Yoon-Jin Lee

发表

Is the Drift of the Interest Rate Process Linear ? A New Approach and Evidence

Yongmiao Hong, Zhaogang Song, Yoon-Jin Lee, 2009 .

Specification Testing for Multivariate Time Series Volatility Models

Yongmiao Hong, Yoon-Jin Lee, 2004 .

Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes

Yongmiao Hong, Yongmiao Hong, Yoon-Jin Lee, 2010 .

Detecting Misspecifications in Autoregressive Conditional Duration Models

Yongmiao Hong, Yoon-Jin Lee, 2007 .

Diagnostic Testing for Dynamic Panel Data Models

Yoon-Jin Lee, 2006 .

AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM

Yongmiao Hong, Yongmiao Hong, Yoon-Jin Lee, 2006, Econometric Theory.

Speci fi cation Testing for Functional Forms in Dynamic Panel Data Models

Yoon-Jin Lee, 2005 .

A Loss Function Approach to Model Specification Testing and Its Relative Efficiency

Yongmiao Hong, Yoon-Jin Lee, 2013, 1306.4864.

Testing a linear dynamic panel data model against nonlinear alternatives

Yoon-Jin Lee, 2014 .

Permanent Breaks and Temporary Shocks in a Time Series

B. Brorsen, Yoon-Jin Lee, 2016, Computational Economics.

KIER DISCUSSION PAPER SERIES

M. Shintani, Yoon-Jin Lee, R. Okui, 2011 .

Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes

M. Shintani, Yoon-Jin Lee, R. Okui, 2016, Journal of Econometrics.

Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form

Yongmiao Hong, Yoon-Jin Lee, 2005 .

Detecting Misspeci fi cations in Autoregressive Conditional Duration Models via Generalized Spectrum

Yongmiao Hong, Yoon-Jin Lee, 2006 .