| Bounds testing approaches to the analysis of level relationships MH Pesaran, Y Shin, RJ Smith Journal of applied econometrics 16 (3), 289-326, 2001 | 14210 | 2001 |
| Testing for unit roots in heterogeneous panels KS Im, MH Pesaran, Y Shin Journal of econometrics 115 (1), 53-74, 2003 | 14088 | 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 | 13522 | 1992 |
| 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 | 6117 | 1995 |
| Generalized impulse response analysis in linear multivariate models HH Pesaran, Y Shin Economics letters 58 (1), 17-29, 1998 | 4644 | 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 | 1611 | 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 | 1418 | 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 | 915 | 2000 |
| Testing for the'Existence of a Long-run Relationship' MH Pesaran, Y Shin, RJ Smith Cambridge Working Papers in Economics, 1996 | 828 | 1996 |
| A residual-based test of the null of cointegration against the alternative of no cointegration Y Shin Econometric theory, 91-115, 1994 | 626 | 1994 |
| Cointegration and speed of convergence to equilibrium MH Pesaran, Y Shin Journal of econometrics 71 (1-2), 117-143, 1996 | 576 | 1996 |
| Long-run structural modelling MH Pesaran, Y Shin Econometric reviews 21 (1), 49-87, 2002 | 381 | 2002 |
| Global and national macroeconometric modelling: A long-run structural approach A Garratt, K Lee, MH Pesaran, Y Shin Oxford University Press, 2012 | 311 | 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 | 272 | 2003 |
| Testing for cointegration in nonlinear smooth transition error correction models G Kapetanios, Y Shin, A Snell Econometric Theory, 279-303, 2006 | 264 | 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 | 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 | 228 | 2012 |
| Long run structural modelling MH Pesaran, Y Shin University of Cambridge, 1994 | 205 | 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 | 178 | 2003 |
