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Smooth transition ARCH models . estimation and testing
Lee, Junsoo
;
DeGennaro, Ramon P.
- In:
Review of quantitative finance and accounting
15
(
2000
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10001520697
Saved in:
2
Modeling international long-term interest rates
DeGennaro, Ramon P.
- In:
The financial review : the official publication of the …
29
(
1994
)
4
,
pp. 577-597
Persistent link: https://www.econbiz.de/10001175311
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Municipal bonds and tax arbitrage : a cointgration analysis
Kim, H. Youn
;
Lee, Junsoo
;
Lile, Stephen E.
;
Ramsey, …
- In:
Public finance review : PFR
28
(
2000
)
4
,
pp. 372-389
Persistent link: https://www.econbiz.de/10001492401
Saved in:
6
The market efficiency hypothesis on stock prices : international evidence in the 1920s
Lee, Junsoo
;
Cheng, Jen-chi
;
Lin, Chyongchiou Jeng
; …
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 61-65
Persistent link: https://www.econbiz.de/10001240671
Saved in:
7
Unit root tests based on instrumental variables estimation
Lee, Junsoo
- In:
International economic review
35
(
1994
)
2
,
pp. 449-462
Persistent link: https://www.econbiz.de/10001164416
Saved in:
8
Dealing with censored data from contingent valuation surveys : symmetrically-trimmed least squares estimation
Kwak, Seung-jun
- In:
Southern economic journal
63
(
1997
)
3
,
pp. 743-750
Persistent link: https://www.econbiz.de/10001213597
Saved in:
9
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
Saved in:
10
Are shocks to foreign investment in developing countries permanent or temporary? : Evidence from panel unit root tests
Strazicich, Mark
;
Co, Catherine Yap
;
Lee, Junsoo
- In:
Economics letters
70
(
2001
)
3
,
pp. 405-412
Persistent link: https://www.econbiz.de/10001550142
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