Similar Search Results

Hysteresis in unemployment? : evidence from linear and nonlinear unit root tests and tests with non-normal errors

Meng, Ming; Strazicich, Mark; Lee, Junsoo - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1399-1414

Persistent link: https://www.econbiz.de/10012019373

Panel LM unit root tests with level and trend shifts

Lee, Junsoo; Tieslau, Margie A. - In: Economic modelling 80 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012199158

Stationarity of health expenditures and GDP : evidence from panel unit root tests with heterogeneous structural breaks

Jewell, Todd; Lee, Junsoo; Tieslau, Margie; Strazicich, Mark - In: Journal of health economics 22 (2003) 2, pp. 313-323

Persistent link: https://www.econbiz.de/10001739239

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

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

Minimum lagrange multiplier unit root test with two structural breaks

Lee, Junsoo; Strazicich, Mark - In: The review of economics and statistics 85 (2003) 4, pp. 1082-1089

Persistent link: https://www.econbiz.de/10001832991

Are incomes converging among OECD countries? : Time series evidence with two structural breaks

Strazicich, Mark; Lee, Junsoo; Day, Edward - In: Journal of macroeconomics 26 (2004) 1, pp. 131-145

Persistent link: https://www.econbiz.de/10001988363

Two-step LM unit root tests with trend-breaks

Lee, Junsoo; Strazicich, Mark; Meng, Ming - In: Journal of statistical and econometric methods 1 (2012) 2, pp. 81-107

In this paper, we consider and examine the performance of two-step LM unit root tests with trend-breaks. In the first step, we jointly test for the existence and location of breaks using a maximum F-test. In the second step, we utilize the identified breaks and test for a unit root. A...

Persistent link: https://www.econbiz.de/10009769986

A unit root test using a Fourier series to approximate smooth breaks

Enders, Walter; Lee, Junsoo - In: Oxford bulletin of economics and statistics 74 (2012) 4, pp. 574-599

Persistent link: https://www.econbiz.de/10010219892

Non-renewable resource prices : deterministic or stochastic trends?

Lee, Junsoo; List, John A.; Strazicich, Mark - In: Journal of environmental economics and management : … 51 (2006) 3, pp. 354-370

Persistent link: https://www.econbiz.de/10003329623