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Yoon-Jin Lee


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Personal Details

First Name: Yoon-Jin
Middle Name:
Last Name: Lee

RePEc Short-ID: ple266

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This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Korean Economists


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Working papers

  1. Yongmiao Hong & Yoon-Jin Lee, 2007. "Detecting Misspecifications in Autoregressive Conditional Duration Models," Caepr Working Papers 2007-019, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  2. Yoon-Jin Lee & Yongmiao Hong, 2004. "Specification Testing for Multivariate Time Series Volatility Models," Econometric Society 2004 Far Eastern Meetings 696, Econometric Society.


  1. Yongmiao Hong & Yoon‐Jin Lee, 2011. "Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(1), pages 1-32, 01.
  2. Hong, Yongmiao & Lee, Yoon-Jin, 2007. "An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With Conditional Heteroskedasticity Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 23(01), pages 106-154, February.
  3. Y. Lee & J. A. Nelder, 2000. "Two ways of modelling overdispersion in non-normal data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 49(4), pages 591-598.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2004-10-30 2007-10-06. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2004-10-30 2007-10-06. Author is listed
  3. NEP-FIN: Finance (1) 2004-10-30. Author is listed


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