Junsoo Lee
Junsoo Lee
Professor of Economics, University of Alabama
Verifisert e-postadresse på ua.edu
Sitert av
Sitert av
Minimum Lagrange multiplier unit root test with two structural breaks
J Lee, MC Strazicich
Review of economics and statistics 85 (4), 1082-1089, 2003
A stationarity test in the presence of an unknown number of smooth breaks
R Becker, W Enders, J Lee
Journal of Time Series Analysis 27 (3), 381-409, 2006
A unit root test using a Fourier series to approximate smooth breaks
W Enders, J Lee
Oxford bulletin of Economics and Statistics 74 (4), 574-599, 2012
The flexible Fourier form and Dickey–Fuller type unit root tests
W Enders, J Lee
Economics Letters 117 (1), 196-199, 2012
Panel LM unit‐root tests with level shifts
KS Im, J Lee, M Tieslau
Oxford Bulletin of Economics and Statistics 67 (3), 393-419, 2005
Break point estimation and spurious rejections with endogenous unit root tests
J Lee, MC Strazicich
Oxford Bulletin of Economics and statistics 63 (5), 535-558, 2001
An LM test for a unit root in the presence of a structural change
C Amsler, J Lee
Econometric Theory 11 (2), 359-368, 1995
National culture and environmental sustainability: A cross-national analysis
H Park, C Russell, J Lee
Journal of Economics and Finance 31 (1), 104-121, 2007
Are incomes converging among OECD countries? Time series evidence with two structural breaks
MC Strazicich, J Lee, E Day
Journal of Macroeconomics 26 (1), 131-145, 2004
Non-renewable resource prices: Deterministic or stochastic trends?
J Lee, JA List, MC Strazicich
Journal of Environmental Economics and Management 51 (3), 354-370, 2006
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks
T Jewell, J Lee, M Tieslau, MC Strazicich
Journal of Health Economics 22 (2), 313-323, 2003
Convergence in per capita energy use among OECD countries
M Meng, JE Payne, J Lee
Energy Economics 36, 536-545, 2013
On stationary tests in the presence of structural breaks
J Lee, CJ Huang, Y Shin
Economics Letters 55 (2), 165-172, 1997
Two-step LM unit root tests with trend-breaks
J Lee, MC Strazicich, M Meng
Journal of Statistical and Econometric Methods 1 (2), 81-107, 2012
Empirical generalizations from brand extension research: How sure are we?
R Echambadi, I Arroniz, W Reinartz, J Lee
International Journal of Research in Marketing 23 (3), 253-261, 2006
Do solicitations matter in bank credit ratings? Results from a study of 72 countries
WPH Poon, J Lee, BE Gup
Journal of Money, Credit and Banking 41 (2‐3), 285-314, 2009
More powerful unit root tests with non-normal errors
KS Im, J Lee, MA Tieslau
Festschrift in honor of Peter Schmidt: Econometric methods and applications …, 2014
More powerful LM unit root tests with non-normal errors
M Meng, KS Im, J Lee, MA Tieslau
Festschrift in honor of peter schmidt: Econometric methods and applications …, 2014
Testing the null of stationarity in the presence of a structural break
J Lee, M Strazicich
Applied Economics Letters 8 (6), 377-382, 2001
ADL tests for threshold cointegration
J Li, J Lee
Journal of Time Series Analysis 31 (4), 241-254, 2010
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