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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
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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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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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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
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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
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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
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Quasi-fixed inputs and long-run equilibrium in production : a cointegration analysis
Kim, H. Youn; Lee, Junsoo - In: Journal of applied econometrics 16 (2001) 1, pp. 41-57
Persistent link: https://www.econbiz.de/10001557368
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On stationary tests in the presence of structural breaks
Lee, Junsoo - In: Economics letters 55 (1997) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10001227367
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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
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Break point estimation and spurious rejections with endogenous unit root tests
Lee, Junsoo; Strazicich, Mark - In: Oxford bulletin of economics and statistics 63 (2001) 5, pp. 535-558
Persistent link: https://www.econbiz.de/10001627801