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 1 624
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 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 0 2 17 2,364 7 28 74 5,949
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 0 0 0 1 700
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 279 0 0 1 1,340
On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models 0 0 1 140 0 2 5 271
Testing for a unit-root with a nonlinear Fourier function 0 1 5 260 2 5 15 644
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 0 1 194
Total Working Papers 0 3 24 4,032 9 37 119 14,449
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 1 1 4 11
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks 1 7 26 301 3 10 43 867
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks 0 3 12 208 2 5 25 609
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 0 2 4 380
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 0 6 298
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 3 389
Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests 0 0 1 24 1 1 2 88
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
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
Average Derivative Estimation of Hedonic Price Models 0 0 0 44 1 1 2 163
Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests 0 0 0 2 0 1 1 10
Causality between advertising and sales: new evidence from cointegration 0 0 1 88 0 0 5 258
Century-long dynamics and convergence of income inequality among the US states 0 1 2 15 0 5 8 46
Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility 0 0 1 7 0 0 5 15
Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks 0 0 2 12 0 1 4 38
Convergence in per capita energy use among OECD countries 0 0 0 94 0 0 1 332
Convergence of per capita sulphur dioxide emissions across US states 0 0 0 26 1 1 4 149
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 2 2 4 258
Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts 0 0 2 3 0 0 4 7
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? 0 0 0 30 1 1 1 128
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 5 52 0 1 16 182
Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors 1 1 1 4 1 1 3 7
Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors 0 0 2 34 2 4 12 124
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 0 5 4,712 0 6 29 14,451
IV threshold cointegration tests and the Taylor rule 0 0 0 94 1 1 3 248
Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures 0 0 0 17 1 1 1 83
International comovements of public debt 0 0 2 4 0 2 9 19
Intertemporal production and intertemporal substitution in output supply and input demand 0 0 0 5 0 0 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 1 5 81
Johansen‐type cointegration tests with a Fourier function 0 0 9 30 0 4 15 54
LM threshold unit root tests 0 0 0 71 1 1 2 227
Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach 0 0 0 0 2 2 2 41
Minimum LM unit root test with one structural break 2 8 37 707 7 35 124 2,695
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks 3 9 25 1,307 6 14 56 3,097
Modeling International Long-Term Interest Rates 0 0 0 0 0 0 3 136
More powerful cointegration tests with non-normal errors 0 0 6 51 0 5 17 148
Municipal Bonds and Tax Arbitrage: A Cointegration Analysis 0 0 0 4 0 0 8 48
National culture and environmental sustainability: A cross-national analysis 0 0 6 51 0 1 10 191
Nature of comovements in US state and MSA housing prices 0 1 5 16 1 2 9 27
New insights about the relationship between corporate cash holdings and interest rates 0 0 2 17 1 2 9 87
Non-renewable resource prices: Deterministic or stochastic trends? 0 0 0 177 0 0 0 749
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 1 1 2 106
On the end-point issue in unit root tests in the presence of a structural break 0 0 0 4 1 1 1 54
On the power of stationarity tests using optimal bandwidth estimates 0 0 1 33 1 1 3 116
Panel LM Unit‐root Tests with Level Shifts 0 0 3 363 1 2 11 762
Panel LM unit root tests with level and trend shifts 0 1 5 52 0 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 0 4 154 0 0 12 484
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 0 1 129 0 0 3 1,203
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis 0 0 8 158 0 3 47 473
Response surface estimates of the LM unit root tests 0 1 2 12 2 3 5 29
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 1 2 9 16
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks 0 0 1 138 0 0 6 354
Stochastic convergence in per capita fossil fuel consumption in U.S. states 0 0 1 12 0 0 4 74
Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure 1 2 2 14 2 4 8 39
THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO 0 0 1 16 1 8 10 100
Testing for stationarity with covariates: more powerful tests with non-normal errors 0 0 4 17 0 0 6 28
Testing the null of cointegration in the presence of a structural break 0 0 0 95 1 1 4 207
Testing the null of stationarity in the presence of a structural break 0 1 1 134 0 1 4 295
The flexible Fourier form and Dickey–Fuller type unit root tests 8 13 32 256 15 23 87 868
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 1 12 1 2 3 68
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 1 1 3 127
Total Journal Articles 16 51 229 10,931 63 171 727 34,472


Statistics updated 2025-08-05