Bounds testing approaches to the analysis of level relationships MH Pesaran, Y Shin, RJ Smith Journal of applied econometrics 16 (3), 289-326, 2001 | 25942 | 2001 |

Testing for unit roots in heterogeneous panels KS Im, MH Pesaran, Y Shin Journal of econometrics 115 (1), 53-74, 2003 | 20102 | 2003 |

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 | 17854 | 1992 |

An autoregressive distributed lag modelling approach to cointegration analysis MH Pesaran, Y Shin Department of Applied Economics, University of Cambridge 9514, 371-413, 1995 | 9951 | 1995 |

Generalized impulse response analysis in linear multivariate models HH Pesaran, Y Shin Economics letters 58 (1), 17-29, 1998 | 6934 | 1998 |

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 | 6692 | 1999 |

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 | 4133 | 2014 |

Testing for a unit root in the nonlinear STAR framework G Kapetanios, Y Shin, A Snell Journal of econometrics 112 (2), 359-379, 2003 | 2057 | 2003 |

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 | 1092 | 2000 |

Testing for the'Existence of a Long-run Relationship' MH Pesaran, Y Shin, RJ Smith Cambridge Working Papers in Economics, 1996 | 1081 | 1996 |

A residual-based test of the null of cointegration against the alternative of no cointegration Y Shin Econometric theory 10 (1), 91-115, 1994 | 759 | 1994 |

Cointegration and speed of convergence to equilibrium MH Pesaran, Y Shin Journal of econometrics 71 (1-2), 117-143, 1996 | 730 | 1996 |

Long-run structural modelling MH Pesaran, Y Shin Econometric reviews 21 (1), 49-87, 2002 | 705 | 2002 |

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 | 597 | 1999 |

Dynamic panels with threshold effect and endogeneity MH Seo, Y Shin Journal of econometrics 195 (2), 169-186, 2016 | 505 | 2016 |

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 | 414 | 2022 |

Quantile cointegration in the autoregressive distributed-lag modeling framework JS Cho, T Kim, Y Shin Journal of econometrics 188 (1), 281-300, 2015 | 388 | 2015 |

Testing for cointegration in nonlinear smooth transition error correction models G Kapetanios, Y Shin, A Snell Econometric Theory 22 (2), 279-303, 2006 | 373 | 2006 |

Global and national macroeconometric modelling: a long-run structural approach A Garratt, K Lee, MH Pesaran, Y Shin OUP Oxford, 2006 | 362 | 2006 |

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 | 344 | 2012 |