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Author ID: shin.yongcheol Recent zbMATH articles by "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

Publications by Year

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 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

Citations by Year