Hyejin   Lee

Lecturer I  

Office: EMAGC 3.212
Phone: (956) 665-7429
Email: hyejin.lee@utrgv.edu

Dr. Hyejin Lee





Selected Publications


  • Dong-Yop Oh, Hyejin Lee, and Ming Meng. " More Powerful Threshold Cointegration Tests," forthcoming at Empirical Economics (2017).

  • Piyali Banerjee, Vladimir Arcabic, and Hyejin Lee. "Fourier ADL cointegration test to approximate smooth breaks with a new evidence from crude oil market," forthcoming at Economic Modelling (2017).

  • Dong-Yop Oh and Hyejin Lee. "LM cointegration tests allowing for an unknown number of breaks: implications for the forward rate unbiasedness hypothesis," Applied Economics 49, no. 12 (2017): 1194-1203.

  • Hyejin Lee and Dong-Yop Oh. "Dealing with the initial observation in the LM unit root test," Taylor & Francis : Communications in Statistics-Simulation and Computation 45, no. 10 (2016): 3660-3669.

  • James Cover and Hyejin Lee. "Do market prices aggregate information about macroeconomic uncertainty (or risk)?," Applied Economics 47, no. 42 (2015): 4511–4534.

  • Hyejin Lee, Junsoo Lee, and Kyungso Im. "More powerful cointegration tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics 19, no. 4 (2015): 397–413.

  • Hyejin Lee and Junsoo Lee. "More powerful Engle–Granger cointegration tests," Journal of Statistical Computation and Simulation 85, no. 15 (2015): 3154-3171.

  • Walter Enders and Hyejin Lee. STATA Manual for Applied Econometric Times Series . New York / John Wiley & Son: no. 4th Edition 2014.

  • Ming Meng, Hyejin Lee, Myeong Cho, and Junsoo Lee. "Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures ," Economics Letters 120, no. 2 (2013): 195 - 199.

  • Hyejin Lee, Ming Meng, and Junsoo Lee. "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters 117, no. 1 (2012): 214–216.



Selected Presentations


  • Dong-Yop Oh and Hyejin Lee. "Cointegration of Health Expenditure and GDP with Smooth Breaks," Joint Statistical Meetings, Baltimore, MD (August 2017)

  • Dong-Yop Oh and Hyejin Lee. "On the re-visited invariance property of LM cointegration test: Implications for the forward rate unbiasedness hypothesis," Joint Statistical Meetings, Chicago, IL (August 2016)

  • Dong-Yop Oh and Hyejin Lee. "More Powerful Threshold Cointegration Tests," Joint Statistical Meetings, Boston, MA (August 2014)

  • Hyejin Lee. "Modified Engle-Granger Cointegration Tests," Brown Bag Seminar, University of Alabama, (2012)

  • Hyejin Lee. "Modified Engle-Granger Cointegration Tests," Faculty Research Colloquium, University of Texas at Brownsville, (2012)

  • Hyejin Lee. "More Powerful Cointegration Tests with Non-normal Errors," The 19th Annual Symposium Society for Nonlinear Dynamics and Econometrics, Washington DC (2011)

Current Courses

QUMT 2398 02 - Decision Analytics:
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QUMT 2398 07 - Decision Analytics:
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QUMT 3343 05 - Stat Method for Business:
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QUMT 2398 06 - Decision Analytics:
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Previous Courses