Junsoo Lee

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

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

   

  “The Determinants of Laws Restricting Youth Access to Tobacco.” Contemporary Economic Policy.  (With Gary Hoover and Craig Gallet.) January 2009.

   

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

   

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

   

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

   

  “Are Incomes Converging? Evidence from OECD Countries with Two Structural Breaks.” Journal of Macroeconomics. (With M. Strazicich and E. Day.) Winter 2004.

   

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

   

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

   

  "Quasi-fixed Inputs and Long-run Equilibrium in Production." Journal of Applied Econometrics. (With H.Y. Kim.) February 2001.

   

  “Break Point Estimation with Minimum Unit Root Tests and Spurious Rejections of the Null.” Oxford Bulletin of Economics and Statistics. (With Mark Strazicich.) December 2001.

   

  "An LM Test for A Unit Root in the Presence of a Structural Change." Econometric Theory. (With C. Amsler.) June 1995.

   

  "Unit Root Tests Based on Instrumental Variables Estimation." International Economic Review. (With P. Schmidt.) May 1994.