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 0 2 624
Are Regional Incomes Converging in the U.S.? Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks 0 0 0 0 0 0 2 350
Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator 0 0 1 433 0 0 5 1,415
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory 0 0 0 5 0 0 1 48
FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION 0 0 0 1 0 2 4 225
Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice 0 0 0 0 0 1 4 985
LM Unit Root Test with Panel Data: A Test Robust To Structural Changes 0 0 0 545 0 0 2 1,653
Minimum LM Unit Root Test with One Structural Break 1 3 20 2,362 5 18 60 5,921
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 3 0 2 2 49
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 279 0 0 1 1,340
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 0 0 0 2 700
On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models 0 0 3 140 0 1 10 269
Testing for a unit-root with a nonlinear Fourier function 0 0 5 259 2 3 13 639
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 0 2 194
Total Working Papers 1 3 29 4,029 7 27 110 14,412
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 0 2 5 0 2 5 10
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks 1 3 28 294 3 9 47 857
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks 1 3 12 205 3 8 25 604
A joint test for a unit root and common factor restrictions in the presence of a structural break 0 0 0 33 0 3 4 151
A modification of the Schmidt-Phillips unit root test 0 0 1 151 0 0 4 378
ADL tests for threshold cointegration 0 0 1 50 0 0 6 157
An LM Test for a Unit Root in the Presence of a Structural Change 0 0 2 90 1 1 7 298
An empirical analysis of mean reversion of the S&P 500’s P/E ratios 0 0 0 112 0 0 2 344
Are incomes converging among OECD countries? Time series evidence with two structural breaks 0 0 1 191 0 0 5 389
Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests 0 0 1 24 0 0 1 87
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests 0 0 0 0 0 0 1 7
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests 0 0 0 15 0 1 2 72
Average Derivative Estimation of Hedonic Price Models 0 0 0 44 0 1 1 162
Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests 0 0 1 2 0 0 2 9
Causality between advertising and sales: new evidence from cointegration 1 1 1 88 1 5 6 258
Century-long dynamics and convergence of income inequality among the US states 0 0 1 14 0 0 6 41
Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility 0 1 1 7 2 5 5 15
Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks 1 1 3 12 1 1 5 37
Convergence in per capita energy use among OECD countries 0 0 1 94 0 0 2 332
Convergence of per capita sulphur dioxide emissions across US states 0 0 0 26 0 2 3 148
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 87
DF-IV Unit Root Tests Using Stationary Instrument Variables 0 0 0 13 0 1 3 77
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 68 0 0 2 256
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 1 0 0 3 13
Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts 1 1 2 3 1 2 4 7
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 1 8 52 1 3 20 181
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 0 1 3 0 0 3 6
Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors 0 1 3 34 1 4 9 120
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 2 6 4,712 4 9 31 14,445
IV threshold cointegration tests and the Taylor rule 0 0 0 94 1 2 3 247
Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures 0 0 0 17 0 0 0 82
International comovements of public debt 0 0 4 4 2 2 13 17
Intertemporal production and intertemporal substitution in output supply and input demand 0 0 0 5 1 2 2 128
Introduction: Special Issue Honoring the Contributions of Walter Enders 0 0 0 1 0 0 0 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 1 21 1 3 4 80
Johansen‐type cointegration tests with a Fourier function 1 2 12 30 1 4 15 50
LM threshold unit root tests 0 0 0 71 0 0 2 226
Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach 0 0 0 0 0 0 0 39
Minimum LM unit root test with one structural break 1 8 46 699 8 23 132 2,660
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks 0 3 24 1,298 2 8 68 3,083
Modeling International Long-Term Interest Rates 0 0 0 0 1 2 3 136
More powerful cointegration tests with non-normal errors 1 2 8 51 1 2 14 143
Municipal Bonds and Tax Arbitrage: A Cointegration Analysis 0 0 0 4 0 1 10 48
National culture and environmental sustainability: A cross-national analysis 1 5 7 51 1 6 11 190
Nature of comovements in US state and MSA housing prices 0 0 4 15 0 1 9 25
New insights about the relationship between corporate cash holdings and interest rates 1 1 3 17 1 2 9 85
Non-renewable resource prices: Deterministic or stochastic trends? 0 0 2 177 0 0 2 749
On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates 0 0 0 46 0 2 3 188
On stationary tests in the presence of structural breaks 0 0 0 38 0 1 1 105
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 1 33 0 1 2 115
Panel LM Unit‐root Tests with Level Shifts 0 1 3 363 0 3 11 760
Panel LM unit root tests with level and trend shifts 0 1 4 51 0 3 11 132
Performance of nonlinear instrumental variable unit root tests using recursive detrending methods 0 0 0 10 0 0 0 85
Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship 1 2 5 154 2 4 15 484
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 1 1 1 129 1 1 3 1,203
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis 1 2 11 158 3 11 49 470
Response surface estimates of the LM unit root tests 0 0 1 11 0 0 2 26
Smooth Transition ARCH Models: Estimation and Testing 0 0 0 40 0 0 1 153
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures† 0 2 2 4 0 5 8 14
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks 0 0 1 138 1 2 7 354
Stochastic convergence in per capita fossil fuel consumption in U.S. states 0 0 1 12 0 1 5 74
Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure 0 0 0 12 0 3 8 35
THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO 0 1 1 16 0 1 2 92
Testing for stationarity with covariates: more powerful tests with non-normal errors 0 1 6 17 0 1 9 28
Testing the null of cointegration in the presence of a structural break 0 0 0 95 0 1 4 206
Testing the null of stationarity in the presence of a structural break 0 0 0 133 0 0 3 294
The flexible Fourier form and Dickey–Fuller type unit root tests 5 11 28 243 12 29 79 845
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 1 1 1 12 1 1 1 66
Two-Step LM Unit Root Tests with Trend-Breaks 0 0 0 28 0 1 1 81
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 0 1 2 126
Total Journal Articles 20 58 253 10,880 58 187 738 34,301


Statistics updated 2025-05-12