Edit Profile (opens in new tab) Shin, Yongcheol Co-Author Distance Author ID: shin.yongcheol Published as: Shin, Yongcheol Documents Indexed: 31 Publications since 1992, including 2 Books Co-Authors: 22 Co-Authors with 29 Joint Publications 435 Co-Co-Authors all top 5 Co-Authors 0 single-authored 11 Pesaran, M. Hashem 7 Kapetanios, George 3 Snell, Andy 2 Garratt, Anthony 2 Hu, Liang 2 Lee, Kevin C. 2 Schmidt, Peter 2 Serlenga, Laura 1 Chen, Jia 1 Cho, Jin Seo 1 Chortareas, Georgios E. 1 Huang, Cliff J. 1 Ketterle, Wolfgang 1 Kim, Taehwan 1 Kwiatkowski, Denis 1 Lee, Junsoo 1 Leybourne, Stephen J. 1 Lin, Rui 1 Mastromarco, Camilla 1 McCabe, Brendan P. M. 1 Phillips, Peter Charles Bonest 1 Schirotzek, Andre 1 Schunk, C. H. 1 Seo, Myunghwan 1 Smith, Richard J. 1 Smith, Ron P. 1 Zheng, Chaowen all top 5 Serials 13 Journal of Econometrics 4 Economics Letters 2 Econometric Reviews 2 The Econometrics Journal 1 International Journal of Modern Physics B 1 Journal of the American Statistical Association 1 Journal of Time Series Analysis 1 Studies in Nonlinear Dynamics and Econometrics 1 Econometric Theory Fields 27 Statistics (62-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Numerical analysis (65-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 26 Publications have been cited 953 times in 845 Documents Cited by ▼ Year ▼ 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? Zbl 0871.62100 Kwiatkowski, Denis; Phillips, Peter C. B.; Schmidt, Peter; Shin, Yongcheol 447 1992 Testing for unit roots in heterogeneous panels. Zbl 1041.62075 Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol 170 2003 Testing for a unit root in the nonlinear STAR framework. Zbl 1027.62065 Kapetanios, George; Shin, Yongcheol; Snell, Andy 74 2003 Generalized impulse response analysis in linear multivariate models. Zbl 0903.90028 Pesaran, H. Hashem; Shin, Yongcheol 64 1998 Pooled mean group estimation of dynamic heterogeneous panels. Zbl 1072.62635 Pesaran, M. Hashem; Shin, Yongcheol; Smith, Ron P. 35 1999 Unit root tests in three-regime SETAR models. Zbl 1096.62083 Kapetanios, George; Shin, Yongcheol 23 2006 An autoregressive distributed-lag modelling approach to cointegration analysis. Zbl 0972.91076 Pesaran, M. Hashem; Shin, Yongcheol 21 1998 Testing for cointegration in nonlinear smooth transition error correction models. Zbl 1127.62081 Kapetanios, George; Shin, Yongcheol; Snell, Andy 18 2006 Structural analysis of vector error correction models with exogenous \(I(1)\) variables. Zbl 0997.62070 Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. 14 2000 Long-run structural modelling. Zbl 1104.91061 Pesaran, M. Hashem; Shin, Yongcheol 12 2002 Cointegration and speed of convergence to equilibrium. Zbl 0844.62097 Pesaran, M. Hashem; Shin, Yongcheol 10 1996 Dynamic panels with threshold effect and endogeneity. Zbl 1443.62504 Seo, Myung Hwan; Shin, Yongcheol 10 2016 The KPSS stationarity test as a unit root test. Zbl 0800.62531 Shin, Yongcheol; Schmidt, Peter 9 1992 Quantile cointegration in the autoregressive distributed-lag modeling framework. Zbl 1337.62252 Cho, Jin Seo; Kim, Tae-hwan; Shin, Yongcheol 8 2015 On stationary tests in the presence of structural breaks. Zbl 0899.90058 Lee, Junsoo; Huang, Cliff J.; Shin, Yongcheol 7 1997 A nonlinear panel data model of cross-sectional dependence. Zbl 1298.62153 Kapetanios, George; Mitchell, James; Shin, Yongcheol 7 2014 A parametric approach to testing the null of cointegration. Zbl 0885.62106 McCabe, B. P. M.; Leybourne, S. J.; Shin, Y. 6 1997 Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model. Zbl 1218.62092 Kapetanios, George; Shin, Yongcheol 6 2011 Global and national macroeconometric modelling: a long-run structural approach. Zbl 1116.91003 Garratt, Anthony; Lee, Kevin; Pesaran, M. Hashem; Shin, Yongcheol 5 2006 Nonlinear mean reversion in real exchange rates. Zbl 1158.91461 Chortareas, Georgios E.; Kapetanios, George; Shin, Yongcheol 4 2002 Mean group tests for stationarity in heterogeneous panels. Zbl 1088.62106 Shin, Yongcheol; Snell, Andy 3 2006 Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure. Zbl 1464.62508 Kapetanios, George; Serlenga, Laura; Shin, Yongcheol 2 2021 Global and national macroeconometric modelling: a long-run structural approach. Reprint of the 2006 hardback ed. Zbl 1235.91003 Garratt, Anthony; Lee, Kevin; Pesaran, M. Hashem; Shin, Yongcheol 1 2012 Estimation and inference in heterogeneous spatial panels with a multifactor error structure. Zbl 07538790 Chen, Jia; Shin, Yongcheol; Zheng, Chaowen 1 2022 Optimal test for Markov switching GARCH models. Zbl 1194.62102 Hu, Liang; Shin, Yongcheol 1 2008 Multilateral resistance and the Euro effects on trade flows. Zbl 1402.62340 Mastromarco, Camilla; Serlenga, Laura; Shin, Yongcheol 1 2016 Estimation and inference in heterogeneous spatial panels with a multifactor error structure. Zbl 07538790 Chen, Jia; Shin, Yongcheol; Zheng, Chaowen 1 2022 Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure. Zbl 1464.62508 Kapetanios, George; Serlenga, Laura; Shin, Yongcheol 2 2021 Dynamic panels with threshold effect and endogeneity. Zbl 1443.62504 Seo, Myung Hwan; Shin, Yongcheol 10 2016 Multilateral resistance and the Euro effects on trade flows. Zbl 1402.62340 Mastromarco, Camilla; Serlenga, Laura; Shin, Yongcheol 1 2016 Quantile cointegration in the autoregressive distributed-lag modeling framework. Zbl 1337.62252 Cho, Jin Seo; Kim, Tae-hwan; Shin, Yongcheol 8 2015 A nonlinear panel data model of cross-sectional dependence. Zbl 1298.62153 Kapetanios, George; Mitchell, James; Shin, Yongcheol 7 2014 Global and national macroeconometric modelling: a long-run structural approach. Reprint of the 2006 hardback ed. Zbl 1235.91003 Garratt, Anthony; Lee, Kevin; Pesaran, M. Hashem; Shin, Yongcheol 1 2012 Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model. Zbl 1218.62092 Kapetanios, George; Shin, Yongcheol 6 2011 Optimal test for Markov switching GARCH models. Zbl 1194.62102 Hu, Liang; Shin, Yongcheol 1 2008 Unit root tests in three-regime SETAR models. Zbl 1096.62083 Kapetanios, George; Shin, Yongcheol 23 2006 Testing for cointegration in nonlinear smooth transition error correction models. Zbl 1127.62081 Kapetanios, George; Shin, Yongcheol; Snell, Andy 18 2006 Global and national macroeconometric modelling: a long-run structural approach. Zbl 1116.91003 Garratt, Anthony; Lee, Kevin; Pesaran, M. Hashem; Shin, Yongcheol 5 2006 Mean group tests for stationarity in heterogeneous panels. Zbl 1088.62106 Shin, Yongcheol; Snell, Andy 3 2006 Testing for unit roots in heterogeneous panels. Zbl 1041.62075 Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol 170 2003 Testing for a unit root in the nonlinear STAR framework. Zbl 1027.62065 Kapetanios, George; Shin, Yongcheol; Snell, Andy 74 2003 Long-run structural modelling. Zbl 1104.91061 Pesaran, M. Hashem; Shin, Yongcheol 12 2002 Nonlinear mean reversion in real exchange rates. Zbl 1158.91461 Chortareas, Georgios E.; Kapetanios, George; Shin, Yongcheol 4 2002 Structural analysis of vector error correction models with exogenous \(I(1)\) variables. Zbl 0997.62070 Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. 14 2000 Pooled mean group estimation of dynamic heterogeneous panels. Zbl 1072.62635 Pesaran, M. Hashem; Shin, Yongcheol; Smith, Ron P. 35 1999 Generalized impulse response analysis in linear multivariate models. Zbl 0903.90028 Pesaran, H. Hashem; Shin, Yongcheol 64 1998 An autoregressive distributed-lag modelling approach to cointegration analysis. Zbl 0972.91076 Pesaran, M. Hashem; Shin, Yongcheol 21 1998 On stationary tests in the presence of structural breaks. Zbl 0899.90058 Lee, Junsoo; Huang, Cliff J.; Shin, Yongcheol 7 1997 A parametric approach to testing the null of cointegration. Zbl 0885.62106 McCabe, B. P. M.; Leybourne, S. J.; Shin, Y. 6 1997 Cointegration and speed of convergence to equilibrium. Zbl 0844.62097 Pesaran, M. Hashem; Shin, Yongcheol 10 1996 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? Zbl 0871.62100 Kwiatkowski, Denis; Phillips, Peter C. B.; Schmidt, Peter; Shin, Yongcheol 447 1992 The KPSS stationarity test as a unit root test. Zbl 0800.62531 Shin, Yongcheol; Schmidt, Peter 9 1992 all cited Publications top 5 cited Publications all top 5 Cited by 1,204 Authors 26 Taylor, A. M. Robert 20 Leybourne, Stephen J. 16 Pesaran, M. Hashem 16 Shin, Dongwan 15 Harvey, David I. 14 Shin, Yongcheol 12 Westerlund, Joakim 11 Kapetanios, George 11 Lee, Junsoo 10 Cavaliere, Giuseppe 9 Gil-Alana, Luis Alberiko 8 Hassler, Uwe 8 Horváth, Lajos 8 Schmidt, Peter 8 Su, Liangjun 7 Breitung, Jorg 7 Busetti, Fabio 7 Kurozumi, Eiji 7 Maki, Daiki 7 Tzavalis, Elias 6 Giraitis, Liudas 6 Otero, Jesús 6 Phillips, Peter Charles Bonest 6 Xiao, Zhijie 5 Bahmani-Oskooee, Mohsen 5 Chang, Yoosoon 5 Gao, Jiti 5 Herwartz, Helmut 5 Kiliç, Rehim 5 Kim, Taehwan 5 Moon, Hyungsik Roger 5 Nielsen, Morten Ørregaard 5 Oh, Man-Suk 5 Park, Joon Y. 5 Perron, Benoit 5 Presno, María José 5 Saikkonen, Pentti 5 Serletis, Apostolos 5 Steland, Ansgar 4 de Jong, Robert M. 4 Demetrescu, Matei 4 Diebold, Francis Xavier 4 Franses, Philip Hans 4 Giulietti, Monica 4 Hadri, Kaddour 4 Konstantakis, Konstantinos N. 4 Kruse, Robinson 4 Landajo, Manuel 4 Larsson, Rolf 4 Leipus, Remigijus 4 Lütkepohl, Helmut 4 McCabe, Brendan P. M. 4 Michaelides, Panayotis G. 4 Sandberg, Rickard 4 Sibbertsen, Philipp 4 Smith, Jeremy P. 4 Smith, Ron P. 4 Snell, Andy 4 Wagner, Martin Franz-Xaver 4 Yamagata, Takashi 3 Amsler, Christine 3 Boutahar, Mohamed 3 Cappuccio, Nunzio 3 Carrion-i-Silvestre, Josep Lluís 3 Chambers, Marcus J. 3 Chong, Terence Tai-Leung 3 Coakley, Jerry 3 Cook, Steven C. 3 Corradi, Valentina 3 Enders, Walter 3 Fanelli, Luca 3 Hanck, Christoph 3 Härdle, Wolfgang Karl 3 Harris, Richard D. F. 3 Hosseinkouchack, Mehdi 3 Huo, Lijuan 3 Jawadi, Fredj 3 Jönsson, Kristian 3 Kokoszka, Piotr S. 3 Lavancier, Frédéric 3 Lieberman, Offer 3 Liew, Venus Khim-Sen 3 Lubian, Diego 3 Miao, Ke 3 Miller, J. Isaac 3 Müller, Ulrich K. 3 Nazlioglu, Saban 3 Philippe, Anne 3 Psaradakis, Zacharias 3 Rahbek, Anders 3 Rice, Gregory 3 Shukur, Ghazi 3 Strauss, Jack 3 Sun, Yiguo 3 Surgailis, Donatas 3 Tabak, Benjamin Miranda 3 Teyssière, Gilles 3 Trapani, Lorenzo 3 Urga, Giovanni 3 van Dijk, Dick ...and 1,104 more Authors all top 5 Cited in 122 Serials 127 Journal of Econometrics 100 Economics Letters 53 Econometric Theory 49 Econometric Reviews 33 Journal of Time Series Analysis 33 Open Economies Review 33 Studies in Nonlinear Dynamics and Econometrics 28 Journal of Applied Statistics 23 Journal of Economic Dynamics & Control 20 The Econometrics Journal 18 Communications in Statistics. Simulation and Computation 17 Computational Statistics and Data Analysis 15 Statistical Papers 15 Quantitative Finance 11 Annals of Operations Research 11 Statistical Methods and Applications 10 Statistics & Probability Letters 10 Journal of Statistical Computation and Simulation 9 Physica A 9 Mathematics and Computers in Simulation 8 Journal of Statistical Planning and Inference 8 Asia-Pacific Financial Markets 7 Bulletin of Economic Research 6 Communications in Statistics. Theory and Methods 5 Journal of Multivariate Analysis 5 Computational Statistics 5 European Journal of Operational Research 5 Computational Economics 5 AStA. Advances in Statistical Analysis 4 Statistics 4 Test 4 Journal of Nonparametric Statistics 4 International Journal of Theoretical and Applied Finance 4 Macroeconomic Dynamics 4 Communications in Nonlinear Science and Numerical Simulation 3 Chaos, Solitons and Fractals 3 Statistica Neerlandica 3 Revista Colombiana de Estadística 3 Sequential Analysis 3 Machine Learning 3 Journal of Economic Growth 3 AStA. Allgemeines Statistisches Archiv 3 North American Actuarial Journal 3 Journal of Statistical Theory and Practice 3 Journal of Time Series Econometrics 2 Metrika 2 Annals of the Institute of Statistical Mathematics 2 Applied Mathematics and Computation 2 Biometrics 2 International Economic Review 2 International Statistical Review 2 Journal of the American Statistical Association 2 Journal of Computational and Applied Mathematics 2 The Scandinavian Journal of Economics 2 Probability and Mathematical Statistics 2 Applied Mathematics. Series B (English Edition) 2 Bernoulli 2 Nonlinear Dynamics 2 CEJOR. Central European Journal of Operations Research 2 Methodology and Computing in Applied Probability 2 ASTIN Bulletin 2 Review of Derivatives Research 2 Electronic Journal of Statistics 2 Journal of Probability and Statistics 2 Environmetrics 1 The Canadian Journal of Statistics 1 International Journal of Control 1 Journal of Fluid Mechanics 1 Mathematical Biosciences 1 The Annals of Statistics 1 Fuzzy Sets and Systems 1 Metroeconomica 1 Metron 1 Naval Research Logistics 1 Statistica 1 Journal of the Japan Statistical Society 1 Insurance Mathematics & Economics 1 Acta Applicandae Mathematicae 1 American Journal of Mathematical and Management Sciences 1 Statistical Science 1 Neural Networks 1 European Journal of Applied Mathematics 1 Multidimensional Systems and Signal Processing 1 Automation and Remote Control 1 Stochastic Processes and their Applications 1 Computational Optimization and Applications 1 Journal of Computer and Systems Sciences International 1 Fractals 1 Journal of Computational Neuroscience 1 Complexity 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 International Transactions in Operational Research 1 Mathematical Problems in Engineering 1 Optimization Methods & Software 1 Natural Resource Modeling 1 Acta Mathematica Sinica. English Series 1 Applied Stochastic Models in Business and Industry 1 International Journal of Nonlinear Sciences and Numerical Simulation 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance ...and 22 more Serials all top 5 Cited in 19 Fields 687 Statistics (62-XX) 346 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 95 Numerical analysis (65-XX) 45 Probability theory and stochastic processes (60-XX) 10 Operations research, mathematical programming (90-XX) 8 Dynamical systems and ergodic theory (37-XX) 8 Biology and other natural sciences (92-XX) 5 Computer science (68-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 General and overarching topics; collections (00-XX) 4 Geophysics (86-XX) 4 Systems theory; control (93-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Information and communication theory, circuits (94-XX) 2 History and biography (01-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) Citations by Year