Hyejin Lee, Ph.D. - Publications
Affiliations: | 2012 | Economics (Business) | The University of Alabama, Tuscaloosa, AL |
Area:
General EconomicsYear | 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 | 0.315 | |||
2018 | Oh D, Lee H, Meng M. More powerful threshold cointegration tests Empirical Economics. 54: 887-911. DOI: 10.1007/S00181-017-1243-4 | 0.4 | |||
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 | 0.34 | |||
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 | 0.36 | |||
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 | 0.39 | |||
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 | 0.492 | |||
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 | 0.481 | |||
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 | 0.467 | |||
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