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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

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

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

Do per capita health care expenditures converge among OECD countries? : evidence from unit root tests with level and trend-shifts

Payne, James E.; Anderson, Stephanie; Lee, Junsoo; Cho, … - In: Applied economics 47 (2015) 52/54, pp. 5600-5613

Persistent link: https://www.econbiz.de/10011348892

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

Convergence in per capita energy use among OECD countries

Meng, Ming; Payne, James E.; Lee, Junsoo - In: Energy economics 36 (2013), pp. 536-545

Persistent link: https://www.econbiz.de/10009724646

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

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

More powerful unit root tests with non-normal errors

Im, KyungSo; Lee, Junsoo; Tieslau, Margie A. - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 315-342). 2014

Persistent link: https://www.econbiz.de/10011559041

More powerful LM unit root tests with non-normal errors

Meng, Ming; Im, KyungSo; Lee, Junsoo; Tieslau, Margie A. - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 343-357). 2014

Persistent link: https://www.econbiz.de/10011559052