/ Culverhouse - Faculty : Junsoo Lee
Junsoo  Lee

263 Alston Hall

Personal Website

Focus and current research

Econometrics, Applied Econometrics, Macroeconomics


Sung Kyun Kwan University (B.A.), Michigan State University (M.A., Ph.D.).

Honors, Achievements
and Affiliations

Dr. Lee has published articles in journals such as Review of Economics and Statistics, International Economic Review, Econometric Theory, Journal of Health Economics. Journal of Applied Econometrics, Economics Letters, and Oxford Bulletin of Economics and Statistics. His primary research area has been in the area of time series econometrics, focusing on developing new unit root tests, cointegration tests, and non-linear time series models. His research interests also covers issues in cross-sectional econometrics including dynamic panel data models, count data models, duration models, stochastic frontier models, and treatment effect models. He is a member of the American Economic Association, the Econometric Society, and the American Agricultural Economic Association.

Selected Publications

    “RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis.” (With Ming Meng and James Payne.) Studies in Nonlinear Dynamics and Econometrics. Forthcoming. doi: 10.1515/snde-2016-0050

    “Stochastic Convergence in Per Capita Fossil Fuel Consumption in U.S. States.” (With M. Vizek and James Payne.) Energy Economics. Forthcoming. doi: 10.1016/j.eneco.2016.03.023

    “Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics.” (With Byung Ki Lee, Cristina Lira and Robert Reed.) Southern Economic Journal. July 2016. doi: 10.1002/soej.12136

    “Time Varying Integration of the Sovereign Bond Markets in European Post-Transition Economies.” (With P. Šimović, M. Tkalec and M. Vizek.) Journal of Empirical Finance. March 2016. doi: 10.1016/j.jempfin.2015.12.005

    "More Powerful Cointegration Tests with Non-Normal Errors." (With Hyejin Lee and Kyung-so Im.) Studies in Nonlinear Dynamics and Econometrics. September 2015.  doi: 10.1515/snde-2013-0060

    "Improved Autoregressive Forecasts in the Presence of Non-normal Errors." (With Jing Li.) Journal of Statistical Computation and Simulation. July 2015.  doi 10.1080/00949655.2014.945930

    "A Unit-root Test Using a Fourier series to Approximate Smooth Breaks." (With Walter Enders) Oxford Bulletin of Economics and Statistics. August 2012. doi: 10.1111/j.1468-0084.2011.00662.x

    "ADL Tests for Threshold Cointegration." (With Jing Li.) Journal of Time Series Analysis. July 2010. doi: 10.1111/j.1467-9892.2010.00659.x

    "Does Solicitation Matter in Bank Credit Ratings?" (With Benton Gup and Winnie Poon.) Journal of Money, Credit and Banking. March 2009. doi: 10.1111/j.1538-4616.2009.00206.x

    "Stationarity Tests with Unattended Nonlinearity." (With Walter Enders and Ralf Becker.) Journal of Time Series Analysis. May 2006. doi: 10.1111/j.1467-9892.2006.00478.x

    "Nonrenewable Resource Prices: Deterministic or Stochastic Trend?" (With John A. List and Mark Strazicich.) Journal of Environmental Economics and Management. January 2006.  doi: 10.1016/j.jeem.2005.09.005

    "Panel LM unit Root Tests with Level Shifts." (With Kyung-So Im and Margie Tieslau.) Oxford Bulletin of Economics and Statistics. June 2005. doi: 10.1111/j.1468-0084.2005.00125.x

    "Minimum LM Unit Root Tests with Two Structural Breaks." (With M. Strazicich.) Review of Economics and Statistics. November 2003.  doi: 10.1162/003465303772815961

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