Junsoo Lee
Names
Identifer
Contact
| email: |
jlee at domain ua.edu
|
| homepage: |
https://sites.google.com/site/junsoolee/home |
|
| phone: |
205-348-8978 |
| postal address: |
Department of Economics, Finance and Legal Studies
The University of Alabama, Box 870224 (263 Alston Hall)
Tuscaloosa, AL 35487-0224
Phone: (205) 348-8978; Fax: (205) 348-0590 |
Affiliations
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University of Alabama-Tuscaloosa
/ Culverhouse College of Business (weight: 50%)
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University of Alabama-Tuscaloosa
/ Culverhouse College of Business
/ Department of Economics, Finance and Legal Studies (weight: 50%)
Research profile
author of:
- Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice (RePEc:apl:wpaper:04-14)
by Bradley Braun & Junsoo Lee & Mark C. Strazicich - Minimum LM Unit Root Test with One Structural Break (RePEc:apl:wpaper:04-17)
by Junsoo Lee & Mark C. Strazicich - Are Regional Incomes Converging in the U.S.? Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks (RePEc:apl:wpaper:05-06)
by Mark C. Strazicich & Junsoo Lee - Nonrenewable Resource Prices: Deterministic or Stochastic Trends? (RePEc:apl:wpaper:05-20)
by Junsoo Lee & John A. List & Mark C. Strazicich - The Determinants Of Laws Restricting Youth Access To Tobacco (RePEc:bla:coecpo:v:27:y:2009:i:1:p:16-27)
by Craig A. Gallet & Gary A. Hoover & Junsoo Lee - Modeling International Long-Term Interest Rates (RePEc:bla:finrev:v:29:y:1994:i:4:p:577-97)
by DeGennaro, Ramon P & Kunkel, Robert A & Lee, Junsoo - A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409)
by Ralf Becker & Walter Enders & Junsoo Lee - ADL tests for threshold cointegration (RePEc:bla:jtsera:v:31:y:2010:i:4:p:241-254)
by Jing Li & Junsoo Lee - Johansen‐type cointegration tests with a Fourier function (RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852)
by Razvan Pascalau & Junsoo Lee & Saban Nazlioglu & Yan (Olivia) Lu - Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests (RePEc:bla:obuest:v:63:y:2001:i:5:p:535-558)
by Junsoo Lee & Mark C. Strazicich - Panel LM Unit‐root Tests with Level Shifts (RePEc:bla:obuest:v:67:y:2005:i:3:p:393-419)
by Kyung‐So Im & Junsoo Lee & Margie Tieslau - A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks (RePEc:bla:obuest:v:74:y:2012:i:4:p:574-599)
by Walter Enders & Junsoo Lee - Nature of comovements in US state and MSA housing prices (RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989)
by Alan Tidwell & Yan (Olivia) Lu & Junsoo Lee & Piyali Banerjee - More powerful cointegration tests with non-normal errors (RePEc:bpj:sndecm:v:19:y:2015:i:4:p:397-413:n:1)
by Lee Hyejin & Lee Junsoo & Im Kyungso - RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis (RePEc:bpj:sndecm:v:21:y:2017:i:1:p:31-45:n:6)
by Meng Ming & Lee Junsoo & Payne James E. - Introduction: Special Issue Honoring the Contributions of Walter Enders (RePEc:bpj:sndecm:v:22:y:2018:i:1:p:2:n:8)
by Lee Junsoo & Ma Jun - Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship (RePEc:bpj:sndecm:v:22:y:2018:i:1:p:20:n:8)
by Arčabić Vladimir & Tica Josip & Lee Junsoo & Sonora Robert J. - Testing for stationarity with covariates: more powerful tests with non-normal errors (RePEc:bpj:sndecm:v:26:y:2022:i:2:p:191-203:n:5)
by Nazlioglu Saban & Lee Junsoo & Karul Cagin & You Yu - An LM Test for a Unit Root in the Presence of a Structural Change (RePEc:cup:etheor:v:11:y:1995:i:02:p:359-368_00)
by Amsler, Christine & Lee, Junsoo - Minimum LM unit root test with one structural break (RePEc:ebl:ecbull:eb-13-00296)
by Junsoo Lee & Mark C. Strazicich - Testing for a unit-root with a nonlinear Fourier function (RePEc:ecm:feam04:457)
by Junsoo Lee & Walter Enders - LM Unit Root Test with Panel Data: A Test Robust To Structural Changes (RePEc:ecm:wc2000:0648)
by Kyung So Im & Junsoo Lee - Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks (RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000870)
by Nazlioglu, Saban & Payne, James E. & Lee, Junsoo & Rayos-Velazquez, Marco & Karul, Cagin - Century-long dynamics and convergence of income inequality among the US states (RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001152)
by Arčabić, Vladimir & Kim, Kyoung Tae & You, Yu & Lee, Junsoo - IV threshold cointegration tests and the Taylor rule (RePEc:eee:ecmode:v:27:y:2010:i:6:p:1463-1472)
by Enders, Walter & Im, Kyung So & Lee, Junsoo & Strazicich, Mark C. - Panel LM unit root tests with level and trend shifts (RePEc:eee:ecmode:v:80:y:2019:i:c:p:1-10)
by Lee, Junsoo & Tieslau, Margie - Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem (RePEc:eee:ecolec:v:36:y:2001:i:1:p:87-108)
by Russell, Clifford & Dale, Virginia & Lee, Junsoo & Jensen, Molly Hadley & Kane, Michael & Gregory, Robin - LM threshold unit root tests (RePEc:eee:ecolet:v:110:y:2011:i:2:p:113-116)
by Lee, Junsoo & Strazicich, Mark C. & Yu, Byung Chul - The flexible Fourier form and Dickey–Fuller type unit root tests (RePEc:eee:ecolet:v:117:y:2012:i:1:p:196-199)
by Enders, Walter & Lee, Junsoo - Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (RePEc:eee:ecolet:v:117:y:2012:i:1:p:214-216)
by Lee, Hyejin & Meng, Ming & Lee, Junsoo - Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures (RePEc:eee:ecolet:v:120:y:2013:i:2:p:195-199)
by Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo - Response surface estimates of the LM unit root tests (RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301099)
by Nazlioglu, Saban & Lee, Junsoo - A modification of the Schmidt-Phillips unit root test (RePEc:eee:ecolet:v:36:y:1991:i:3:p:285-289)
by Schmidt, Peter & Lee, Junsoo - On the power of stationarity tests using optimal bandwidth estimates (RePEc:eee:ecolet:v:51:y:1996:i:2:p:131-137)
by Lee, Junsoo - On stationary tests in the presence of structural breaks (RePEc:eee:ecolet:v:55:y:1997:i:2:p:165-172)
by Lee, Junsoo & Huang, Cliff J. & Shin, Yongcheol - On the end-point issue in unit root tests in the presence of a structural break (RePEc:eee:ecolet:v:68:y:2000:i:1:p:7-11)
by Lee, Junsoo - Are shocks to foreign investment in developing countries permanent or temporary? : Evidence from panel unit root tests (RePEc:eee:ecolet:v:70:y:2001:i:3:p:405-412)
by Strazicich, Mark C. & Co, Catherine Y. & Lee, Junsoo - Testing the null of cointegration in the presence of a structural break (RePEc:eee:ecolet:v:73:y:2001:i:3:p:315-323)
by Alan Bartley, William & Lee, Junsoo & Strazicich, Mark C. - Time-varying integration of the sovereign bond markets in European post-transition economies (RePEc:eee:empfin:v:36:y:2016:i:c:p:30-40)
by Posedel Šimović, Petra & Tkalec, Marina & Vizek, Maruška & Lee, Junsoo - Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure (RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003516)
by Payne, James E. & Lee, Junsoo & Islam, Md. Towhidul & Nazlioglu, Saban - Convergence in per capita energy use among OECD countries (RePEc:eee:eneeco:v:36:y:2013:i:c:p:536-545)
by Meng, Ming & Payne, James E. & Lee, Junsoo - Stochastic convergence in per capita fossil fuel consumption in U.S. states (RePEc:eee:eneeco:v:62:y:2017:i:c:p:382-395)
by Payne, James E. & Vizek, Maruška & Lee, Junsoo - 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 Fore (RePEc:eee:intfor:v:18:y:2002:i:3:p:455-460)
by Lee, Junsoo & Strazicich, Mark C. - Non-renewable resource prices: Deterministic or stochastic trends? (RePEc:eee:jeeman:v:51:y:2006:i:3:p:354-370)
by Lee, Junsoo & List, John A. & Strazicich, Mark C. - Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks (RePEc:eee:jhecon:v:22:y:2003:i:2:p:313-323)
by Jewell, Todd & Lee, Junsoo & Tieslau, Margie & Strazicich, Mark C. - 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] (RePEc:eee:jhecon:v:27:y:2008:i:4:p:1141-1142)
by Lee, Junsoo & Tieslau, Margie & Strazicich, Mark C. & Jewell, Todd - Are incomes converging among OECD countries? Time series evidence with two structural breaks (RePEc:eee:jmacro:v:26:y:2004:i:1:p:131-145)
by Strazicich, Mark C. & Lee, Junsoo & Day, Edward - Purchasing power parity: Evidence from a transition economy (RePEc:eee:jpolmo:v:27:y:2005:i:6:p:665-672)
by Payne, James & Lee, Junsoo & Hofler, Richard - Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks (RePEc:eee:rensus:v:70:y:2017:i:c:p:715-728)
by Payne, James E. & Vizek, Maruška & Lee, Junsoo - Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests (RePEc:eee:revfin:v:22:y:2013:i:4:p:187-193)
by Lee, Junsoo & Strazicich, Mark C. & Yu, Byung Chul - A joint test for a unit root and common factor restrictions in the presence of a structural break (RePEc:eee:streco:v:8:y:1997:i:2:p:221-232)
by Lee, Junsoo & Amsler, Christine - Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator (RePEc:esi:egpdis:2004-27)
by Richard Hofler & Julie Ann Elston & Junsoo Lee - Nonrenewable Resource Prices: Deterministic or Stochastic Trends? (RePEc:feb:natura:00486)
by Junsoo Lee & John List & Mark Strazicich - Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory (RePEc:feb:natura:00494)
by Junsoo Lee & John List - Finite Sample Performance Of Schmidt-Philips Unit Root Tests In The Presence Of Autocorrelation (RePEc:fth:mistet:8817)
by Lee, J. - A Modification of the Schmidt-Phillips Unit Root Test (RePEc:fth:mistet:9001)
by Lee, J. & Schmidt, P. - Unit Root Tests Based on Instrumental Variables Estimation (RePEc:fth:mistet:9008)
by Lee, J. & Schmidt, P. - Unit Root Tests Based on Instrumental Variables Estimation (RePEc:ier:iecrev:v:35:y:1994:i:2:p:449-62)
by Lee, Junsoo & Schmidt, Peter - Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis (RePEc:jae:japmet:v:16:y:2001:i:1:p:41-57)
by H. Youn Kim & Junsoo Lee - Average Derivative Estimation of Hedonic Price Models (RePEc:kap:enreec:v:16:y:2000:i:1:p:81-91)
by Junsoo Lee & Seung-Jun Kwak & John List - Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? (RePEc:kap:enreec:v:29:y:2004:i:1:p:21-37)
by Junsoo Lee & John List - Smooth Transition ARCH Models: Estimation and Testing (RePEc:kap:rqfnac:v:15:y:2000:i:1:p:5-20)
by Lee, Junsoo & Degennaro, Ramon P - Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries (RePEc:mcb:jmoncb:v:41:y:2009:i:2-3:p:285-314)
by Winnie P. H. Poon & Junsoo Lee & Benton E. Gup - Nonrenewable Resource Prices: Deterministic or Stochastic Trends? (RePEc:nbr:nberwo:11487)
by Junsoo Lee & John A. List & Mark Strazicich - Municipal Bonds and Tax Arbitrage: A Cointegration Analysis (RePEc:sae:pubfin:v:28:y:2000:i:4:p:372-389)
by H. Youn Kim & Junsoo Lee & Stephen E. Lile & James R. Ramsey - Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors (RePEc:sae:toueco:v:30:y:2024:i:1:p:67-103)
by James E Payne & Junsoo Lee - Unknown item RePEc:sda:workpa:22009 (paper)
- Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors (RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1196-z)
by Ming Meng & Mark C. Strazicich & Junsoo Lee - National culture and environmental sustainability: A cross-national analysis (RePEc:spr:jecfin:v:31:y:2007:i:1:p:104-121)
by Hoon Park & Clifford Russell & Junsoo Lee - An empirical analysis of mean reversion of the S&P 500’s P/E ratios (RePEc:spr:jecfin:v:36:y:2012:i:3:p:675-690)
by Ralf Becker & Junsoo Lee & Benton Gup - New insights about the relationship between corporate cash holdings and interest rates (RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-016-9372-8)
by Anna-Leigh Stone & Benton E. Gup & Junsoo Lee - A Comparison of the Female and Male Racial Disparities in Imprisonment (RePEc:spr:joerap:v:6:y:2023:i:2:d:10.1007_s41996-022-00111-x)
by Junsoo Lee & Paul Pecorino & Anne-Charlotte Souto - Two-Step LM Unit Root Tests with Trend-Breaks (RePEc:spt:stecon:v:1:y:2012:i:2:f:1_2_8)
by Junsoo Lee & Mark C. Strazicich & Ming Meng - DF-IV Unit Root Tests Using Stationary Instrument Variables (RePEc:spt:stecon:v:7:y:2018:i:1:f:7_1_1)
by Kyung So Im & Junsoo Lee & Vladimir Arcabic & Mansik Hur - On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates (RePEc:taf:apeclt:v:3:y:1996:i:3:p:197-200)
by Junsoo Lee & Dante Mossi - Causality between advertising and sales: new evidence from cointegration (RePEc:taf:apeclt:v:3:y:1996:i:5:p:299-301)
by Junsoo Lee & B. S. Shin & In Chung - Finite sample performance of Schmidt-Philips unit root tests (RePEc:taf:apeclt:v:4:y:1997:i:2:p:129-132)
by Junsoo Lee - Testing the null of stationarity in the presence of a structural break (RePEc:taf:apeclt:v:8:y:2001:i:6:p:377-382)
by Junsoo Lee & Mark Strazicich - Unknown item RePEc:taf:apfiec:v:8:y:1998:i:1:p:61-65 (article)
- Convergence of per capita sulphur dioxide emissions across US states (RePEc:taf:applec:v:46:y:2014:i:11:p:1202-1211)
by James E. Payne & Stephanie Miller & Junsoo Lee & Myeong Hyeon Cho - Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts (RePEc:taf:applec:v:47:y:2015:i:52:p:5600-5613)
by James E. Payne & Stephanie Anderson & Junsoo Lee & Myeong Hyeon Cho - Intertemporal production and intertemporal substitution in output supply and input demand (RePEc:taf:applec:v:49:y:2017:i:38:p:3797-3814)
by H. Youn Kim & Junsoo Lee - Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility (RePEc:taf:defpea:v:34:y:2023:i:1:p:13-35)
by Hasan Isomitdinov & Junsoo Lee & James E. Payne - Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures† (RePEc:taf:emetrv:v:42:y:2023:i:1:p:78-97)
by Saban Nazlioglu & Junsoo Lee & Margie Tieslau & Cagin Karul & Yu You - Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (RePEc:tpr:restat:v:85:y:2003:i:4:p:1082-1089)
by Junsoo Lee & Mark C. Strazicich - Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach (RePEc:wly:jforec:v:32:y:2013:i:5:p:435-451)
by Ross Mckitrick & Mark C. Strazicich & Junsoo Lee - Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries (RePEc:wly:jmoncb:v:41:y:2009:i:2-3:p:285-314)
by Winnie P. H. Poon & Junsoo Lee & Benton E. Gup - Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests (RePEc:wly:revfec:v:22:y:2013:i:4:p:187-193)
by Junsoo Lee & Mark C. Strazicich & Byung Chul Yu - Putting Out Fires: An Examination of the Determinants of State Clean Indoor‐Air Laws (RePEc:wly:soecon:v:73:y:2006:i:1:p:112-124)
by Craig A. Gallet & Gary A. Hoover & Junsoo Lee - Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics (RePEc:wly:soecon:v:83:y:2016:i:1:p:176-201)
by Robert Reed & Christina Lira & Lee Byung‐Ki & Junsoo Lee - On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models (RePEc:zag:wpaper:1409)
by Josip Tica & Vladimir Arčabić & Junsoo Lee & Robert J. Sonora