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
271122001
Testing for unit roots in heterogeneous panels
KS Im, MH Pesaran, Y Shin
Journal of econometrics 115 (1), 53-74, 2003
206612003
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
183601992
An autoregressive distributed lag modelling approach to cointegration analysis
MH Pesaran, Y Shin
Department of Applied Economics, University of Cambridge 9514, 371-413, 1995
103221995
Generalized impulse response analysis in linear multivariate models
HH Pesaran, Y Shin
Economics letters 58 (1), 17-29, 1998
72011998
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
69991999
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
43552014
Testing for a unit root in the nonlinear STAR framework
G Kapetanios, Y Shin, A Snell
Journal of econometrics 112 (2), 359-379, 2003
20902003
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
11132000
Testing for the'Existence of a Long-run Relationship'
MH Pesaran, Y Shin, RJ Smith
Cambridge Working Papers in Economics, 1996
11091996
A residual-based test of the null of cointegration against the alternative of no cointegration
Y Shin
Econometric theory 10 (1), 91-115, 1994
7681994
Cointegration and speed of convergence to equilibrium
MH Pesaran, Y Shin
Journal of econometrics 71 (1-2), 117-143, 1996
7491996
Long-run structural modelling
MH Pesaran, Y Shin
Econometric reviews 21 (1), 49-87, 2002
7132002
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
6041999
Dynamic panels with threshold effect and endogeneity
MH Seo, Y Shin
Journal of econometrics 195 (2), 169-186, 2016
5602016
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
5032022
Quantile cointegration in the autoregressive distributed-lag modeling framework
JS Cho, T Kim, Y Shin
Journal of econometrics 188 (1), 281-300, 2015
4262015
Testing for cointegration in nonlinear smooth transition error correction models
G Kapetanios, Y Shin, A Snell
Econometric Theory 22 (2), 279-303, 2006
3792006
Pooled estimation of long-run relationships in dynamic heterogeneous panels
MH Pesaran, Y Shin, RP Smith
University of Cambridge, Department of Applied Economics, 1997
3661997
Global and national macroeconometric modelling: a long-run structural approach
A Garratt, K Lee, MH Pesaran, Y Shin
OUP Oxford, 2006
3652006
現在システムで処理を実行できません。しばらくしてからもう一度お試しください。
論文 1–20