/ Culverhouse - Faculty : Junsoo Lee
Junsoo  Lee
Junsoo
Lee
Professor of Economics
Rick and Elaine Horsley Faculty Fellow

263 Alston Hall
205-348-8978




Personal Website

jlee@culverhouse.ua.edu
Focus and current research

Econometrics, Applied Econometrics, Macroeconomics

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Education

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.

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Selected Publications

    "More Powerful Cointegration Tests with Non-Normal Errors." (With Hyejin Lee and Kyung-so Im.) Studies in Nonlinear Dynamics and Econometrics. Forthcoming.

    "More Powerful Engle and Granger Cointegration Tests." (With Hyejin Lee.) Journal of Statistical Computation and Simulation. Forthcoming.

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

    "Stationarity of Global Per Capita Carbon Dioxide Emissions: Implications for Global Warming Scenarios." (With Mark Strazicich and R. McKitrick.) Journal of Forecasting. June 2013.

    "Convergence in Per Capita Energy Use among OECD Countries," (With M. Meng and J.E. Payne.) March 2013.

    "A Unit-root Test Using a Fourier series to Approximate Smooth Breaks." (With Walter Enders) Oxford Bulletin of Economics and Statistics. August 2012.

    "ADL Tests for Threshold Cointegration." (With Jing Li.) Journal of Time Series Analysis. July 2010.

    "Does Solicitation Matter in Bank Credit Ratings?" (With Benton Gup and Winnie Poon.) Journal of Money, Credit and Banking. March 2009.

    "Stationarity Tests with Unattended Nonlinearity." (With Walter Enders and Ralf Becker.) Journal of Time Series Analysis. May 2006.

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

    "Panel LM unit Root Tests with Level Shifts." (With Kyung-So Im and Margie Tieslau.) Oxford Bulletin of Economics and Statistics. June 2005.

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

    "Stationarity of Health Expenditures: a Re-examination Using Panel Unit root Tests with Heterogeneous Structural Breaks." (With T. Jewell, M. Tieslau and M. Strazicich.) Journal of Health Economics. March 2003.

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