Access Statistics for Junsoo Lee

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Modification of the Schmidt-Phillips Unit Root Test 0 0 0 1 0 1 2 621
ADL tests for threshold cointegration 0 1 2 311 0 4 12 929
Are Regional Incomes Converging in the U.S.? Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks 0 0 0 0 0 0 1 347
Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator 0 0 1 429 0 0 5 1,398
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory 0 0 1 5 1 1 3 47
FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION 0 0 0 1 0 0 0 220
Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice 0 0 0 0 0 0 0 978
LM Unit Root Test with Panel Data: A Test Robust To Structural Changes 0 0 0 544 0 0 0 1,649
Minimum LM Unit Root Test with One Structural Break 5 16 54 2,299 15 41 186 5,717
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 278 0 0 3 1,338
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 0 0 0 9 696
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 3 0 0 3 46
On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models 0 0 3 137 0 0 10 250
Testing for a unit-root with a nonlinear Fourier function 1 3 4 240 2 5 12 597
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 0 3 191
Total Working Papers 6 20 65 4,249 18 52 249 15,024


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks 4 8 20 245 5 17 77 733
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks 1 5 25 183 3 13 60 546
A joint test for a unit root and common factor restrictions in the presence of a structural break 0 0 0 31 0 0 0 144
A modification of the Schmidt-Phillips unit root test 0 0 0 149 2 2 5 370
ADL tests for threshold cointegration 0 0 0 48 0 0 3 147
An LM Test for a Unit Root in the Presence of a Structural Change 0 1 1 86 0 2 5 282
An empirical analysis of mean reversion of the S&P 500’s P/E ratios 1 1 2 111 1 2 4 337
Are incomes converging among OECD countries? Time series evidence with two structural breaks 0 1 4 184 0 2 6 373
Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests 0 0 0 22 0 0 0 85
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests 0 0 0 15 0 0 0 69
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests 0 0 0 0 0 0 2 6
Average Derivative Estimation of Hedonic Price Models 0 1 1 44 0 1 2 161
Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests 0 0 1 1 0 0 1 5
Causality between advertising and sales: new evidence from cointegration 1 1 2 85 1 2 8 248
Century-long dynamics and convergence of income inequality among the US states 1 2 6 9 1 2 9 24
Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks 0 0 5 8 0 1 14 26
Convergence in per capita energy use among OECD countries 0 1 3 91 1 3 26 297
Convergence of per capita sulphur dioxide emissions across US states 0 0 0 26 3 3 23 123
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] 0 0 0 35 0 0 0 85
DF-IV Unit Root Tests Using Stationary Instrument Variables 0 1 2 12 2 3 12 72
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 68 0 0 3 253
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 0 1 1 5 8
Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts 0 0 1 1 0 0 2 2
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? 0 0 0 30 0 0 1 126
Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem 0 0 0 36 0 0 0 181
Finite sample performance of Schmidt-Philips unit root tests 0 0 0 16 0 0 2 88
Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics 1 2 4 34 1 5 10 137
Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors 0 0 5 30 1 2 12 108
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/ 3 8 44 4,667 16 27 137 14,302
IV threshold cointegration tests and the Taylor rule 0 0 2 94 0 1 4 243
Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures 0 0 0 17 0 0 1 81
Intertemporal production and intertemporal substitution in output supply and input demand 0 0 1 4 6 17 38 75
Introduction: Special Issue Honoring the Contributions of Walter Enders 0 1 1 1 0 2 2 6
Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks 0 0 2 19 0 0 4 74
LM threshold unit root tests 0 0 0 71 0 1 2 220
Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach 0 0 0 0 0 1 2 37
Minimum LM unit root test with one structural break 5 16 51 573 23 69 225 2,199
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks 2 6 40 1,232 12 28 108 2,888
Modeling International Long-Term Interest Rates 0 0 0 0 0 0 1 133
More powerful cointegration tests with non-normal errors 0 1 8 34 1 3 15 112
Municipal Bonds and Tax Arbitrage: A Cointegration Analysis 0 0 0 4 0 0 2 31
National culture and environmental sustainability: A cross-national analysis 0 1 4 37 1 4 21 152
New insights about the relationship between corporate cash holdings and interest rates 0 0 1 12 0 2 5 68
Non-renewable resource prices: Deterministic or stochastic trends? 0 0 2 173 0 0 10 742
On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates 0 0 1 46 0 0 2 181
On stationary tests in the presence of structural breaks 0 0 2 38 0 0 2 101
On the end-point issue in unit root tests in the presence of a structural break 0 0 0 4 0 0 0 53
On the power of stationarity tests using optimal bandwidth estimates 0 0 0 31 1 2 3 111
Panel LM Unit‐root Tests with Level Shifts 1 1 4 358 1 2 8 741
Panel LM unit root tests with level and trend shifts 1 4 14 40 3 7 27 107
Performance of nonlinear instrumental variable unit root tests using recursive detrending methods 0 0 1 10 0 0 2 84
Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship 1 2 7 142 2 7 24 446
Purchasing power parity: Evidence from a transition economy 0 0 1 39 0 0 2 121
Putting Out Fires: An Examination of the Determinants of State Clean Indoor‐Air Laws 0 0 0 0 0 0 0 1
Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis 1 2 2 126 1 3 7 1,192
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis 0 4 9 126 1 11 31 366
Response surface estimates of the LM unit root tests 1 1 3 9 1 1 5 23
Smooth Transition ARCH Models: Estimation and Testing 0 0 0 40 1 1 2 152
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks 0 0 2 134 1 2 4 342
Stochastic convergence in per capita fossil fuel consumption in U.S. states 0 1 1 11 0 1 2 67
THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO 0 0 0 15 0 0 2 90
Testing the null of cointegration in the presence of a structural break 0 0 2 95 0 0 3 201
Testing the null of stationarity in the presence of a structural break 0 0 1 133 0 0 3 289
The flexible Fourier form and Dickey–Fuller type unit root tests 2 9 26 175 7 30 103 629
The market efficiency hypothesis on stock prices: international evidence in the 1920s 0 0 0 48 1 1 3 247
Time-varying integration of the sovereign bond markets in European post-transition economies 0 0 0 11 0 0 1 65
Two-Step LM Unit Root Tests with Trend-Breaks 0 0 2 27 0 0 6 76
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 0 0 1 124
Total Journal Articles 26 81 316 10,227 101 284 1,112 32,208


Statistics updated 2022-12-04