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Prof. Junsoo Lee

Department of Economics

University of Alabama, USA

Email: jlee@cba.ua.edu


Ph.D., Michigan State UniversityUSA

M.S., Michigan State University, USA

B.S, Sung Kyun Kwan University, Korea

Publications (Selected)

  1. J. Lee and M. Strazicich (2014), “Minimum LM Unit Root Test with One Structural Break,” Economics Bulletin.
  2. I. Kim, J. Lee and M. Tieslau (2014), “More Powerful Unit Root Tests with Non-normal Errors,” A Festschrift in Honor of Peter Schmidt.
  3. 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.
  4. M. Meng, J. Payne and J. Lee (2013), “Convergence in Per Capita Energy Use among OECD Countries,” Energy Economics, 36, 536-545.
  5. 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.
  6. W. Enders and J. Lee (2012), “The Flexible Fourier Form and the Dickey-Fuller Type Unit Root Tests,” Economics Letters, 117, 196-199.
  7. 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.
  8. 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.
  9. 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.
  10. Li J. and Lee J. (2010), “ADL tests for threshold cointegration,” Journal of Time Series Analysis, 31, 4, 241-254.
  11. Poon W., Lee J. and Gup B. (2009), “Does Solicitation Matter in Bank Credit Ratings?” Journal of Money, Credit and Banking, 41, 285-314.
  12. Gallet C., Hoov G. and Lee J. (2009), “The determinants of laws restricting youth access to tobacco,” Contemporary Economic Policy, 27, 16-27.
  13. 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.
  14. Lee J., List J. and Strazicich M. (2006), “Nonrenewable Resource Prices: Deterministic or Stochastic Trend?” Journal of Environmental Economics and Management, 51, 354-370.
  15. 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.
  16. 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.
  17. Lee J. and List J. (2004), “Trends of Criteria Air Pollutants,” Environmental Resources and Economics., 29, 1, 21-37.
  18. 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.
  19. 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.
  20. 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.
  21. Kim H. and Lee J. (2001), “Quasi-fixed Inputs and Long-run Equilibrium in Production,” Journal of Applied Econometrics, 16, 41-57.
  22. Amsler C. (1995), “An LM Test for A Unit Root in the Presence of a Structural Change,” Econometric Theory, 11, 359-368.
  23. Lee J. and Schmidt P. (1994), “Unit Root Tests Based on Instrumental Variables Estimation, International Economic Review,” 35, 2, 449-462.
  24. Schmidt P. and Lee J. (1991), “A Modification of the Schmidt-Phillips Unit Root Test,” Economics Letters, 36, 285-289.

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