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Yoon-Jin Lee, Ph.D. - Publications

Affiliations: 
2006 Cornell University, Ithaca, NY, United States 
Area:
Theory Economics
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7 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2017 Hong Y, Lee Y. A General Approach to Testing Volatility Models in Time Series Journal of Management Science. 2: 1-33. DOI: 10.3724/Sp.J.1383.201001  0.421
2016 Klionsky DJ, Abdelmohsen K, Abe A, Abedin MJ, Abeliovich H, Acevedo Arozena A, Adachi H, Adams CM, Adams PD, Adeli K, Adhihetty PJ, Adler SG, Agam G, Agarwal R, Aghi MK, ... Lee YR, ... Lee YJ, ... Lee YH, et al. Guidelines for the use and interpretation of assays for monitoring autophagy (3rd edition). Autophagy. 12: 1-222. PMID 26799652 DOI: 10.1080/15548627.2015.1100356  0.539
2014 Lee YJ. Testing a linear dynamic panel data model against nonlinear alternatives Journal of Econometrics. 178: 146-166. DOI: 10.1016/J.Jeconom.2013.08.013  0.303
2013 Hong Y, Lee Y. A Loss Function Approach to Model Specification Testing and Its Relative Efficiency Annals of Statistics. 41: 1166-1203. DOI: 10.1214/13-Aos1099  0.395
2011 Hong Y, Lee Y. Detecting Misspecifications in Autoregressive Conditional Duration Models and Non-negative Time-series Processes Journal of Time Series Analysis. 32: 1-32. DOI: 10.1111/J.1467-9892.2010.00681.X  0.42
2007 Hong Y, Lee Y. An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With Conditional Heteroskedasticity Of Unknown Form Econometric Theory. 23: 106-154. DOI: 10.1017/S0266466607070053  0.425
2005 Hong Y, Lee Y. Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form The Review of Economic Studies. 72: 499-541. DOI: 10.1111/J.1467-937X.2005.00341.X  0.424
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