Yoon-Jin Lee, Ph.D.
Affiliations: | 2006 | Cornell University, Ithaca, NY, United States |
Area:
Theory EconomicsGoogle:
"Yoon-Jin Lee"Parents
Sign in to add mentor| Yongmiao Hong | grad student | 2006 | Cornell | |
| (Generalized spectral-based specification testing for time series and dynamic panel data model.) | ||||
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Publications
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| Hong Y, Lee Y. (2017) A General Approach to Testing Volatility Models in Time Series Journal of Management Science. 2: 1-33 |
| Klionsky DJ, Abdelmohsen K, Abe A, et al. (2016) Guidelines for the use and interpretation of assays for monitoring autophagy (3rd edition). Autophagy. 12: 1-222 |
| Lee YJ. (2014) Testing a linear dynamic panel data model against nonlinear alternatives Journal of Econometrics. 178: 146-166 |
| Hong Y, Lee Y. (2013) A Loss Function Approach to Model Specification Testing and Its Relative Efficiency Annals of Statistics. 41: 1166-1203 |
| Hong Y, Lee Y. (2011) Detecting Misspecifications in Autoregressive Conditional Duration Models and Non-negative Time-series Processes Journal of Time Series Analysis. 32: 1-32 |
| Hong Y, Lee Y. (2007) An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With Conditional Heteroskedasticity Of Unknown Form Econometric Theory. 23: 106-154 |
| Hong Y, Lee Y. (2005) Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form The Review of Economic Studies. 72: 499-541 |