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 1 1 2 49
FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION 0 0 0 1 0 0 4 225
Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice 0 0 0 0 0 1 5 986
LM Unit Root Test with Panel Data: A Test Robust To Structural Changes 0 0 0 545 0 0 1 1,653
Minimum LM Unit Root Test with One Structural Break 1 3 17 2,364 13 26 70 5,942
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 3 0 0 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 1 700
On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models 0 0 2 140 2 2 7 271
Testing for a unit-root with a nonlinear Fourier function 0 1 6 260 1 5 14 642
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 0 1 194
Total Working Papers 1 4 26 4,032 17 35 117 14,440
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 1 5 0 0 4 10
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks 3 7 28 300 4 10 44 864
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks 1 4 12 208 1 6 24 607
A joint test for a unit root and common factor restrictions in the presence of a structural break 0 0 0 33 0 0 4 151
A modification of the Schmidt-Phillips unit root test 0 1 2 152 1 2 6 380
ADL tests for threshold cointegration 0 0 0 50 0 1 5 158
An LM Test for a Unit Root in the Presence of a Structural Change 0 0 2 90 0 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 0 191 0 0 4 389
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 0 2 72
Average Derivative Estimation of Hedonic Price Models 0 0 0 44 0 0 1 162
Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests 0 0 1 2 1 1 2 10
Causality between advertising and sales: new evidence from cointegration 0 1 1 88 0 1 5 258
Century-long dynamics and convergence of income inequality among the US states 1 1 2 15 3 5 8 46
Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility 0 0 1 7 0 2 5 15
Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks 0 1 2 12 0 2 4 38
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 0 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 0 3 77
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 1 0 0 3 13
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 68 0 0 2 256
Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts 0 1 2 3 0 1 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 1 1 37 0 1 1 183
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 0 6 52 1 2 17 182
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 0 3 0 0 2 6
Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors 0 0 2 34 0 3 10 122
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/ 0 1 5 4,712 3 10 30 14,451
IV threshold cointegration tests and the Taylor rule 0 0 0 94 0 1 2 247
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 3 4 1 4 11 19
Intertemporal production and intertemporal substitution in output supply and input demand 0 0 0 5 0 1 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 0 2 5 81
Johansen‐type cointegration tests with a Fourier function 0 1 9 30 0 5 15 54
LM threshold unit root tests 0 0 0 71 0 0 1 226
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 4 7 40 705 15 36 131 2,688
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks 2 6 23 1,304 4 10 60 3,091
Modeling International Long-Term Interest Rates 0 0 0 0 0 1 3 136
More powerful cointegration tests with non-normal errors 0 1 7 51 3 6 18 148
Municipal Bonds and Tax Arbitrage: A Cointegration Analysis 0 0 0 4 0 0 10 48
National culture and environmental sustainability: A cross-national analysis 0 1 6 51 0 2 11 191
Nature of comovements in US state and MSA housing prices 1 1 5 16 1 1 10 26
New insights about the relationship between corporate cash holdings and interest rates 0 1 2 17 1 2 8 86
Non-renewable resource prices: Deterministic or stochastic trends? 0 0 1 177 0 0 1 749
On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates 0 0 0 46 0 0 3 188
On stationary tests in the presence of structural breaks 0 0 0 38 0 0 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 0 2 115
Panel LM Unit‐root Tests with Level Shifts 0 0 3 363 1 1 10 761
Panel LM unit root tests with level and trend shifts 1 1 5 52 2 2 12 134
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 0 1 4 154 0 2 13 484
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 0 1 1 129 0 1 3 1,203
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis 0 1 9 158 2 6 49 473
Response surface estimates of the LM unit root tests 1 1 2 12 1 1 3 27
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 1 3 5 0 1 8 15
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks 0 0 1 138 0 1 6 354
Stochastic convergence in per capita fossil fuel consumption in U.S. states 0 0 1 12 0 0 5 74
Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure 0 1 1 13 1 2 7 37
THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO 0 0 1 16 0 7 9 99
Testing for stationarity with covariates: more powerful tests with non-normal errors 0 0 6 17 0 0 8 28
Testing the null of cointegration in the presence of a structural break 0 0 0 95 0 0 3 206
Testing the null of stationarity in the presence of a structural break 1 1 1 134 1 1 4 295
The flexible Fourier form and Dickey–Fuller type unit root tests 2 10 24 248 4 20 74 853
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 1 1 12 0 2 2 67
Two-Step LM Unit Root Tests with Trend-Breaks 0 0 0 28 0 0 1 81
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 0 0 2 126
Total Journal Articles 17 55 231 10,915 51 166 720 34,409


Statistics updated 2025-07-04