Byung-Joo Lee
Associate Professor, Economics
B.A., Seoul National University, 1980; M.A., Pennsylvania State University, 1982; M.S., University of Wisconsin-Madison, 1986; Ph.D., University of Wisconsin-Madison, 1988.
CV: B.J. Lee
Lee’s teaching and research area in economics is econometric data analysis. He has written extensively on econometric theories and applied economics. Among his contributions to the econometric theory are non-parametric theory (Econometrica, 1992, Economics Letters, 1994, Journal of Quantitative Economics, 1994), nested Tobit model (Economic Letters, 1992, Review of Economics and Statistics, 1995) and the handling of missing response observations (Applied Economics Letters, 1998, Oxford Bulletin of Economics and Statistics, 2000). For applied work, he investigated the industry structure of the electric utility companies (Journal of Applied Econometrics, 1995). Recently, he has turned his research interest into the international financial economics focusing on the South Eastern Asia. His current research interests are the impact of the exchange rate changes on the Korean firm valuations before and after the Asian crisis. He also has interest on the impact of the new internet economy on the price differences between different locations.
Major Fields of Interest:
Theoretical Econometrics
Applied Econometrics
Courses Taught:
Graduate - Statistics; Econometrics 1; Econometrics 2
Econ 592 Syllabus--Fall 1997
Econ 593 Syllabus--Fall 1997
Selected Publications:
" A Heteroskedasticity Test Robust to Conditional Mean Specification", Econometrica, 60(1), January 1992, p. 159-71.
"A Nested Tobit Analysis for a Sequentially Censored Regression Model" Economics Letters, 38(3), March 1992, 269-73.
"Asymptotic Distribution of the Ullah-type Specification Test", Journal of Quantitative Economics, 10(1), January 1994, 73-92.
"Design and Analysis of Contingent Valuation Surveys Using the Nested Tobit Model" (with C. Howe and L. Bennett), Review of Economics and Statistics, 76(2), May 1994, 385-9.
"Nonparametric Derivative Restriction Test Robust to Functional Misspecification", Economics Letters, 45(2), June 1994, 131-6.
"Seemingly Unrelated Regression on the Autoregressive (AR(p)) Singular Equation System", Econometric Reviews, 14(1), Feburary 1995, 65-74.
"Separability Test for the Electricity Supply Industry", Journal of Applied Econometrics, 10(1), January-March 1995, 49-60.
"Generalized Method of Moment Estimation of Truncated or Censored Regression" (with M. Lee), Applied Economics Letters, forthcoming.
Office: 445 Flanner Hall
Notre Dame, IN 46556
Phone: (574) 631-6837
Email: ByungJoo.Lee.81@nd.edu
Office Hours: on leave