Advanced Search
MyIDEAS: Login to follow this author

Yoon-Jin Lee

Contents:

This is information that was supplied by Yoon-Jin Lee in registering through RePEc. If you are Yoon-Jin Lee , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

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

RePEc Short-ID: ple266

Email:
Homepage: http://mypage.iu.edu/~lee243/
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

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

Works

as in new window

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.

Articles

  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

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Yoon-Jin Lee should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.