Yongcheol Shin
- Testing the null hypothesis of stationarity against the alternative of a unit root
1992/10/01 by Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt +1 · 66 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact
- Bounds testing approaches to the analysis of level relationships
2001/05/01 by M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith · 38 citations
Economics, Econometrics and Finance · #Economic theories and models #Economics of Agriculture and Food Markets #Monetary Policy and Economic Impact
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
1999/06/01 by M. Hashem Pesaran, Yongcheol Shin, Ron Smith +1 · 9 citations
Economics, Econometrics and Finance · #Energy, Environment, Economic Growth #Monetary Policy and Economic Impact #Spatial and Panel Data Analysis
- Generalized impulse response analysis in linear multivariate models
1998/01/01 by H.Hashem Pesaran, Yongcheol Shin · 6 citations
- Testing for unit roots in heterogeneous panels
2003/07/01 by Kyung So Im, M.Hashem Pesaran, Yongcheol Shin · 4 citations
- Dynamic panels with threshold effect and endogeneity
2016/08/22 by Myung Hwan Seo, Yongcheol Shin · 3 citations
Economics, Econometrics and Finance · #Climate Change Policy and Economics #Economic Growth and Productivity #Monetary Policy and Economic Impact
- Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
2022/02/15 by Tomohiro Ando, Matthew Greenwood‐Nimmo, Yongcheol Shin · 3 citations
Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #Banking stability, regulation, efficiency #Monetary Policy and Economic Impact