| Minimum Lagrange multiplier unit root test with two structural breaks J Lee, MC Strazicich Review of economics and statistics 85 (4), 1082-1089, 2003 | 3274 | 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 | 827 | 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 | 810* | 2012 |
| The flexible Fourier form and Dickey–Fuller type unit root tests W Enders, J Lee Economics Letters 117 (1), 196-199, 2012 | 552 | 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 | 531 | 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 | 448 | 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 | 286 | 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 | 246 | 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 | 227 | 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 | 211 | 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 | 211 | 2003 |
| Convergence in per capita energy use among OECD countries M Meng, JE Payne, J Lee Energy Economics 36, 536-545, 2013 | 176 | 2013 |
| On stationary tests in the presence of structural breaks J Lee, CJ Huang, Y Shin Economics Letters 55 (2), 165-172, 1997 | 141 | 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 | 105 | 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 | 104 | 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 | 103 | 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 | 92 | 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 | 87 | 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 | 85 | 2001 |
| ADL tests for threshold cointegration J Li, J Lee Journal of Time Series Analysis 31 (4), 241-254, 2010 | 81 | 2010 |
Mark StrazicichProfessor, Department of Economics, Appalachian State UniversityVerifisert e-postadresse på appstate.edu
