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LM threshold unit root tests
Lee, Junsoo; Strazicich, Mark; Yu, Byungchul - In: Economics letters 110 (2011) 2, pp. 113-116
Persistent link: https://www.econbiz.de/10009241684
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Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
Lee, Hyejin; Meng, Ming; Lee, Junsoo - In: Economics letters 117 (2012) 1, pp. 214-216
Persistent link: https://www.econbiz.de/10009697821
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The flexible Fourier form a Dickey-Fuller type unit root tests
Enders, Walter; Lee, Junsoo - In: Economics letters 117 (2012) 1, pp. 196-199
Persistent link: https://www.econbiz.de/10009697835
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A note on the size of the KPSS unit root test
Su, Jen-je; Amsler, Christine Elaine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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On the end-point issue in unit root tests in the presence of a structural break
Lee, Junsoo - In: Economics letters 68 (2000) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10001481916
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Spurious logarithms and the KPSS statistic
Jong, Robert M. de; Schmidt, Peter - In: Economics letters 76 (2002) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10001691952
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Testing the null of cointegration in the presence of a structural break
Bartley, William Alan; Lee, Junsoo; Strazicich, Mark - In: Economics letters 73 (2001) 3, pp. 315-323
Persistent link: https://www.econbiz.de/10001635088
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The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Han, Chirok; Schmidt, Peter - In: Economics letters 74 (2001) 1, pp. 61-66
Persistent link: https://www.econbiz.de/10001635465
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On the power of stationarity tests using optimal bandwidth estimates
Lee, Junsoo - In: Economics letters 51 (1996) 2, pp. 131-137
Persistent link: https://www.econbiz.de/10001201052
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A modification of the Schmidt-Phillips unit root test
Schmidt, Peter - In: Economics letters 36 (1991) 3, pp. 285-289
Persistent link: https://www.econbiz.de/10001107893