Yongcheol Shin
Yongcheol Shin
Professor of Economics, University of York
Verified email at york.ac.uk
Cited by
Cited by
Bounds testing approaches to the analysis of level relationships
MH Pesaran, Y Shin, RJ Smith
Journal of applied econometrics 16 (3), 289-326, 2001
Testing for unit roots in heterogeneous panels
KS Im, MH Pesaran, Y Shin
Journal of econometrics 115 (1), 53-74, 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
Estimating long-run relationships from dynamic heterogeneous panels
MH Pesaran, R Smith
Journal of econometrics 68 (1), 79-113, 1995
An autoregressive distributed lag modelling approach to cointegration analysis
MH Pesaran, Y Shin
Department of Applied Economics, University of Cambridge, 1995
Generalized impulse response analysis in linear multivariate models
HH Pesaran, Y Shin
Economics letters 58 (1), 17-29, 1998
Testing for a unit root in the nonlinear STAR framework
G Kapetanios, Y Shin, A Snell
Journal of econometrics 112 (2), 359-379, 2003
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
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
Testing for the'Existence of a Long-run Relationship'
MH Pesaran, Y Shin, RJ Smith
Cambridge Working Papers in Economics, 1996
A residual-based test of the null of cointegration against the alternative of no cointegration
Y Shin
Econometric theory, 91-115, 1994
Cointegration and speed of convergence to equilibrium
MH Pesaran, Y Shin
Journal of econometrics 71 (1-2), 117-143, 1996
Long-run structural modelling
MH Pesaran, Y Shin
Econometric reviews 21 (1), 49-87, 2002
Global and national macroeconometric modelling: A long-run structural approach
A Garratt, K Lee, MH Pesaran, Y Shin
Oxford University Press, 2012
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
Testing for cointegration in nonlinear smooth transition error correction models
G Kapetanios, Y Shin, A Snell
Econometric Theory, 279-303, 2006
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
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
Long run structural modelling
MH Pesaran, Y Shin
University of Cambridge, 1994
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
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