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
142102001
Testing for unit roots in heterogeneous panels
KS Im, MH Pesaran, Y Shin
Journal of econometrics 115 (1), 53-74, 2003
140882003
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
135221992
Estimating long-run relationships from dynamic heterogeneous panels
MH Pesaran, R Smith
Journal of econometrics 68 (1), 79-113, 1995
6588*1995
An autoregressive distributed lag modelling approach to cointegration analysis
MH Pesaran, Y Shin
Department of Applied Economics, University of Cambridge, 1995
61171995
Generalized impulse response analysis in linear multivariate models
HH Pesaran, Y Shin
Economics letters 58 (1), 17-29, 1998
46441998
Testing for a unit root in the nonlinear STAR framework
G Kapetanios, Y Shin, A Snell
Journal of econometrics 112 (2), 359-379, 2003
16112003
Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework
Y Shin, B Yu, M Greenwood-Nimmo
Festschrift in honor of Peter Schmidt, 281-314, 2014
14182014
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
9152000
Testing for the'Existence of a Long-run Relationship'
MH Pesaran, Y Shin, RJ Smith
Cambridge Working Papers in Economics, 1996
8281996
A residual-based test of the null of cointegration against the alternative of no cointegration
Y Shin
Econometric theory, 91-115, 1994
6261994
Cointegration and speed of convergence to equilibrium
MH Pesaran, Y Shin
Journal of econometrics 71 (1-2), 117-143, 1996
5761996
Long-run structural modelling
MH Pesaran, Y Shin
Econometric reviews 21 (1), 49-87, 2002
3812002
Global and national macroeconometric modelling: A long-run structural approach
A Garratt, K Lee, MH Pesaran, Y Shin
Oxford University Press, 2012
3112012
A long run structural macroeconometric model of the UK
A Garratt, K Lee, M Hashem Pesaran, Y Shin
The Economic Journal 113 (487), 412-455, 2003
2722003
Testing for cointegration in nonlinear smooth transition error correction models
G Kapetanios, Y Shin, A Snell
Econometric Theory, 279-303, 2006
2642006
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
250*2007
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
2282012
Long run structural modelling
MH Pesaran, Y Shin
University of Cambridge, 1994
2051994
Forecast uncertainties in macroeconomic modeling: An application to the UK economy
A Garratt, K Lee, MH Pesaran, Y Shin
Journal of the American Statistical Association 98 (464), 829-838, 2003
1782003
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Articles 1–20