Prof. Junsoo Lee
Department of Economics
University of Alabama, USA
Email: jlee@cba.ua.edu
Qualifications
Ph.D., Michigan State University, USA
M.S., Michigan State University, USA
B.S, Sung Kyun Kwan University, Korea
Publications (Selected)
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J. Lee and M. Strazicich (2014), “Minimum LM Unit Root Test with One Structural Break,” Economics Bulletin.
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I. Kim, J. Lee and M. Tieslau (2014), “More Powerful Unit Root Tests with Non-normal Errors,” A Festschrift in Honor of Peter Schmidt.
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R. McKitrick and M. Strazicich and J. Lee (2013), “Stationarity of Global Per Capita Carbon Dioxide Emissions: Implications for Global Warming Scenarios,” Journal of Forecasting, 32, 5, 435-451.
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M. Meng, J. Payne and J. Lee (2013), “Convergence in Per Capita Energy Use among OECD Countries,” Energy Economics, 36, 536-545.
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Lee, J, M. Strazicich, and M. Meng (2012), “Two-Step LM Unit Root Tests with Trend-Breaks,” Journal of Statistical and Econometric Methods, 1 (2), 81-107.
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W. Enders and J. Lee (2012), “The Flexible Fourier Form and the Dickey-Fuller Type Unit Root Tests,” Economics Letters, 117, 196-199.
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Lee J., Strazicich M. and Li J. (2011), “Performance of Threshold Cointegration “Performance of Threshold Cointegration Tests,” Journal of Statistical Computation and Simulation, 1-17.
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Enders W., and Lee J. (2011), “Testing for a unit-root with a nonlinear Fourier function”, Oxford Bulletin of Economics and Statistics, 74 (4), 574-599.
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Lee J., Meng M. and Lee J. (2011), “How Do Nonlinear Unit Root Tests Perform With Non-normal Errors?” Communication in Statistics, 40, 1182-1191.
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Li J. and Lee J. (2010), “ADL tests for threshold cointegration,” Journal of Time Series Analysis, 31, 4, 241-254.
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Poon W., Lee J. and Gup B. (2009), “Does Solicitation Matter in Bank Credit Ratings?” Journal of Money, Credit and Banking, 41, 285-314.
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Gallet C., Hoov G. and Lee J. (2009), “The determinants of laws restricting youth access to tobacco,” Contemporary Economic Policy, 27, 16-27.
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Becker R., Enders W. and Lee J. (2006), “A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks,” Journal of Time Series Analysis, 27, 3, 381-409.
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Lee J., List J. and Strazicich M. (2006), “Nonrenewable Resource Prices: Deterministic or Stochastic Trend?” Journal of Environmental Economics and Management, 51, 354-370.
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Im K., Lee. J. and Tieslau M. (2005), “Panel LM unit Root Tests with Level Shifts,” Oxford Bulletin of Economics and Statistics, 67, 3, 393-419.
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Day E., Lee J. and Strazicich M. “Are Incomes Converging? Evidence from OECD Countries with Two Structural Breaks”, Journal of Macroeconomics, Winter 2004, Vol. 26, No. 1, 131-145.
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Lee J. and List J. (2004), “Trends of Criteria Air Pollutants,” Environmental Resources and Economics., 29, 1, 21-37.
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Lee J. and Strazicich M. (2003), “Minimum LM Unit Root Tests with Two Structural Breaks,” The Review of Economics and Statistics, 85, 4, 1082-1089.
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Jewell T. Lee J., Tieslau M. and Strazicich M. (2003), “Stationarity of Health Expenditures and GDP: Evidence from Pane Unit Root Tests with Heterogeneous Structural Breaks,” The Journal of Health Economics, 22 (2), 313-323.
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Lee J. and Strazicich M. (2001), “Break Point Estimation with Minimum Unit Root Tests and Spurious Rejections of the Null,” Oxford Bulletin of Economics and Statistics, 63, 535–558.
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Kim H. and Lee J. (2001), “Quasi-fixed Inputs and Long-run Equilibrium in Production,” Journal of Applied Econometrics, 16, 41-57.
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Amsler C. (1995), “An LM Test for A Unit Root in the Presence of a Structural Change,” Econometric Theory, 11, 359-368.
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Lee J. and Schmidt P. (1994), “Unit Root Tests Based on Instrumental Variables Estimation, International Economic Review,” 35, 2, 449-462.
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Schmidt P. and Lee J. (1991), “A Modification of the Schmidt-Phillips Unit Root Test,” Economics Letters, 36, 285-289.
Profile Details
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