Junsoo Lee

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Finite Time Stability and Optimal Finite Time Stabilization for Discrete-Time Stochastic Dynamical Systems	2023-10-02	Paper
Finite-Time Stabilization and Optimal Feedback Control for Nonlinear Discrete-Time Systems	2023-09-28	Paper
Asymptotic and Finite-Time Semistability for Nonlinear Discrete-Time Systems With Application to Network Consensus	2023-09-06	Paper
Network Information Systems: A Dynamical Systems Approach	2023-09-06	Paper
Fixed time stability and optimal stabilisation of discrete autonomous systems	2023-09-05	Paper
Johansen‐type cointegration tests with a Fourier function	2023-08-22	Paper
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures^†	2023-07-25	Paper
Testing for stationarity with covariates: more powerful tests with non-normal errors	2023-04-27	Paper
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis	2023-03-30	Paper
Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship	2023-03-30	Paper
More powerful cointegration tests with non-normal errors	2023-03-07	Paper
Lyapunov theorems for stability and semistability of discrete-time stochastic systems	2022-07-05	Paper
On finite-time stability and stabilization of nonlinear hybrid dynamical systems	2022-04-29	Paper
Finite-time stability of discrete autonomous systems	2020-11-03	Paper
Response surface estimates of the LM unit root tests	2020-07-07	Paper
More powerful Engle–Granger cointegration tests	2020-04-01	Paper
Improved autoregressive forecasts in the presence of non-normal errors	2020-03-27	Paper
Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach	2018-10-11	Paper
Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures	2014-04-03	Paper
Performance of threshold cointegration tests	2013-11-15	Paper
The flexible Fourier form and Dickey-Fuller type unit root tests	2012-12-27	Paper
Performance of nonlinear instrumental variable unit root tests using recursive detrending methods	2012-12-27	Paper
ADL tests for threshold cointegration	2011-11-26	Paper
How Do Nonlinear Unit Root Tests Perform with Non Normal Errors?	2011-11-25	Paper
LM threshold unit root tests	2011-03-22	Paper
Simulation of Internet Transport Protocols for High Bandwidth-Delay Networks	2009-02-12	Paper
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks	2006-12-08	Paper
Non-renewable resource prices: deterministic or stochastic trends?	2006-07-12	Paper
https://portal.mardi4nfdi.de/entity/Q4553264	2002-09-09	Paper
Testing the null of cointegration in the presence of a structural break	2002-03-03	Paper
Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests	2001-08-20	Paper
On the end-point issue in unit root tests in the presence of a structural break.	2000-06-04	Paper
On stationary tests in the presence of structural breaks	1998-07-22	Paper
On the power of stationarity tests using optimal bandwidth estimates	1997-02-27	Paper
Unit Root Tests Based on Instrumental Variables Estimation	1994-08-14	Paper
A modification of the Schmidt-Phillips unit root test	1992-09-26	Paper

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