| Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form Y Hong, YJ Lee The Review of Economic Studies 72 (2), 499-541, 2005 | 130 | 2005 |
| Testing a linear dynamic panel data model against nonlinear alternatives YJ Lee Journal of Econometrics 178, 146-166, 2014 | 24* | 2014 |
| Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes YJ Lee, R Okui, M Shintani Journal of Econometrics 204 (2), 147-158, 2018 | 22 | 2018 |
| A loss function approach to model specification testing and its relative efficiency Y Hong, YJ Lee | 22* | 2013 |
| Consistent testing for serial correlation of unknown form under general conditional heteroskedasticity Y Hong, YJ Lee Preprint, Cornell University, 2003 | 20 | 2003 |
| Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes Y Hong, YJ Lee Journal of Time Series Analysis 32 (1), 1-32, 2011 | 19* | 2011 |
| Analysis of covariance by the SAS GLM procedure J Lee Computers in biology and medicine 17 (3), 221-225, 1987 | 16 | 1987 |
| A general approach to testing volatility models in time series Y Hong, YJ Lee Journal of Management Science and Engineering 2 (1), 1-33, 2017 | 12 | 2017 |
| An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form Y Hong, YJ Lee Econometric Theory 23 (1), 106-154, 2007 | 7 | 2007 |
| Floating population and the analysis of entry decision and competition in metro retailer market IK Kim, YJ Lee, YR Yoon | 3 | 2017 |
| Consistent testing for serial correlation of unknown form under general conditional heteroskedasticity YJ Lee, Y Hong working paper, Indiana University, 2007 | 2 | 2007 |
| Effects of information quality on signaling through sovereign debt issuance H Joo, YJ Lee, YR Yoon Journal of economic behavior & organization 207, 279-304, 2023 | 1 | 2023 |
| Instrumental Variables Estimation for Infinite Order Panel Autoregressive Processes YJ Lee, R Okui, M Shintani Available at SSRN 4363675, 2023 | | 2023 |
| Floating population and demand for movie theaters in metropolitan cities IK Kim, YJ Lee, YR Yoon Hitotsubashi Journal of Economics 61 (2), 140-169, 2020 | | 2020 |
| Sequential Supply Decision and Market Efficiency: Theory and Evidence IK Kim, YJ Lee, YR Yoon Nazarbayev University, Department of Economics Working Papers, 2017 | | 2017 |
| Is the Drift of the Interest Rate Process Linear? A New Approach and Evidence Y Hong, YJ Lee, Z Song | | 2009 |
| YONGMIAO HONG YJIN LEE Econometric Theory 23, 106-154, 2007 | | 2007 |
| Detecting Misspecifications in Autoregressive Conditional Duration Models via Generalized Spectrum Y Hong, YJ Lee | | 2006 |
| Generalized spectral-based specification testing for time series and dynamic panel data model YJ Lee Cornell University, 2006 | | 2006 |
| Specification Testing for Multivariate Time Series Volatility Models YJ Lee, Y Hong Econometric Society 2004 Far Eastern Meetings, 2004 | | 2004 |
Mototsugu ShintaniFaculty of Economics University of Tokyo, ISER Osaka University, IMES Bank of JapanVerified email at e.u-tokyo.ac.jp
