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More powerful cointegration tests with non-normal errors
Lee, Hyejin; Lee, Junsoo; Im, KyungSo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 397-413
Persistent link: https://www.econbiz.de/10011339425
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RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Meng, Ming; Lee, Junsoo; Payne, James E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10011650185
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Introduction: special issue honoring the contributions of Walter Enders
Lee, Junsoo; Ma, Jun - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10011886509
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Public debt and economic growth conundrum : nonlinearity and inter-temporal relationship
Arčabić, Vladimir; Tica, Josip; Lee, Junsoo; Sonora, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011886630
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Testing for stationarity with covariates : more powerful tests with non-normal errors
Nazlıoğlu, Şaban; Lee, Junsoo; Karul, Cagin; You, Yu - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 191-203
Persistent link: https://www.econbiz.de/10013334708