Details about Junsoo Lee

Access statistics for papers by Junsoo Lee.

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Short-id: ple589

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 View citations (1)

2005

2. 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)
3. Nonrenewable Resource Prices: Deterministic or Stochastic Trends?
   Working Papers, Department of Economics, Appalachian State University View citations (6)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (4)
   Natural Field Experiments, The Field Experiments Website (2005) View citations (4)
   See also Journal Article Non-renewable resource prices: Deterministic or stochastic trends?, Journal of Environmental Economics and Management, Elsevier (2006) View citations (118) (2006)

2004

4. 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 View citations (4)
5. Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice
   Working Papers, Department of Economics, Appalachian State University
6. Minimum LM Unit Root Test with One Structural Break
   Working Papers, Department of Economics, Appalachian State University View citations (367)
   See also Journal Article Minimum LM unit root test with one structural break, Economics Bulletin, AccessEcon (2013) View citations (95) (2013)
7. Testing for a unit-root with a nonlinear Fourier function
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (57)

2003

8. Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory
   Natural Field Experiments, The Field Experiments Website View citations (1)
   See also Journal Article Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory?, Environmental & Resource Economics, Springer (2004) View citations (20) (2004)

2000

9. LM Unit Root Test with Panel Data: A Test Robust To Structural Changes
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (2)

1991

10. A Modification of the Schmidt-Phillips Unit Root Test
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (18)
    See also Journal Article A modification of the Schmidt-Phillips unit root test, Economics Letters, Elsevier (1991) View citations (19) (1991)

1990

11. FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION
    Working Papers, Michigan State - Econometrics and Economic Theory
12. Unit Root Tests Based on Instrumental Variables Estimation
    Working Papers, Michigan State - Econometrics and Economic Theory
    See also Journal Article Unit Root Tests Based on Instrumental Variables Estimation, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1994) View citations (5) (1994)

Journal Articles

2024

1. Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors
   Tourism Economics, 2024, 30, (1), 67-103
2. International comovements of public debt
   Economic Inquiry, 2024, 62, (2), 722-747

2023

3. A Comparison of the Female and Male Racial Disparities in Imprisonment
   Journal of Economics, Race, and Policy, 2023, 6, (2), 102-125
4. Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility
   Defence and Peace Economics, 2023, 34, (1), 13-35
5. Nature of comovements in US state and MSA housing prices
   Real Estate Economics, 2023, 51, (4), 959-989
6. Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures†
   Econometric Reviews, 2023, 42, (1), 78-97 View citations (1)

2022

7. Johansen‐type cointegration tests with a Fourier function
   Journal of Time Series Analysis, 2022, 43, (5), 828-852 View citations (2)
8. Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure
   Energy Economics, 2022, 113, (C) View citations (7)
9. Testing for stationarity with covariates: more powerful tests with non-normal errors
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (2), 191-203

2021

10. Century-long dynamics and convergence of income inequality among the US states
    Economic Modelling, 2021, 101, (C) View citations (6)
11. Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks
    Economic Modelling, 2021, 100, (C) View citations (8)

2020

12. Response surface estimates of the LM unit root tests
    Economics Letters, 2020, 192, (C) View citations (5)

2019

13. Panel LM unit root tests with level and trend shifts
    Economic Modelling, 2019, 80, (C), 1-10 View citations (17)

2018

14. DF-IV Unit Root Tests Using Stationary Instrument Variables
    Journal of Statistical and Econometric Methods, 2018, 7, (1), 1
15. Introduction: Special Issue Honoring the Contributions of Walter Enders
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 2
16. New insights about the relationship between corporate cash holdings and interest rates
    Journal of Economics and Finance, 2018, 42, (1), 33-65 View citations (9)
17. Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 20 View citations (13)

2017

18. Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors
    Empirical Economics, 2017, 53, (4), 1399-1414 View citations (16)
19. Intertemporal production and intertemporal substitution in output supply and input demand
    Applied Economics, 2017, 49, (38), 3797-3814
20. Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks
    Renewable and Sustainable Energy Reviews, 2017, 70, (C), 715-728 View citations (20)
21. 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 View citations (15)
22. Stochastic convergence in per capita fossil fuel consumption in U.S. states
    Energy Economics, 2017, 62, (C), 382-395 View citations (28)

2016

23. Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics
    Southern Economic Journal, 2016, 83, (1), 176-201 View citations (6)
24. Time-varying integration of the sovereign bond markets in European post-transition economies
    Journal of Empirical Finance, 2016, 36, (C), 30-40 View citations (9)

2015

25. Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts
    Applied Economics, 2015, 47, (52), 5600-5613 View citations (10)
26. More powerful cointegration tests with non-normal errors
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (4), 397-413 View citations (9)

2014

27. Convergence of per capita sulphur dioxide emissions across US states
    Applied Economics, 2014, 46, (11), 1202-1211 View citations (22)

2013

28. 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
    Also in Review of Financial Economics, 2013, 22, (4), 187-193 (2013) View citations (1)
29. Convergence in per capita energy use among OECD countries
    Energy Economics, 2013, 36, (C), 536-545 View citations (84)
30. Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures
    Economics Letters, 2013, 120, (2), 195-199 View citations (1)
31. 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 (2)
32. Minimum LM unit root test with one structural break
    Economics Bulletin, 2013, 33, (4), 2483-2492 View citations (95)
    See also Working Paper Minimum LM Unit Root Test with One Structural Break, Working Papers (2004) View citations (367) (2004)

2012

33. A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks
    Oxford Bulletin of Economics and Statistics, 2012, 74, (4), 574-599 View citations (283)
34. 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 View citations (3)
35. Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
    Economics Letters, 2012, 117, (1), 214-216 View citations (1)
36. The flexible Fourier form and Dickey–Fuller type unit root tests
    Economics Letters, 2012, 117, (1), 196-199 View citations (154)
37. Two-Step LM Unit Root Tests with Trend-Breaks
    Journal of Statistical and Econometric Methods, 2012, 1, (2), 8 View citations (42)

2011

38. LM threshold unit root tests
    Economics Letters, 2011, 110, (2), 113-116 View citations (3)

2010

39. ADL tests for threshold cointegration
    Journal of Time Series Analysis, 2010, 31, (4), 241-254 View citations (31)
40. IV threshold cointegration tests and the Taylor rule
    Economic Modelling, 2010, 27, (6), 1463-1472 View citations (4)

2009

41. 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 View citations (15)
    Also in Journal of Money, Credit and Banking, 2009, 41, (2-3), 285-314 (2009) View citations (39)
42. THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO
    Contemporary Economic Policy, 2009, 27, (1), 16-27

2008

43. 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 View citations (4)

2007

44. National culture and environmental sustainability: A cross-national analysis
    Journal of Economics and Finance, 2007, 31, (1), 104-121 View citations (61)

2006

45. A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
    Journal of Time Series Analysis, 2006, 27, (3), 381-409 View citations (288)
46. Non-renewable resource prices: Deterministic or stochastic trends?
    Journal of Environmental Economics and Management, 2006, 51, (3), 354-370 View citations (118)
    See also Working Paper Nonrenewable Resource Prices: Deterministic or Stochastic Trends?, Working Papers (2005) View citations (6) (2005)
47. Putting Out Fires: An Examination of the Determinants of State Clean Indoor‐Air Laws
    Southern Economic Journal, 2006, 73, (1), 112-124

2005

48. Panel LM Unit‐root Tests with Level Shifts
    Oxford Bulletin of Economics and Statistics, 2005, 67, (3), 393-419 View citations (210)
49. Purchasing power parity: Evidence from a transition economy
    Journal of Policy Modeling, 2005, 27, (6), 665-672 View citations (13)

2004

50. Are incomes converging among OECD countries? Time series evidence with two structural breaks
    Journal of Macroeconomics, 2004, 26, (1), 131-145 View citations (90)
51. Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory?
    Environmental & Resource Economics, 2004, 29, (1), 21-37 View citations (20)
    See also Working Paper Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory, Natural Field Experiments (2003) View citations (1) (2003)

2003

52. Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks
    The Review of Economics and Statistics, 2003, 85, (4), 1082-1089 View citations (976)
53. 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 View citations (119)

2002

54. 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

2001

55. Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests
    Economics Letters, 2001, 70, (3), 405-412 View citations (1)
56. Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests
    Oxford Bulletin of Economics and Statistics, 2001, 63, (5), 535-558 View citations (202)
57. Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem
    Ecological Economics, 2001, 36, (1), 87-108 View citations (12)
58. Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis
    Journal of Applied Econometrics, 2001, 16, (1), 41-57 View citations (5)
59. Testing the null of cointegration in the presence of a structural break
    Economics Letters, 2001, 73, (3), 315-323 View citations (12)
60. Testing the null of stationarity in the presence of a structural break
    Applied Economics Letters, 2001, 8, (6), 377-382 View citations (38)

2000

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

1998

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

1997

66. 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
67. Finite sample performance of Schmidt-Philips unit root tests
    Applied Economics Letters, 1997, 4, (2), 129-132
68. On stationary tests in the presence of structural breaks
    Economics Letters, 1997, 55, (2), 165-172 View citations (35)

1996

69. Causality between advertising and sales: new evidence from cointegration
    Applied Economics Letters, 1996, 3, (5), 299-301 View citations (9)
70. On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates
    Applied Economics Letters, 1996, 3, (3), 197-200 View citations (2)
71. On the power of stationarity tests using optimal bandwidth estimates
    Economics Letters, 1996, 51, (2), 131-137 View citations (30)

1995

72. An LM Test for a Unit Root in the Presence of a Structural Change
    Econometric Theory, 1995, 11, (2), 359-368 View citations (137)

1994

73. Modeling International Long-Term Interest Rates
    The Financial Review, 1994, 29, (4), 577-97 View citations (21)
74. Unit Root Tests Based on Instrumental Variables Estimation
    International Economic Review, 1994, 35, (2), 449-62 View citations (5)
    See also Working Paper Unit Root Tests Based on Instrumental Variables Estimation, Working Papers (1990) (1990)

1991

75. A modification of the Schmidt-Phillips unit root test
    Economics Letters, 1991, 36, (3), 285-289 View citations (19)
    See also Working Paper A Modification of the Schmidt-Phillips Unit Root Test, Working Papers (1991) View citations (18) (1991)