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Hyejin Lee, Ph.D. - Publications

Affiliations: 
2012 Economics (Business) The University of Alabama, Tuscaloosa, AL 
Area:
General Economics
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10 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Lee H, Oh D, Meng M. Stationarity and cointegration of health care expenditure and GDP: evidence from tests with smooth structural shifts Empirical Economics. 57: 631-652. DOI: 10.1007/S00181-018-1561-1  0.314
2018 Oh D, Lee H, Meng M. More powerful threshold cointegration tests Empirical Economics. 54: 887-911. DOI: 10.1007/S00181-017-1243-4  0.399
2017 Banerjee P, Arčabić V, Lee H. Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market Economic Modelling. 67: 114-124. DOI: 10.1016/J.Econmod.2016.11.004  0.339
2016 Lee H, Oh DY. Dealing with the Initial Observation in the LM Unit Root Test Communications in Statistics: Simulation and Computation. 45: 3660-3669. DOI: 10.1080/03610918.2014.950747  0.359
2016 Oh DY, Lee H. LM cointegration tests allowing for an unknown number of breaks: implications for the forward rate unbiasedness hypothesis Applied Economics. 1-10. DOI: 10.1080/00036846.2016.1213366  0.388
2015 Lee H, Lee J, Im K. More powerful cointegration tests with non-normal errors Studies in Nonlinear Dynamics and Econometrics. 19: 397-413. DOI: 10.1515/Snde-2013-0060  0.483
2015 Lee H, Lee J. More powerful Engle–Granger cointegration tests Journal of Statistical Computation and Simulation. 85: 3154-3171. DOI: 10.1080/00949655.2014.957206  0.491
2013 Meng M, Lee H, Cho MH, Lee J. Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures Economics Letters. 120: 195-199. DOI: 10.1016/J.Econlet.2013.03.033  0.48
2012 Lee H, Meng M, Lee J. Performance of nonlinear instrumental variable unit root tests using recursive detrending methods Economics Letters. 117: 214-216. DOI: 10.1016/J.Econlet.2012.05.006  0.476
2011 Lee H, Meng M, Lee J. How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? Communications in Statistics - Simulation and Computation. 40: 1182-1191. DOI: 10.1080/03610918.2011.566972  0.466
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