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 1 618
ADL tests for threshold cointegration 0 3 8 308 1 9 30 904
Are Regional Incomes Converging in the U.S.? Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks 0 0 0 0 0 0 1 346
Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator 0 1 2 427 0 2 11 1,391
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory 0 0 0 4 0 0 5 44
FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION 0 0 0 1 0 1 3 220
Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice 0 0 0 0 0 1 4 978
LM Unit Root Test with Panel Data: A Test Robust To Structural Changes 0 0 0 544 0 1 3 1,649
Minimum LM Unit Root Test with One Structural Break 3 9 57 2,240 13 52 264 5,517
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 278 0 0 1 1,335
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 0 0 2 4 15 687
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? 0 0 1 3 0 2 9 43
On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models 1 2 8 133 3 7 28 239
Testing for a unit-root with a nonlinear Fourier function 0 1 5 235 0 4 21 580
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 1 0 0 3 187
Total Working Papers 4 16 81 4,175 19 83 399 14,738


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 4 5 34 223 12 20 110 649
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks 1 3 24 154 4 14 72 479
A joint test for a unit root and common factor restrictions in the presence of a structural break 0 0 0 31 0 1 2 144
A modification of the Schmidt-Phillips unit root test 0 0 1 149 0 2 5 364
ADL tests for threshold cointegration 0 0 2 48 0 1 6 143
An LM Test for a Unit Root in the Presence of a Structural Change 1 1 1 85 1 1 2 276
An empirical analysis of mean reversion of the S&P 500’s P/E ratios 0 1 2 109 1 2 6 333
Are incomes converging among OECD countries? Time series evidence with two structural breaks 0 0 0 180 0 1 3 365
Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests 0 2 3 22 0 2 4 85
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests 0 0 0 0 1 1 2 3
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests 0 0 0 15 0 1 2 69
Average Derivative Estimation of Hedonic Price Models 1 1 1 43 2 4 5 159
Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests 0 0 0 0 2 3 3 3
Causality between advertising and sales: new evidence from cointegration 0 0 0 83 1 2 10 240
Century-long dynamics and convergence of income inequality among the US states 0 1 2 2 3 12 14 14
Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks 0 0 2 2 0 3 10 10
Convergence in per capita energy use among OECD countries 0 0 4 88 8 14 32 267
Convergence of per capita sulphur dioxide emissions across US states 0 0 2 26 8 14 27 97
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 85
DF-IV Unit Root Tests Using Stationary Instrument Variables 0 1 1 10 0 2 9 60
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 68 0 1 4 250
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries 0 0 0 0 0 1 3 3
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? 0 0 1 30 0 0 4 125
Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem 0 0 0 36 0 0 0 180
Finite sample performance of Schmidt-Philips unit root tests 0 0 0 16 1 2 2 86
Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics 0 0 5 30 2 3 26 125
Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors 0 0 0 25 0 0 5 94
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/ 19 26 78 4,613 33 66 229 14,146
IV threshold cointegration tests and the Taylor rule 0 0 1 92 0 3 10 239
Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures 0 0 0 17 0 0 1 80
Intertemporal production and intertemporal substitution in output supply and input demand 0 0 0 3 1 3 11 25
Introduction: Special Issue Honoring the Contributions of Walter Enders 0 0 0 0 0 1 3 3
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 17 0 2 15 68
LM threshold unit root tests 0 0 1 71 0 1 5 218
Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach 0 0 0 0 0 0 0 35
Minimum LM unit root test with one structural break 5 13 70 519 14 50 322 1,962
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks 5 8 50 1,187 15 34 141 2,766
Modeling International Long-Term Interest Rates 0 0 0 0 0 1 3 132
More powerful cointegration tests with non-normal errors 0 0 6 26 5 6 22 94
Municipal Bonds and Tax Arbitrage: A Cointegration Analysis 0 0 0 4 0 1 2 29
National culture and environmental sustainability: A cross-national analysis 1 2 6 32 1 7 21 128
New insights about the relationship between corporate cash holdings and interest rates 0 1 3 11 0 1 8 62
Non-renewable resource prices: Deterministic or stochastic trends? 0 0 5 171 1 1 19 732
On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates 0 0 1 44 0 0 1 178
On stationary tests in the presence of structural breaks 0 0 2 36 0 1 6 98
On the end-point issue in unit root tests in the presence of a structural break 0 0 0 4 0 0 0 52
On the power of stationarity tests using optimal bandwidth estimates 0 0 0 31 1 1 1 107
Panel LM Unit‐root Tests with Level Shifts 1 1 4 352 1 6 13 731
Panel LM unit root tests with level and trend shifts 0 0 9 23 1 4 24 75
Performance of nonlinear instrumental variable unit root tests using recursive detrending methods 0 0 0 9 0 0 1 82
Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship 1 3 11 133 2 9 37 419
Purchasing power parity: Evidence from a transition economy 0 0 0 38 0 1 2 118
Putting Out Fires: An Examination of the Determinants of State Clean Indoor‐Air Laws 0 0 0 0 0 0 0 0
Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis 0 0 0 123 0 2 2 1,184
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis 3 5 26 116 4 11 70 331
Response surface estimates of the LM unit root tests 0 1 5 6 0 2 15 18
Smooth Transition ARCH Models: Estimation and Testing 0 0 1 40 0 2 3 149
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks 0 0 1 132 1 1 6 338
Stochastic convergence in per capita fossil fuel consumption in U.S. states 0 0 3 10 0 3 15 63
THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO 0 0 0 15 0 0 0 88
Testing the null of cointegration in the presence of a structural break 0 0 0 93 2 3 4 198
Testing the null of stationarity in the presence of a structural break 0 0 0 132 0 0 2 286
The flexible Fourier form and Dickey–Fuller type unit root tests 1 1 14 148 11 24 102 514
The market efficiency hypothesis on stock prices: international evidence in the 1920s 0 0 0 48 1 1 2 244
Time-varying integration of the sovereign bond markets in European post-transition economies 0 1 2 11 0 3 10 64
Two-Step LM Unit Root Tests with Trend-Breaks 0 0 2 25 0 0 12 70
Unit Root Tests Based on Instrumental Variables Estimation 0 0 0 31 0 0 1 123
Total Journal Articles 43 77 387 9,873 140 358 1,509 30,957


Statistics updated 2021-11-05