25 Publications
2018
New insights about the relationship between corporate cash holdings and interest rates
Stone, Anna-Leigh⋅Gup, Benton E and Lee, Junsoo
Journal of Economics and Finance, vol. 42, (no. 1), pp. 33-65, Jan 2018. | Journal Article
2017
Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors
Meng, Ming⋅Meng, Ming⋅Strazicich, Mark C⋅Strazicich, Mark⋅Lee, Junsoo and Lee, Junsoo
Empirical Economics, vol. 53, (no. 4), pp. 1399-1414, Dec 2017. | Journal Article
2013
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
Lee, Junsoo⋅Strazicich, Mark C and Yu, Byung C
Review of Financial Economics, vol. 22, (no. 4), Nov 2013. | Journal Article
 
Performance of threshold cointegration tests
Lee, Junsoo⋅Li, Jing and Strazicich, Mark C
Journal of Statistical Computation and Simulation, vol. 83, (no. 5), pp. 791-807, 2013. | Journal Article
2009
The Determinants of Laws Restricting Youth Access to Tobacco
Gallet, Craig A⋅Hoover, Gary A and Lee, Junsoo
Contemporary Economic Policy, vol. 27, (no. 1), pp. 16-27, 2009. | Journal Article
2007
NATIONAL CULTURE AND ENVIRONMENTAL SUSTAINABILITY: A CROSS-NATIONAL ANALYSIS
Park, Hoon⋅Russell, Cliff and Lee, Junsoo
Journal of Economics and Finance, vol. 31, (no. 1), pp. 104-121, Spring 2007. | Journal Article
2006
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
Becker, Ralf⋅Enders, Walter and Lee, Junsoo
Journal of Time Series Analysis, vol. 27, (no. 3), pp. 381-409, May 2006. | Journal Article
 
Empirical generalizations from brand extension research: How sure are we?
Echambadi, Raj R⋅Arroniz, Inigo⋅Reinartz, Werner and Lee, Junsoo
International Journal of Research in Marketing, vol. 23, (no. 3), pp. 253-261, Sep 2006. | Journal Article
 
Non-renewable resource prices: Deterministic or stochastic trends?
Lee, Junsoo⋅List, John A and Strazicich, Mark C
Journal of Environmental Economics and Management, vol. 51, (no. 3), pp. 354-370, May 2006. | Journal Article
2005
Panel LM Unit-root Tests with Level Shifts
Im, Kyung-So⋅Lee, Junsoo and Tieslau, Margie A
Oxford Bulletin of Economics and Statistics, vol. 67, (no. 3), pp. 393, Jun 2005. | Journal Article
2004
Are incomes converging among OECD countries? Time series evidence with two structural breaks
Strazicich, Mark C⋅Lee, Junsoo and Day, Edward A
Journal of Macroeconomics, vol. 26, (no. 1), pp. 131-145, Mar 2004. | Journal Article
 
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory?
Lee, Junsoo and List, John A
Environmental and Resource Economics, vol. 29, (no. 1), pp. 21-37, Sep 2004. | Journal Article
2003
Stationarity of health expenditures and GDP: Evidence from panel unit root tests with heterogeneous structural breaks
Jewell, Todd⋅Lee, Junsoo⋅Tieslau, Margie A and Strazicich, Mark C
Journal of Health Economics, vol. 22, (no. 2), pp. 313-323, Mar 2003. | Journal Article
2002
Software review
Lee, Junsoo and Strazcich, Mark C
International Journal of Forecasting, vol. 18, (no. 3), pp. 455-460, Jul-Sep 2002. | Journal Article
2001
Break point estimation and spurious rejections with endogenous unit root tests
Lee, Junsoo and Strazicich, Mark C
Oxford Bulletin of Economics and Statistics, vol. 63, (no. 5), pp. 535-558, Dec 2001. | Journal Article
 
Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem
Russell, Cliff⋅Dale, V.⋅Lee, Junsoo⋅Jensen, MH⋅Kane, M. and Gregory, R.
Ecological Economics, vol. 36, (no. 1), pp. 87-108, 2001. | Journal Article
 
Quasi-fixed inputs and long-run equilibrium in production: A cointegration analysis
Kim, H. Y and Lee, Junsoo
Journal of Applied Econometrics, vol. 16, (no. 1), pp. 41-57, Jan/Feb 2001. | Journal Article
2000
Average Derivative Estimation of Hedonic Price Models
Lee, Junsoo⋅Kwak, Seung Jun and List, John A
Environmental and Resource Economics, vol. 16, (no. 1), pp. 81-91, May 2000. | Journal Article
 
Municipal bonds and tax arbitrage: A cointegration analysis
Kim, H. Y⋅Lee, Junsoo⋅Lile, Stephen E and Ramsey, James R
Public Finance Review, vol. 28, (no. 4), pp. 372-389, Jul 2000. | Journal Article
 
Smooth Transition ARCH Models: Estimation and Testing
Lee, Junsoo and De Gennaro, Ramon R
Review of Quantitative Finance and Accounting, vol. 15, (no. 1), pp. 5-20, Jul 2000. | Journal Article
1998
The market efficiency hypothesis on stock prices: International evidence in the 1920s
Lee, Junsoo⋅Cheng, Jen-Chi⋅Lin, Chyongchiou J and Huang, Cliff
Applied Financial Economics, vol. 8, (no. 1), pp. 61-65, Feb 1998. | Journal Article
1997
Dealing with censored data from contingent valuation surveys: Symmetrically-trimmed least squares estimation
Kwak, Seung Jun⋅Lee, Junsoo and Russell, Cliff
Southern Economic Journal, vol. 63, (no. 3), pp. 743-750, Jan 1997. | Journal Article
1994
Modeling international long-term interest rates
De Gennaro, Ramon R⋅Kunkel, Robert A and Lee, Junsoo
The Financial Review, vol. 29, (no. 4), pp. 577, Nov 1994. | Journal Article
 
Unit root tests based on instrumental variables estimation
Lee, Junsoo and Schmidt, Peter J
International Economic Review, vol. 35, (no. 2), pp. 449, May 1994. | Journal Article
1991
Unit root tests in the presence of autocorrelated errors and structural change (Dissertation)
Lee, Junsoo (1991).