Yongcheol Shin

发表

M. Hashem Pesaran, Anthony Garratt, Kevin Lee, 2006 .

Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure

George Kapetanios, Yongcheol Shin, Laura Serlenga, 2019 .

Macroeconometric modelling: Alternative approaches

M. Hashem Pesaran, Anthony Garratt, Yongcheol Shin, 2006 .

Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure

George Kapetanios, Yongcheol Shin, Laura Serlenga, 2019, Journal of Econometrics.

Estimation and inference in heterogeneous spatial panels with a multifactor error structure

Yongcheol Shin, Jia Chen, Chaowen Zheng, 2021 .

Testing for a Linear Unit Root against Nonlinear Threshold Stationarity

George Kapetanios, Yongcheol Shin, 2000 .

Globalisation and Technological Convergence in the EU

Camilla Mastromarco, Yongcheol Shin, Laura Serlenga, 2012 .

Forecast Uncertainties in Macroeconomic Modeling

Anthony Garratt, Yongcheol Shin, Kevin Lee, 2003 .

Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy

Anthony Garratt, Yongcheol Shin, Kevin Lee, 2000, SSRN Electronic Journal.

The KPSS stationarity test as a unit root test

Yongcheol Shin, Peter Schmidt, P. Schmidt, 1992 .

Testing for a unit root in the nonlinear STAR framework

George Kapetanios, Yongcheol Shin, Andy Snell, 2003 .

Global and National Macroeconometric Modelling

M. Hashem Pesaran, Anthony Garratt, Yongcheol Shin, 2006 .

Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors

Yongcheol Shin, Laura Serlenga, Y. Shin, 2004 .

Unit Root Tests in Three-Regime Setar Models

George Kapetanios, Yongcheol Shin, G. Kapetanios, 2002 .

A long run structural macroeconometric model of the UK (first version)

Anthony Garratt, Yongcheol Shin, Kevin Lee, 1999 .

Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels

Yongcheol Shin, Ronald Smith, M Pesaran, 1997 .

Bounds Testing Approaches to the Analysis of Long-run Relationships

Yongcheol Shin, M Pesaran, M. Pesaran, 1999 .

Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Anthony Garratt, Yongcheol Shin, M Pesaran, 2006 .

An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis

Yongcheol Shin, M Pesaran, C. Granger, 1995 .

Cointegration and speed of convergence to equilibrium

Yongcheol Shin, M Pesaran, M. Pesaran, 1996 .

Nonlinear mean reversion in real exchange rates

George Kapetanios, Yongcheol Shin, Georgios Chortareas, 2002 .

On stationary tests in the presence of structural breaks

Yongcheol Shin, Junsoo Lee, Y. Shin, 1997 .

Mean Group Tests for Stationarity in Heterogeneous Panels

Yongcheol Shin, Andy Snell, Y. Shin, 2006 .

George Kapetanios, Yongcheol Shin, G. Kapetanios, 2008 .

A Nonlinear Panel Data Model of Cross-Sectional Dependence

George Kapetanios, Yongcheol Shin, James Mitchell, 2014 .

Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors

Yongcheol Shin, Laura Serlenga, Y. Shin, 2007 .

Dynamic panels with threshold effect and endogeneity

Yongcheol Shin, Y. Shin, M. Seo, 2016 .

LONG-RUN STRUCTURAL MODELLING

M. Hashem Pesaran, Yongcheol Shin, M. Pesaran, 2002 .

Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

M. Hashem Pesaran, Yongcheol Shin, Ronald Smith, 1999 .