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Yongcheol Shin
Yongcheol Shin
Professor of Economics, University of York
Verified email at york.ac.uk
Title
Cited by
Cited by
Year
Bounds testing approaches to the analysis of level relationships
MH Pesaran, Y Shin, RJ Smith
Journal of applied econometrics 16 (3), 289-326, 2001
257132001
Testing for unit roots in heterogeneous panels
KS Im, MH Pesaran, Y Shin
Journal of econometrics 115 (1), 53-74, 2003
200132003
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
D Kwiatkowski, PCB Phillips, P Schmidt, Y Shin
Journal of econometrics 54 (1-3), 159-178, 1992
177621992
An autoregressive distributed lag modelling approach to cointegration analysis
MH Pesaran, Y Shin
Department of Applied Economics, University of Cambridge 9514, 371-413, 1995
98731995
Generalized impulse response analysis in linear multivariate models
HH Pesaran, Y Shin
Economics letters 58 (1), 17-29, 1998
68871998
Pooled mean group estimation of dynamic heterogeneous panels
MH Pesaran, Y Shin, RP Smith
Journal of the American statistical Association 94 (446), 621-634, 1999
66371999
Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework
Y Shin, B Yu, M Greenwood-Nimmo
Festschrift in honor of Peter Schmidt: Econometric methods and applications …, 2014
40702014
Testing for a unit root in the nonlinear STAR framework
G Kapetanios, Y Shin, A Snell
Journal of econometrics 112 (2), 359-379, 2003
20482003
Structural analysis of vector error correction models with exogenous I (1) variables
MH Pesaran, Y Shin, RJ Smith
Journal of econometrics 97 (2), 293-343, 2000
10902000
Testing for the'Existence of a Long-run Relationship'
MH Pesaran, Y Shin, RJ Smith
Cambridge Working Papers in Economics, 1996
10781996
A residual-based test of the null of cointegration against the alternative of no cointegration
Y Shin
Econometric theory 10 (1), 91-115, 1994
7541994
Cointegration and speed of convergence to equilibrium
MH Pesaran, Y Shin
Journal of econometrics 71 (1-2), 117-143, 1996
7271996
Long-run structural modelling
MH Pesaran, Y Shin
Econometric reviews 21 (1), 49-87, 2002
7022002
Theory and Methods-Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
MH Pesaran, Y Shin, RP Smith
Journal of the American statistical Association 94 (446), 621-634, 1999
5931999
Dynamic panels with threshold effect and endogeneity
MH Seo, Y Shin
Journal of econometrics 195 (2), 169-186, 2016
4942016
Quantile connectedness: modeling tail behavior in the topology of financial networks
T Ando, M Greenwood-Nimmo, Y Shin
Management Science 68 (4), 2401-2431, 2022
3982022
Quantile cointegration in the autoregressive distributed-lag modeling framework
JS Cho, T Kim, Y Shin
Journal of econometrics 188 (1), 281-300, 2015
3832015
Testing for cointegration in nonlinear smooth transition error correction models
G Kapetanios, Y Shin, A Snell
Econometric Theory 22 (2), 279-303, 2006
3722006
Global and national macroeconometric modelling: a long-run structural approach
A Garratt, K Lee, MH Pesaran, Y Shin
OUP Oxford, 2006
3622006
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models
VA Dang, M Kim, Y Shin
Journal of Empirical Finance 19 (4), 465-482, 2012
3422012
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