Estimating the Memory Parameter in Long Memory Stochastic Volatility Model

Jin Lee, 2004 .

WAVELET TRANSFORM FOR REGRESSION ESTIMATION OF NON-STATIONARY LONG MEMORY TIME

Jin Lee, 2003 .

Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data

Jin Lee, 2011, Computational Economics.

Wavelet Transform for Log Periodogram Regression in Long Memory Stochastic Volatility Model

Jin Lee, 2004 .