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Indiana University Bloomington
Department of Economics

Yoon-Jin Lee

Yoon-Jin Lee

Assistant Professor
Ph.D. Cornell University, 2006

Time Series Econometrics, Financial Econometrics

Yoon-JinLee’s main research area is econometric theory, time series econometrics and financial econometrics with focus on specification testing in time series models and dynamic panel data models. Her research interest also includes applications to financial econometrics. Her research has focused on specification tests for time series regression models based on generalized spectral analysis and diagnostic tests for volatility models and dynamic panel data models. Originally from Korea, Dr. Lee received her B.A. from Yonsei University, Korea, M.A. in Economics, Tokyo University, Japan, and her Ph.D. from Cornell University.