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Details about Junsoo Lee

E-mail:
Homepage:http://www.cba.ua.edu/~jlee
Phone:205-348-8978
Postal address:Department of Economics, Finance and Legal Studies The University of Alabama, Box 870224 (263 Alston Hall) Tuscaloosa, AL 35487-0224 Phone: (205) 348-8978; Fax: (205) 348-0590
Workplace:Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, (more information at EDIRC)
Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, (more information at EDIRC)

Access statistics for papers by Junsoo Lee.

Last updated 2017-03-26. Update your information in the RePEc Author Service.

Short-id: ple589


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Working Papers

2014

  1. On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models
    EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb Downloads

2009

  1. ADL tests for threshold cointegration
    SDSU Working Papers in Progress, South Dakota State University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Time Series Analysis (2010)

2005

  1. Are Regional Incomes Converging in the U.S.? Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks
    Working Papers, Department of Economics, Appalachian State University View citations (1)
  2. Nonrenewable Resource Prices: Deterministic or Stochastic Trends?
    Natural Field Experiments, The Field Experiments Website Downloads
    Also in Working Papers, Department of Economics, Appalachian State University (2005) View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (4)

    See also Journal Article in Journal of Environmental Economics and Management (2006)

2004

  1. Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator
    Papers on Entrepreneurship, Growth and Public Policy, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group Downloads View citations (1)
  2. Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice
    Working Papers, Department of Economics, Appalachian State University
  3. Minimum LM Unit Root Test with One Structural Break
    Working Papers, Department of Economics, Appalachian State University Downloads View citations (193)
    See also Journal Article in Economics Bulletin (2013)
  4. Testing for a unit-root with a nonlinear Fourier function
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads View citations (29)

2003

  1. Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory
    Natural Field Experiments, The Field Experiments Website Downloads
    See also Journal Article in Environmental & Resource Economics (2004)

2000

  1. LM Unit Root Test with Panel Data: A Test Robust To Structural Changes
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads

1991

  1. A Modification of the Schmidt-Phillips Unit Root Test
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (9)
    See also Journal Article in Economics Letters (1991)

1990

  1. FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION
    Working Papers, Michigan State - Econometrics and Economic Theory
  2. Unit Root Tests Based on Instrumental Variables Estimation
    Working Papers, Michigan State - Econometrics and Economic Theory
    See also Journal Article in International Economic Review (1994)

Journal Articles

2017

  1. RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (1), 31-45 Downloads

2016

  1. Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics
    Southern Economic Journal, 2016, 83, (1), 176-201 Downloads
  2. Time-varying integration of the sovereign bond markets in European post-transition economies
    Journal of Empirical Finance, 2016, 36, (C), 30-40 Downloads

2015

  1. More powerful cointegration tests with non-normal errors
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (4), 397-413 Downloads View citations (1)

2014

  1. Convergence of per capita sulphur dioxide emissions across US states
    Applied Economics, 2014, 46, (11), 1202-1211 Downloads View citations (1)

2013

  1. Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
    Review of Financial Economics, 2013, 22, (4), 187-193 Downloads
  2. Convergence in per capita energy use among OECD countries
    Energy Economics, 2013, 36, (C), 536-545 Downloads View citations (11)
  3. Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures
    Economics Letters, 2013, 120, (2), 195-199 Downloads View citations (1)
  4. Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach
    Journal of Forecasting, 2013, 32, (5), 435-451 View citations (1)
  5. Minimum LM unit root test with one structural break
    Economics Bulletin, 2013, 33, (4), 2483-2492 Downloads View citations (14)
    See also Working Paper (2004)

2012

  1. A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks
    Oxford Bulletin of Economics and Statistics, 2012, 74, (4), 574-599 Downloads View citations (68)
  2. An empirical analysis of mean reversion of the S&P 500’s P/E ratios
    Journal of Economics and Finance, 2012, 36, (3), 675-690 Downloads View citations (2)
  3. Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
    Economics Letters, 2012, 117, (1), 214-216 Downloads View citations (1)
  4. The flexible Fourier form and Dickey–Fuller type unit root tests
    Economics Letters, 2012, 117, (1), 196-199 Downloads View citations (14)
  5. Two-Step LM Unit Root Tests with Trend-Breaks
    Journal of Statistical and Econometric Methods, 2012, 1, (2), 8 Downloads View citations (4)

2011

  1. LM threshold unit root tests
    Economics Letters, 2011, 110, (2), 113-116 Downloads

2010

  1. ADL tests for threshold cointegration
    Journal of Time Series Analysis, 2010, 31, (4), 241-254 Downloads View citations (13)
    See also Working Paper (2009)
  2. IV threshold cointegration tests and the Taylor rule
    Economic Modelling, 2010, 27, (6), 1463-1472 Downloads View citations (1)

2009

  1. Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries
    Journal of Money, Credit and Banking, 2009, 41, (2-3), 285-314 Downloads View citations (17)
  2. THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO
    Contemporary Economic Policy, 2009, 27, (1), 16-27 Downloads

2008

  1. Corrigendum to "Stationarity of health expenditures and GDP: Evidence from panel unit root tests with heterogeneous structural breaks" [J. Health Econ. 22 (2003) 313-323]
    Journal of Health Economics, 2008, 27, (4), 1141-1142 Downloads View citations (1)

2007

  1. National culture and environmental sustainability: A cross-national analysis
    Journal of Economics and Finance, 2007, 31, (1), 104-121 Downloads View citations (7)

2006

  1. A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
    Journal of Time Series Analysis, 2006, 27, (3), 381-409 Downloads View citations (99)
  2. Non-renewable resource prices: Deterministic or stochastic trends?
    Journal of Environmental Economics and Management, 2006, 51, (3), 354-370 Downloads View citations (73)
    See also Working Paper (2005)
  3. Putting Out Fires: An Examination of the Determinants of State Clean Indoor-Air Laws
    Southern Economic Journal, 2006, 73, (1), 112–124 View citations (6)

2005

  1. Panel LM Unit-root Tests with Level Shifts
    Oxford Bulletin of Economics and Statistics, 2005, 67, (3), 393-419 Downloads View citations (135)
  2. Purchasing power parity: Evidence from a transition economy
    Journal of Policy Modeling, 2005, 27, (6), 665-672 Downloads View citations (9)

2004

  1. Are incomes converging among OECD countries? Time series evidence with two structural breaks
    Journal of Macroeconomics, 2004, 26, (1), 131-145 Downloads View citations (53)
  2. Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory?
    Environmental & Resource Economics, 2004, 29, (1), 21-37 Downloads View citations (16)
    See also Working Paper (2003)

2003

  1. Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks
    The Review of Economics and Statistics, 2003, 85, (4), 1082-1089 Downloads View citations (414)
  2. Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks
    Journal of Health Economics, 2003, 22, (2), 313-323 Downloads View citations (71)

2002

  1. ITSM 2000 Professional Version 6.0, developed by Peter J. Brockwell and Richard A. Davis, B&D Enterprises, Inc., Copyright 1999. The Student Version is included in Introduction to Time Series and Forecasting, 1996, Springer-Verlag New York Inc. (ISBN: 0387947191). The Professional Version is obtainable from pbrockwell@compuserve.com. Web Page of the author: http://www.stat.colostate.edu/~pjbrock/
    International Journal of Forecasting, 2002, 18, (3), 455-460 Downloads

2001

  1. Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests
    Economics Letters, 2001, 70, (3), 405-412 Downloads View citations (1)
  2. Break Point Estimation and Spurious Rejections with Endogenous Unit Root Tests
    Oxford Bulletin of Economics and Statistics, 2001, 63, (5), 535-58 Downloads View citations (128)
  3. Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem
    Ecological Economics, 2001, 36, (1), 87-108 Downloads View citations (9)
  4. Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis
    Journal of Applied Econometrics, 2001, 16, (1), 41-57 Downloads View citations (2)
  5. Testing the null of cointegration in the presence of a structural break
    Economics Letters, 2001, 73, (3), 315-323 Downloads View citations (10)
  6. Testing the null of stationarity in the presence of a structural break
    Applied Economics Letters, 2001, 8, (6), 377-382 Downloads View citations (28)

2000

  1. Average Derivative Estimation of Hedonic Price Models
    Environmental & Resource Economics, 2000, 16, (1), 81-91 Downloads
  2. Municipal Bonds and Tax Arbitrage: A Cointegration Analysis
    Public Finance Review, 2000, 28, (4), 372-389 Downloads
  3. On the end-point issue in unit root tests in the presence of a structural break
    Economics Letters, 2000, 68, (1), 7-11 Downloads View citations (1)
  4. Smooth Transition ARCH Models: Estimation and Testing
    Review of Quantitative Finance and Accounting, 2000, 15, (1), 5-20 Downloads View citations (4)

1998

  1. The market efficiency hypothesis on stock prices: international evidence in the 1920s
    Applied Financial Economics, 1998, 8, (1), 61-65 Downloads

1997

  1. A joint test for a unit root and common factor restrictions in the presence of a structural break
    Structural Change and Economic Dynamics, 1997, 8, (2), 221-232 Downloads
  2. Finite sample performance of Schmidt-Philips unit root tests
    Applied Economics Letters, 1997, 4, (2), 129-132 Downloads
  3. On stationary tests in the presence of structural breaks
    Economics Letters, 1997, 55, (2), 165-172 Downloads View citations (22)

1996

  1. Causality between advertising and sales: new evidence from cointegration
    Applied Economics Letters, 1996, 3, (5), 299-301 Downloads View citations (4)
  2. On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates
    Applied Economics Letters, 1996, 3, (3), 197-200 Downloads View citations (1)
  3. On the power of stationarity tests using optimal bandwidth estimates
    Economics Letters, 1996, 51, (2), 131-137 Downloads View citations (16)

1995

  1. An LM Test for a Unit Root in the Presence of a Structural Change
    Econometric Theory, 1995, 11, (02), 359-368 Downloads View citations (86)

1994

  1. Modeling International Long-Term Interest Rates
    The Financial Review, 1994, 29, (4), 577-97 View citations (12)
  2. Unit Root Tests Based on Instrumental Variables Estimation
    International Economic Review, 1994, 35, (2), 449-62 Downloads View citations (1)
    See also Working Paper (1990)

1991

  1. A modification of the Schmidt-Phillips unit root test
    Economics Letters, 1991, 36, (3), 285-289 Downloads View citations (13)
    See also Working Paper (1991)

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Page updated 2017-04-23