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Junsoo Lee · Study
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Author
Junsoo Lee
36 works
· latest 2022
· 5 institutions
cluster: provisional
ORCID 0000-0002-4345-2889
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36
Citations
8,334
Works here
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Most cited in this library
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks
2003 · 2,398 citations
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
2006 · 879 citations
The flexible Fourier form and Dickey–Fuller type unit root tests
2012 · 764 citations
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*
2011 · 747 citations
Minimum LM Unit Root Test with One Structural Break
2004 · 616 citations
Works
36 shown
Johansen‐type cointegration tests with a Fourier function
Journal of Time Series Analysis
·
2022
·
4 authors
17
citations
Response surface estimates of the LM unit root tests
Economics Letters
·
2020
·
2 authors
18
citations
Panel LM unit root tests with level and trend shifts
Economic Modelling
·
2017
·
2 authors
60
citations
New insights about the relationship between corporate cash holdings and interest rates
Journal of Economics and Finance
·
2016
·
3 authors
·
Open access
21
citations
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis
Studies in Nonlinear Dynamics and Econometrics
·
2016
·
2 authors
92
citations
More powerful cointegration tests with non-normal errors
Studies in Nonlinear Dynamics and Econometrics
·
2014
·
3 authors
102
citations
More powerful Engle–Granger cointegration tests
Journal of Statistical Computation and Simulation
·
2014
·
2 authors
18
citations
More Powerful Unit Root Tests with Non-normal Errors
Springer eBooks
·
2014
·
3 authors
·
chapter
·
Open access
113
citations
More Powerful LM Unit Root Tests with Non-normal Errors
Springer eBooks
·
2014
·
3 authors
·
chapter
96
citations
Convergence in per capita energy use among OECD countries
Energy Economics
·
2012
·
2 authors
161
citations
The flexible Fourier form and Dickey–Fuller type unit root tests
Economics Letters
·
2012
·
2 authors
764
citations
Two-Step LM Unit Root Tests with Trend-Breaks
RePEc: Research Papers in Economics
·
2012
·
3 authors
73
citations
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*
Oxford Bulletin of Economics and Statistics
·
2011
·
2 authors
·
Open access
747
citations
IV threshold cointegration tests and the Taylor rule
Economic Modelling
·
2010
·
4 authors
·
Open access
15
citations
ADL tests for threshold cointegration
Journal of Time Series Analysis
·
2010
·
2 authors
54
citations
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries
Journal of money credit and banking
·
2009
·
3 authors
82
citations
National culture and environmental sustainability: A cross-national analysis
Journal of Economics and Finance
·
2007
·
3 authors
·
Open access
202
citations
Empirical generalizations from brand extension research: How sure are we?
International Journal of Research in Marketing
·
2006
·
4 authors
·
Open access
66
citations
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
Journal of Time Series Analysis
·
2006
·
3 authors
·
Open access
879
citations
Non-renewable resource prices: Deterministic or stochastic trends?
Journal of Environmental Economics and Management
·
2006
·
3 authors
·
Open access
156
citations
Panel LM Unit‐root Tests with Level Shifts*
Oxford Bulletin of Economics and Statistics
·
2005
·
3 authors
·
Open access
396
citations
Purchasing power parity: Evidence from a transition economy
Journal of Policy Modeling
·
2005
·
3 authors
·
Open access
43
citations
Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator
RePEc: Research Papers in Economics
·
2004
·
3 authors
·
preprint
24
citations
Are incomes converging among OECD countries? Time series evidence with two structural breaks
Journal of Macroeconomics
·
2004
·
2 authors
·
Open access
158
citations
Minimum LM Unit Root Test with One Structural Break
RePEc: Research Papers in Economics
·
2004
·
2 authors
·
preprint
616
citations
Testing for a unit-root with a nonlinear Fourier function
RePEc: Research Papers in Economics
·
2004
·
2 authors
·
preprint
76
citations
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks
The Review of Economics and Statistics
·
2003
·
2 authors
·
Open access
2,398
citations
Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests
Oxford Bulletin of Economics and Statistics
·
2001
·
2 authors
·
Open access
329
citations
Testing the null of cointegration in the presence of a structural break
Economics Letters
·
2001
·
3 authors
·
Open access
25
citations
Testing the null of stationarity in the presence of a structural break
Applied Economics Letters
·
2001
·
2 authors
·
Open access
63
citations
On stationary tests in the presence of structural breaks
Economics Letters
·
1997
·
3 authors
90
citations
On the power of stationarity tests using optimal bandwidth estimates
Economics Letters
·
1996
·
1 author
48
citations
Causality between advertising and sales: new evidence from cointegration
Applied Economics Letters
·
1996
·
1 author
27
citations
An LM Test for a Unit Root in the Presence of a Structural Change
Econometric Theory
·
1995
·
2 authors
228
citations
Modeling International Long‐Term Interest Rates
Financial Review
·
1994
·
3 authors
·
Open access
36
citations
A modification of the Schmidt-Phillips unit root test
Economics Letters
·
1991
·
2 authors
41
citations