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 1 623
Are Regional Incomes Converging in the U.S.? Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks 0 0 0 0 0 0 1 348
Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator 0 0 1 432 2 2 6 1,412
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory 0 0 0 5 1 1 1 48
FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION 0 0 0 1 0 0 1 221
Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice 0 0 0 0 0 0 2 981
LM Unit Root Test with Panel Data: A Test Robust To Structural Changes 0 0 0 545 0 1 1 1,652
Minimum LM Unit Root Test with One Structural Break 1 2 17 2,348 1 9 66 5,876
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 279 0 0 0 1,339
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 3 0 0 1 47
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 0 0 0 2 699
On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models 0 2 2 139 0 5 10 266
Testing for a unit-root with a nonlinear Fourier function 0 1 7 255 1 4 21 630
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 0 2 193
Total Working Papers 1 5 27 4,009 5 23 115 14,335
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Female and Male Racial Disparities in Imprisonment 0 1 3 4 0 2 6 7
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks 2 7 24 277 4 14 39 828
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks 3 5 12 199 4 8 21 588
A joint test for a unit root and common factor restrictions in the presence of a structural break 0 0 0 33 0 0 0 147
A modification of the Schmidt-Phillips unit root test 0 0 1 150 0 2 4 376
ADL tests for threshold cointegration 0 0 2 50 0 1 4 153
An LM Test for a Unit Root in the Presence of a Structural Change 0 0 0 88 0 1 6 292
An empirical analysis of mean reversion of the S&P 500’s P/E ratios 0 0 0 112 0 0 4 342
Are incomes converging among OECD countries? Time series evidence with two structural breaks 0 0 3 191 0 1 9 386
Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests 0 0 0 23 0 0 0 86
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests 0 0 0 0 0 0 0 6
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests 0 0 0 15 0 0 0 70
Average Derivative Estimation of Hedonic Price Models 0 0 0 44 0 0 0 161
Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests 0 1 1 2 0 1 4 9
Causality between advertising and sales: new evidence from cointegration 0 0 2 87 0 0 4 253
Century-long dynamics and convergence of income inequality among the US states 0 0 2 13 0 2 9 38
Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility 0 0 3 6 0 0 4 10
Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks 0 1 1 10 0 1 4 34
Convergence in per capita energy use among OECD countries 0 1 2 94 0 1 7 331
Convergence of per capita sulphur dioxide emissions across US states 0 0 0 26 0 0 0 145
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 1 87
DF-IV Unit Root Tests Using Stationary Instrument Variables 0 0 1 13 0 0 2 74
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 1 1 1 2 11
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 68 0 0 0 254
Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts 0 0 0 1 0 0 0 3
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? 0 0 0 30 0 0 0 127
Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem 0 0 0 36 0 0 0 182
Finite sample performance of Schmidt-Philips unit root tests 0 0 0 16 0 0 0 89
Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics 0 3 7 47 2 5 22 168
Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors 0 1 3 3 0 1 4 4
Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors 0 0 1 32 0 0 1 112
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/ 1 1 21 4,708 2 6 62 14,424
IV threshold cointegration tests and the Taylor rule 0 0 0 94 0 1 1 245
Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures 0 0 0 17 0 0 1 82
International comovements of public debt 0 2 2 2 0 5 10 10
Intertemporal production and intertemporal substitution in output supply and input demand 0 0 0 5 0 0 1 126
Introduction: Special Issue Honoring the Contributions of Walter Enders 0 0 0 1 0 0 2 9
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 0 20 0 0 1 76
Johansen‐type cointegration tests with a Fourier function 0 1 16 21 0 1 21 39
LM threshold unit root tests 0 0 0 71 0 0 2 225
Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach 0 0 0 0 0 0 1 39
Minimum LM unit root test with one structural break 4 14 51 674 10 37 174 2,581
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks 1 3 27 1,283 4 20 79 3,045
Modeling International Long-Term Interest Rates 0 0 0 0 0 0 0 133
More powerful cointegration tests with non-normal errors 0 1 6 45 2 3 11 133
Municipal Bonds and Tax Arbitrage: A Cointegration Analysis 0 0 0 4 2 4 10 42
National culture and environmental sustainability: A cross-national analysis 1 1 4 46 1 2 9 182
Nature of comovements in US state and MSA housing prices 0 0 6 11 0 2 11 18
New insights about the relationship between corporate cash holdings and interest rates 0 0 2 15 1 1 8 79
Non-renewable resource prices: Deterministic or stochastic trends? 0 1 3 177 0 1 4 749
On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates 0 0 0 46 0 0 2 185
On stationary tests in the presence of structural breaks 0 0 0 38 0 0 2 104
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 32 0 0 1 113
Panel LM Unit‐root Tests with Level Shifts 0 0 2 360 0 2 7 751
Panel LM unit root tests with level and trend shifts 1 1 5 48 1 2 10 123
Performance of nonlinear instrumental variable unit root tests using recursive detrending methods 0 0 0 10 0 0 1 85
Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship 0 0 3 150 0 2 12 472
Purchasing power parity: Evidence from a transition economy 0 0 0 39 0 0 0 121
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 0 0 2 128 1 1 5 1,201
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis 0 1 17 150 3 5 38 429
Response surface estimates of the LM unit root tests 0 0 0 10 0 0 0 24
Smooth Transition ARCH Models: Estimation and Testing 0 0 0 40 0 0 0 152
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures† 0 0 1 2 0 1 4 7
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks 0 0 1 137 0 1 3 348
Stochastic convergence in per capita fossil fuel consumption in U.S. states 1 1 1 12 1 2 3 71
Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure 0 0 1 12 0 1 10 31
THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO 0 0 0 15 0 0 0 90
Testing for stationarity with covariates: more powerful tests with non-normal errors 1 3 8 14 1 3 10 23
Testing the null of cointegration in the presence of a structural break 0 0 0 95 1 2 3 204
Testing the null of stationarity in the presence of a structural break 0 0 0 133 0 0 1 291
The flexible Fourier form and Dickey–Fuller type unit root tests 0 4 34 224 3 10 85 784
The market efficiency hypothesis on stock prices: international evidence in the 1920s 0 0 0 48 0 0 0 247
Time-varying integration of the sovereign bond markets in European post-transition economies 0 0 0 11 0 0 0 65
Two-Step LM Unit Root Tests with Trend-Breaks 0 0 1 28 0 0 3 80
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 0 0 0 124
Total Journal Articles 15 54 282 10,717 44 156 765 33,789


Statistics updated 2024-09-04