yongcheol shin
Names
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yongcheol |
| last: |
shin |
Identifer
Contact
Affiliations
-
University of York
/ Department of Economics and Related Studies
Research profile
author of:
- Dynamic Network Quantile Regression Model (RePEc:arx:papers:2111.07633)
by Xiu Xu & Weining Wang & Yongcheol Shin & Chaowen Zheng - TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach (RePEc:bai:series:economia-series40)
by Camilla Mastromarco & Laura Serlenga & Yongcheol Shin - Globalisation and Technological Convergence in the EU (RePEc:bai:series:economia-series41)
by Camilla Mastromarco & Laura Serlenga & Yongcheol Shin - Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels (RePEc:bai:series:series_wp_02-2019)
by George Kapetanios & Laura Serlenga & Yongcheol Shin - Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure (RePEc:bai:series:series_wp_03-2019)
by George Kapetanios & Laura Serlenga & Yongcheol Shin - Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks (RePEc:bbk:bbkifr:022)
by Steve Satchell & Yongcheol Shin - Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy (RePEc:bes:jnlasa:v:98:y:2003:p:829-838)
by Garratt A. & Lee K. & Pesaran M.H. & Shin Y. - Noise Momentum Around the World (RePEc:bla:abacus:v:54:y:2018:i:1:p:79-104)
by Charlie X. Cai & Robert Faff & Yongcheol Shin - Recent developments of the autoregressive distributed lag modelling framework (RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32)
by Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin - Forecasting distributions of inflation rates: the functional auto-regressive approach (RePEc:bla:jorssa:v:179:y:2016:i:1:p:65-102)
by Kausik Chaudhuri & Minjoo Kim & Yongcheol Shin - A Parametric approach to testing the null of cointegration (RePEc:bla:jtsera:v:18:y:1997:i:4:p:395-413)
by B. P. M. McCabe & S. J. Leybourne & Y. Shin - Trade, Technology and the Labour Market: The Case of South Africa-super- (RePEc:bla:obuest:v:74:y:2012:i:6:p:808-830)
by Johannes Fedderke & Yongcheol Shin & Prabhat Vaze - Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach (RePEc:bla:reviec:v:20:y:2012:i:3:p:563-579)
by Camilla Mastromarco & Laura Serlenga & Yongcheol Shin - Mapping Korea's International Linkages using Generalised Connectedness Measures (RePEc:bok:wpaper:1416)
by Hail Park & Yongcheol Shin - Optimal Test for Markov Switching GARCH Models (RePEc:bpj:sndecm:v:12:y:2008:i:3:n:3)
by Hu Liang & Shin Yongcheol - Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy (RePEc:cam:camdae:0004)
by Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y. - Reflections on "Testing for Unit Roots in Heterogeneous Panels" (RePEc:cam:camdae:2310)
by Im, K S. & Pesaran, M. H. & Shin, Y. - Cointegration and Speed of Convergence to Equilibrium (RePEc:cam:camdae:9311)
by Pesaran, M.H. & Shin, Y. - Long-Run Structural Modelling (RePEc:cam:camdae:9419)
by Pesaran,H.M. & Shin,Y. - An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis (RePEc:cam:camdae:9514)
by Pesaran, M.H. & Shin, Y. - Testing for Unit Roots in Heterogeneous Panels (RePEc:cam:camdae:9526)
by Pasaran, M.H. & Im, K.S. & Shin, Y. - Testing for the 'Existence of a Long-run Relationship' (RePEc:cam:camdae:9622)
by Pesaran, M. H. & Shin, Y. & Smith, R. J. - Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables (RePEc:cam:camdae:9706)
by Pesaran, M. H. & Shin, Y. & Smith, R. J. - Generalised Impulse Response Analysis in Linear Multivariate Models (RePEc:cam:camdae:9710)
by Pesaran, M. H. & Shin, Y. - Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels (RePEc:cam:camdae:9721)
by Pesaran, M. H. & Shin, Y. & Smith, R. P. - A Long-run Structural Macro-econometric Model of the UK (RePEc:cam:camdae:9812)
by Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y. - A Structural Cointegrating VAR Approach to Macroeconometric Modelling (RePEc:cam:camdae:9823)
by Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol - Bounds Testing Approaches to the Analysis of Long-run Relationships (RePEc:cam:camdae:9907)
by Pesaran, M. Hashem & Shin, Y. & Smith, R.J. - Dynamic Panels with Threshold Effect and Endogeneity (RePEc:cep:stiecm:577)
by Myung Hwan Seo & Yongcheol Shin - Reflections on “Testing for Unit Roots in Heterogeneous Panels” (RePEc:ces:ceswps:_10228)
by Kyung So Im & M. Hashem Pesaran & Yongcheol Shin - Regional Productivity Network in the EU (RePEc:ces:ceswps:_10404)
by Camilla Mastromarco & Laura Serlenga & Yongcheol Shin - A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00)
by Shin, Yongcheol - Testing For Cointegration In Nonlinear Smooth Transition Error Correction Models (RePEc:cup:etheor:v:22:y:2006:i:02:p:279-303_06)
by Kapetanios, George & Shin, Yongcheol & Snell, Andy - A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models (RePEc:ecj:ac2002:165)
by Serlenga, Laura & Yongcheol Shin & Andy Snell - Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy (RePEc:ecj:ac2002:82)
by Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin - A Long run structural macroeconometric model of the UK (RePEc:ecj:econjl:v:113:y:2003:i:487:p:412-455)
by Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin - Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors (RePEc:ecm:feam04:671)
by Yongcheol Shin & Laura Serlenga - Mean group tests for stationarity in heterogeneous panels (RePEc:ect:emjrnl:v:9:y:2006:i:1:p:123-158)
by Yongcheol Shin & Andy Snell - Unit root tests in three-regime SETAR models (RePEc:ect:emjrnl:v:9:y:2006:i:2:p:252-278)
by George Kapetanios & Yongcheol Shin - Unit Root Tests in Three-Regime SETAR Models (RePEc:edn:esedps:104)
by George Kapetanios & Yongcheol Shin - Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors (RePEc:edn:esedps:105)
by Laura Serlenga & Yongcheol Shin - Trade, Technology and Wage Inequality in the South African Manufacturing Sectors (RePEc:edn:esedps:106)
by Johannes Fedderke & Yongcheol Shin & Prabhat Vaze - Mean Group Tests for Stationarity in Heterogeneous Panels (RePEc:edn:esedps:107)
by Yongcheol Shin & Andy Snell - GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks (RePEc:edn:esedps:108)
by George Kapetanios & Yongcheol Shin - Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (RePEc:edn:esedps:16)
by Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran - A long run structural macroeconometric model of the UK (first version) (RePEc:edn:esedps:17)
by Anthony Garratt & Kevin Lee & Yongcheol Shin - Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry (RePEc:edn:esedps:33)
by Johannes Fedderke & Yongcheol Shin & Prabhat Vaze - A long run structural macroeconometric model of the UK (RePEc:edn:esedps:35)
by Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin - Structural analysis of vector error correction models with exogenous I(1) variables (RePEc:edn:esedps:38)
by Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin - Long-Run Structural Modelling (RePEc:edn:esedps:44)
by Mohammad Hashem Pesaran & Yongcheol Shin - Bounds Testing Approaches to the Analysis of Long Run Relationships (RePEc:edn:esedps:46)
by Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith - Testing for a Linear Unit Root against Nonlinear Threshold Stationarity (RePEc:edn:esedps:60)
by George Kapetanios & Yongcheol Shin - Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy (RePEc:edn:esedps:64)
by Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin - Testing for a Unit Root against Nonlinear STAR Models (RePEc:edn:esedps:69)
by George Kapetanios & Yongcheol Shin & Andy Snell - Structural analysis of vector error correction models with exogenous I(1) variables (first version) (RePEc:edn:esedps:7)
by Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin - Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors (RePEc:edn:esedps:70)
by Yongcheol Shin & Andy Snell - A structural cointegrating VAR approach to macroeconometric modelling (RePEc:edn:esedps:8)
by Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin - A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models (RePEc:edn:esedps:88)
by Laura Serlenga & Yongcheol Shin & Andy Snell - GLS detrending-based unit root tests in nonlinear STAR and SETAR models (RePEc:eee:ecolet:v:100:y:2008:i:3:p:377-380)
by Kapetanios, George & Shin, Yongcheol - Taxation and the asymmetric adjustment of selected retail energy prices in the UK (RePEc:eee:ecolet:v:121:y:2013:i:3:p:411-416)
by Greenwood-Nimmo, Matthew & Shin, Yongcheol - The KPSS stationarity test as a unit root test (RePEc:eee:ecolet:v:38:y:1992:i:4:p:387-392)
by Shin, Yongcheol & Schmidt, Peter - On stationary tests in the presence of structural breaks (RePEc:eee:ecolet:v:55:y:1997:i:2:p:165-172)
by Lee, Junsoo & Huang, Cliff J. & Shin, Yongcheol - Generalized impulse response analysis in linear multivariate models (RePEc:eee:ecolet:v:58:y:1998:i:1:p:17-29)
by Pesaran, H. Hashem & Shin, Yongcheol - Nonlinear mean reversion in real exchange rates (RePEc:eee:ecolet:v:77:y:2002:i:3:p:411-417)
by Chortareas, Georgios E. & Kapetanios, George & Shin, Yongcheol - Testing for a unit root in the nonlinear STAR framework (RePEc:eee:econom:v:112:y:2003:i:2:p:359-379)
by Kapetanios, George & Shin, Yongcheol & Snell, Andy - Testing for unit roots in heterogeneous panels (RePEc:eee:econom:v:115:y:2003:i:1:p:53-74)
by Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol - A nonlinear panel data model of cross-sectional dependence (RePEc:eee:econom:v:179:y:2014:i:2:p:134-157)
by Kapetanios, George & Mitchell, James & Shin, Yongcheol - Quantile cointegration in the autoregressive distributed-lag modeling framework (RePEc:eee:econom:v:188:y:2015:i:1:p:281-300)
by Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol - Dynamic panels with threshold effect and endogeneity (RePEc:eee:econom:v:195:y:2016:i:2:p:169-186)
by Seo, Myung Hwan & Shin, Yongcheol - Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure (RePEc:eee:econom:v:220:y:2021:i:2:p:504-531)
by Kapetanios, George & Serlenga, Laura & Shin, Yongcheol - Estimation and inference in heterogeneous spatial panels with a multifactor error structure (RePEc:eee:econom:v:229:y:2022:i:1:p:55-79)
by Chen, Jia & Shin, Yongcheol & Zheng, Chaowen - Canonical correlation-based model selection for the multilevel factors (RePEc:eee:econom:v:233:y:2023:i:1:p:22-44)
by Choi, In & Lin, Rui & Shin, Yongcheol - Reprint of: Testing for unit roots in heterogeneous panels (RePEc:eee:econom:v:234:y:2023:i:s:p:56-69)
by Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol - 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? (RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178)
by Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol - Cointegration and speed of convergence to equilibrium (RePEc:eee:econom:v:71:y:1996:i:1-2:p:117-143)
by Pesaran, M. Hashem & Shin, Yongcheol - Structural analysis of vector error correction models with exogenous I(1) variables (RePEc:eee:econom:v:97:y:2000:i:2:p:293-343)
by Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J. - Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models (RePEc:eee:empfin:v:19:y:2012:i:4:p:465-482)
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol - Asymmetric adjustment toward optimal capital structure: Evidence from a crisis (RePEc:eee:finana:v:33:y:2014:i:c:p:226-242)
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol - The asymmetric response of dividends to earnings news (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001654)
by Cho, Jin Seo & Greenwood-Nimmo, Matthew & Shin, Yongcheol - What is mine is yours: Sovereign risk transmission during the European debt crisis (RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037)
by Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol - Measuring the Connectedness of the Global Economy (RePEc:eee:intfor:v:37:y:2021:i:2:p:899-919)
by Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol - In search of robust methods for dynamic panel data models in empirical corporate finance (RePEc:eee:jbfina:v:53:y:2015:i:c:p:84-98)
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol - Exploring international linkages using generalised connectedness measures: The case of Korea (RePEc:eee:reveco:v:50:y:2017:i:c:p:49-64)
by Park, Hail & Shin, Yongcheol - Testing for Cointegration in Markov Switching Error Correction Models (RePEc:eme:aecozz:s0731-905320140000033005)
by Liang Hu & Yongcheol Shin - Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics (RePEc:iae:iaewps:wp2011n14)
by Viet Hoang Nguyen & Yongcheol Shin - International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach (RePEc:iae:iaewps:wp2012n18)
by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin - Quantifying Informational Linkages in a Global Model of Currency Spot Markets (RePEc:iae:iaewps:wp2014n17)
by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin - What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis (RePEc:iae:iaewps:wp2017n17)
by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin - The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany (RePEc:imk:wpaper:15-2010)
by Matthew Greenwood-Nimmo & Yongcheol Shin & Till van Treeck - Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis (RePEc:imk:wpaper:16-2010)
by Matthew Greenwood-Nimmo & Yongcheol Shin - Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (RePEc:inm:ormnsc:v:68:y:2022:i:4:p:2401-2431)
by Tomohiro Ando & Matthew Greenwood-Nimmo & Yongcheol Shin - Bounds testing approaches to the analysis of level relationships (RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326)
by M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith - Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors (RePEc:jae:japmet:v:22:y:2007:i:2:p:361-381)
by Yongcheol Shin & Laura Serlenga - Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors (RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7)
by Tolga Omay & Mübariz Hasanov & Yongcheol Shin - Globalisation and technological convergence in the EU (RePEc:kap:jproda:v:40:y:2013:i:1:p:15-29)
by Mastromarco Camilla & Laura Serlenga & Yongcheol Shin - Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy (RePEc:lec:leecon:00/4)
by Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin - A Nonlinear Panel Data Model of Cross-Sectional Dependence (RePEc:lec:leecon:12/01)
by James Mitchell & George Kapetanios & Yongcheol Shin - On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK (RePEc:mcb:jmoncb:v:45:y:2013:i:7:p:1431-1449)
by Kausik Chaudhuri & Matthew Greenwood-Nimmo & Minjoo Kim & Yongcheol Shin - The Effects of Oil Price on the Korean Economy: A Global VAR Approach (RePEc:mes:emfitr:v:54:y:2018:i:5:p:981-991)
by Hail Park & Yongcheol Shin - Testing for nonlinear cointegration between stock prices and dividends (RePEc:mmf:mmfc03:90)
by Andy Snell & George Kapetanios & Yongcheol Shin - Testing for a Unit Root against Nonlinear STAR Models (RePEc:nsr:niesrd:164)
by George Kapetanios - Global and National Macroeconometric Modelling: A Long-Run Structural Approach (RePEc:oxp:obooks:9780199296859)
by Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol - Global and National Macroeconometric Modelling: A Long-Run Structural Approach (RePEc:oxp:obooks:9780199650460)
by Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol - Unit Root Tests in Three-Regime SETAR Models (RePEc:qmw:qmwecw:465)
by George Kapetanios & Yongcheol Shin - GLS Detrending for Nonlinear Unit Root Tests (RePEc:qmw:qmwecw:472)
by George Kapetanios & Yongcheol Shin - Testing for Cointegration in Nonlinear STAR Error Correction Models (RePEc:qmw:qmwecw:497)
by George Kapetanios & Yongcheol Shin & Andy Snell - Testing for Nonstationary Long Memory against Nonlinear Ergodic Models (RePEc:qmw:qmwecw:500)
by George Kapetanios & Yongcheol Shin - A Nonlinear Panel Model of Cross-sectional Dependence (RePEc:qmw:qmwecw:673)
by George Kapetanios & James Mitchell & Yongcheol Shin - Unknown item RePEc:qmw:qmwecw:wp465 (paper)
- Unknown item RePEc:qmw:qmwecw:wp472 (paper)
- Unknown item RePEc:qmw:qmwecw:wp497 (paper)
- Unknown item RePEc:qmw:qmwecw:wp500 (paper)
- Unknown item RePEc:qmw:qmwecw:wp673 (paper)
- Dynamic Quantile Panel Data Models with Interactive Effects (RePEc:rdg:emxxdp:em-dp2023-06)
by Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng - Spatial Attendance Spillover in the European Football Leagues (RePEc:sgo:wpaper:2006)
by Young Hoon Lee & Hayley Jang & Yongcheol Shin - Canonical Correlation-based Model Selection for the Multilevel Factors (RePEc:sgo:wpaper:2008)
by In Choi & Rui Lin & Yongcheol Shin - Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors (RePEc:sgo:wpaper:2009)
by In Choi & Rui Lin & Yongcheol Shin - Multilateral Resistance and the Euro Effects on Trade Flows (RePEc:spr:adspcp:978-3-319-30196-9_12)
by Camilla Mastromarco & Laura Serlenga & Yongcheol Shin - Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure (RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01938-9)
by Laura Serlenga & Yongcheol Shin - Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects (RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02390-1)
by George Kapetanios & Laura Serlenga & Yongcheol Shin - Comments on: Panel data analysis—advantages and challenges (RePEc:spr:testjl:v:16:y:2007:i:1:p:52-55)
by Yongcheol Shin - Long-Run Structural Modelling (RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87)
by M. Hashem Pesaran & Yongcheol Shin - Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (RePEc:taf:emetrv:v:30:y:2011:i:6:p:620-645)
by George Kapetanios & Yongcheol Shin - Dynamic Network Quantile Regression Model (RePEc:taf:jnlbes:v:42:y:2024:i:2:p:407-421)
by Xiu Xu & Weining Wang & Yongcheol Shin & Chaowen Zheng - An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (RePEc:taf:jnlbes:v:42:y:2024:i:2:p:743-761)
by George Kapetanios & Laura Serlenga & Yongcheol Shin - Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework (RePEc:wly:japmet:v:27:y:2012:i:4:p:554-573)
by Matthew Greenwood‐Nimmo & Viet Hoang Nguyen & Yongcheol Shin - Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels (RePEc:wly:japmet:v:31:y:2016:i:1:p:281-297)
by Camilla Mastromarco & Laura Serlenga & Yongcheol Shin - Nonlinear limits to arbitrage (RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1084-1113)
by Jingzhi Chen & Charlie X. Cai & Robert Faff & Yongcheol Shin - On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK (RePEc:wly:jmoncb:v:45:y:2013:i:7:p:1431-1449)
by Kausik Chaudhuri & Matthew Greenwood‐Nimmo & Minjoo Kim & Yongcheol Shin - A Nonlinear Panel Data Model of Cross-Sectional Dependence (RePEc:wrk:wrkemf:03)
by Kapetanios, George & James Mitchell & Yongcheol Shin - Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework (RePEc:yon:wpaper:2014rwp-69)
by Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin - Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model (RePEc:yon:wpaper:2019rwp-154)
by Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin - Recent Developments of the Autoregressive Distributed Lag Modelling Framework (RePEc:yon:wpaper:2021rwp-186)
by Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin - The Asymmetric Response of Dividends to Earnings News (RePEc:yon:wpaper:2023rwp-210)
by Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin - Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure (RePEc:yor:yorken:20/03)
by Jia Chen & Yongcheol Shin & Chaowen Zheng - Dynamic Spatial Network Quantile Autoregression (RePEc:zbw:irtgdp:2020024)
by Xu, Xiu & Wang, Weining & Shin, Yongcheol