Junsoo Lee

Junsoo Lee
Professor of Economics and Horsley Faculty Fellow
Economics, Finance & Legal Studies
Office: 263 Alston Hall, 205-348-8978
Specialty Areas:
Econometrics (Time Series Econometrics), Applied Econometrics.
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.

Selected Publications

  • “Testing for a Unit-Root with a Nonlinear Fourier Function.”  Oxford Bulletin of Economics and Statistics.  (With Walt Enders.)  Forthcoming.
  • “LM Threshold Unit Root Tests.”  Economics Letters. (With M. Strazicich and B. Yu.)  February 2011.
  • “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.
  • “Are Incomes Converging? Evidence from OECD Countries with Two Structural Breaks.” (With M. Strazicich and E. Day.) Journal of Macroeconomics. Winter 2004.
  •  “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.
  • “Break Point Estimation with Minimum Unit Root Tests and Spurious Rejections of the Null.” (With Mark Strazicich.)  Oxford Bulletin of Economics and Statistics. December 2001.
  • "An LM Test for A Unit Root in the Presence of a Structural Change." (With C. Amsler.) Econometric Theory.  June 1995.
  • "Unit Root Tests Based on Instrumental Variables Estimation." (With P. Schmidt.) International Economic Review.  May 1994.