Hyejin Lee, Ph.D.
Affiliations: | 2012 | Economics (Business) | The University of Alabama, Tuscaloosa, AL |
Area:
General EconomicsGoogle:
"Hyejin Lee"Parents
Sign in to add mentor| Junsoo Lee | grad student | 2012 | University of Alabama | |
| (Three essays on more powerful cointegration tests.) | ||||
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Publications
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| Lee H, Oh D, Meng M. (2019) Stationarity and cointegration of health care expenditure and GDP: evidence from tests with smooth structural shifts Empirical Economics. 57: 631-652 |
| Oh D, Lee H, Meng M. (2018) More powerful threshold cointegration tests Empirical Economics. 54: 887-911 |
| Banerjee P, Arčabić V, Lee H. (2017) Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market Economic Modelling. 67: 114-124 |
| Lee H, Oh DY. (2016) Dealing with the Initial Observation in the LM Unit Root Test Communications in Statistics: Simulation and Computation. 45: 3660-3669 |
| Oh DY, Lee H. (2016) LM cointegration tests allowing for an unknown number of breaks: implications for the forward rate unbiasedness hypothesis Applied Economics. 1-10 |
| Lee H, Lee J, Im K. (2015) More powerful cointegration tests with non-normal errors Studies in Nonlinear Dynamics and Econometrics. 19: 397-413 |
| Lee H, Lee J. (2015) More powerful Engle–Granger cointegration tests Journal of Statistical Computation and Simulation. 85: 3154-3171 |
| Meng M, Lee H, Cho MH, et al. (2013) Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures Economics Letters. 120: 195-199 |
| Lee H, Meng M, Lee J. (2012) Performance of nonlinear instrumental variable unit root tests using recursive detrending methods Economics Letters. 117: 214-216 |
| Lee H, Meng M, Lee J. (2011) How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? Communications in Statistics - Simulation and Computation. 40: 1182-1191 |