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 4 5 617
ADL tests for threshold cointegration 0 0 6 299 0 3 29 869
Are Regional Incomes Converging in the U.S.? Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks 0 0 0 0 0 0 0 345
Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator 0 0 1 425 0 5 12 1,379
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory 0 0 0 4 1 2 7 38
FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION 0 0 0 1 1 1 4 217
Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice 0 0 0 0 0 2 8 970
LM Unit Root Test with Panel Data: A Test Robust To Structural Changes 0 0 0 544 0 0 1 1,643
Minimum LM Unit Root Test with One Structural Break 3 9 43 2,175 16 42 173 5,225
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 0 1 4 20 669
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 2 1 5 13 32
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 278 3 5 15 1,332
On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models 1 1 8 124 1 2 31 210
Testing for a unit-root with a nonlinear Fourier function 3 9 19 230 3 11 30 558
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 3 11 183
Total Working Papers 7 19 77 4,084 27 89 359 14,287


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 2 7 21 185 8 24 163 520
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks 1 5 32 124 4 19 70 398
A joint test for a unit root and common factor restrictions in the presence of a structural break 0 0 0 31 0 2 3 141
A modification of the Schmidt-Phillips unit root test 0 0 1 147 1 3 12 358
ADL tests for threshold cointegration 0 1 4 46 2 3 11 134
An empirical analysis of mean reversion of the S&P 500’s P/E ratios 0 3 7 107 1 6 18 325
Are incomes converging among OECD countries? Time series evidence with two structural breaks 0 0 3 180 0 0 9 362
Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests 0 0 0 19 3 3 7 80
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests 0 0 0 15 0 0 4 67
Average Derivative Estimation of Hedonic Price Models 0 0 2 42 0 0 3 152
Causality between advertising and sales: new evidence from cointegration 0 0 1 83 0 0 6 229
Convergence in per capita energy use among OECD countries 0 1 19 83 0 5 40 232
Convergence of per capita sulphur dioxide emissions across US states 0 1 1 24 0 3 6 69
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 5 85
DF-IV Unit Root Tests Using Stationary Instrument Variables 0 1 2 8 3 6 24 50
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 68 0 0 8 245
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? 0 0 1 29 0 0 7 120
Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem 0 0 1 36 0 1 2 180
Finite sample performance of Schmidt-Philips unit root tests 0 0 0 16 0 0 0 84
Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics 1 3 7 25 3 8 17 92
Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors 0 1 6 24 3 6 19 87
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/ 5 11 66 4,527 17 32 208 13,887
IV threshold cointegration tests and the Taylor rule 0 1 1 91 0 2 7 227
Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures 0 0 0 17 0 0 2 79
Intertemporal production and intertemporal substitution in output supply and input demand 0 0 0 2 0 3 8 13
Introduction: Special Issue Honoring the Contributions of Walter Enders 0 0 1 2 0 1 7 22
Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks 1 1 4 16 1 3 14 51
LM threshold unit root tests 0 1 1 70 0 3 10 213
Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach 0 0 0 0 0 0 1 35
Minimum LM unit root test with one structural break 5 25 86 432 17 81 430 1,583
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks 5 20 47 1,127 12 49 159 2,594
Modeling International Long-Term Interest Rates 0 0 0 0 1 1 4 129
More powerful cointegration tests with non-normal errors 1 1 7 20 2 4 16 67
Municipal Bonds and Tax Arbitrage: A Cointegration Analysis 0 0 1 4 1 1 7 26
National culture and environmental sustainability: A cross-national analysis 1 3 5 25 1 7 20 103
New insights about the relationship between corporate cash holdings and interest rates 1 1 3 8 4 5 14 53
Non-renewable resource prices: Deterministic or stochastic trends? 0 1 5 166 0 4 31 710
On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates 0 0 0 43 0 0 2 176
On stationary tests in the presence of structural breaks 0 1 2 34 0 2 4 92
On the end-point issue in unit root tests in the presence of a structural break 0 0 0 4 0 0 1 51
On the power of stationarity tests using optimal bandwidth estimates 0 0 0 31 0 0 0 106
Panel LM Unit‐root Tests with Level Shifts 0 0 3 347 0 0 14 716
Panel LM unit root tests with level and trend shifts 1 2 14 14 4 7 39 48
Performance of nonlinear instrumental variable unit root tests using recursive detrending methods 0 0 0 9 0 0 1 81
Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship 1 4 22 120 7 22 135 376
Purchasing power parity: Evidence from a transition economy 0 0 3 38 0 0 8 116
Putting Out Fires: An Examination of the Determinants of State Clean Indoor-Air Laws 0 0 0 0 0 0 7 102
Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis 0 0 1 123 0 0 5 1,181
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis 1 14 28 83 8 34 85 244
Smooth Transition ARCH Models: Estimation and Testing 0 0 0 39 0 0 5 145
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks 0 0 3 130 0 0 7 330
Stochastic convergence in per capita fossil fuel consumption in U.S. states 0 2 2 5 2 6 16 41
THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO 0 0 0 15 0 0 3 87
Testing the null of cointegration in the presence of a structural break 0 0 1 93 0 1 7 193
Testing the null of stationarity in the presence of a structural break 0 0 0 132 0 2 7 284
The flexible Fourier form and Dickey–Fuller type unit root tests 2 10 34 129 9 29 180 392
The market efficiency hypothesis on stock prices: international evidence in the 1920s 0 0 0 48 0 1 7 241
Time-varying integration of the sovereign bond markets in European post-transition economies 0 0 0 9 0 1 5 54
Two-Step LM Unit Root Tests with Trend-Breaks 0 1 6 22 0 7 19 56
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 0 1 3 120
Total Journal Articles 28 122 454 9,333 114 398 1,932 29,034
1 registered items for which data could not be found


Statistics updated 2020-09-04