フォロー
Yongcheol Shin
Yongcheol Shin
Professor of Economics, University of York
確認したメール アドレス: york.ac.uk
タイトル
引用先
引用先
Bounds testing approaches to the analysis of level relationships
MH Pesaran, Y Shin, RJ Smith
Journal of applied econometrics 16 (3), 289-326, 2001
252002001
Testing for unit roots in heterogeneous panels
KS Im, MH Pesaran, Y Shin
Journal of econometrics 115 (1), 53-74, 2003
199102003
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
176421992
An autoregressive distributed lag modelling approach to cointegration analysis
MH Pesaran, Y Shin
Department of Applied Economics, University of Cambridge, 1995
97811995
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
70081999
Generalized impulse response analysis in linear multivariate models
HH Pesaran, Y Shin
Economics letters 58 (1), 17-29, 1998
68131998
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
39572014
Testing for a unit root in the nonlinear STAR framework
G Kapetanios, Y Shin, A Snell
Journal of econometrics 112 (2), 359-379, 2003
20452003
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
10932000
Testing for the'Existence of a Long-run Relationship'
MH Pesaran, Y Shin, RJ Smith
Cambridge Working Papers in Economics, 1996
10681996
A residual-based test of the null of cointegration against the alternative of no cointegration
Y Shin
Econometric theory 10 (1), 91-115, 1994
7551994
Cointegration and speed of convergence to equilibrium
MH Pesaran, Y Shin
Journal of econometrics 71 (1-2), 117-143, 1996
7211996
Long-run structural modelling
MH Pesaran, Y Shin
Econometric reviews 21 (1), 49-87, 2002
7012002
Dynamic panels with threshold effect and endogeneity
MH Seo, Y Shin
Journal of econometrics 195 (2), 169-186, 2016
4742016
Testing for cointegration in nonlinear smooth transition error correction models
G Kapetanios, Y Shin, A Snell
Econometric Theory 22 (2), 279-303, 2006
3762006
Quantile cointegration in the autoregressive distributed-lag modeling framework
JS Cho, T Kim, Y Shin
Journal of econometrics 188 (1), 281-300, 2015
3702015
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
3622022
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
3382012
Gravity models of intra‐EU trade: application of the CCEP‐HT estimation in heterogeneous panels with unobserved common time‐specific factors
L Serlenga, Y Shin
Journal of applied econometrics 22 (2), 361-381, 2007
319*2007
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論文 1–20