Yongcheol Shin

Available identifiers

zbMath Open shin.yongcheolMaRDI QIDQ337766

List of research outcomes

Publication	Date of Publication	Type
Forecasting distributions of inflation rates: the functional auto-regressive approach	2025-01-10	Paper
Dynamic Network Quantile Regression Model	2024-10-28	Paper
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects	2024-10-28	Paper
Estimation and inference in heterogeneous spatial panels with a multifactor error structure	2022-06-09	Paper
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure	2021-02-04	Paper
Testing for Cointegration in Markov Switching Error Correction Models	2020-11-10	Paper
Multilateral Resistance and the Euro Effects on Trade Flows	2018-11-20	Paper
Dynamic panels with threshold effect and endogeneity	2016-11-03	Paper
Quantile cointegration in the autoregressive distributed-lag modeling framework	2015-09-01	Paper
Quantile cointegration in the autoregressive distributed-lag modeling framework	2015-07-27	Paper
A nonlinear panel data model of cross-sectional dependence	2014-11-11	Paper
Global and national macroeconometric modelling: a long-run structural approach.	2012-04-16	Paper
Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model	2011-07-27	Paper
Optimal Test for Markov Switching GARCH Models	2010-07-02	Paper
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS	2008-01-23	Paper
Global and National Macroeconometric Modelling	2007-04-25	Paper
Unit root tests in three‐regime SETAR models	2006-09-22	Paper
Mean group tests for stationarity in heterogeneous panels	2006-05-26	Paper
LONG-RUN STRUCTURAL MODELLING	2004-09-21	Paper
Testing for a unit root in the nonlinear STAR framework	2003-04-09	Paper
Nonlinear mean reversion in real exchange rates.	2003-01-21	Paper
Structural analysis of vector error correction models with exogenous \(I(1)\) variables	2002-11-14	Paper
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels	2002-07-30	Paper
https://portal.mardi4nfdi.de/entity/Q4518957	2000-12-03	Paper
Generalized impulse response analysis in linear multivariate models	1998-08-13	Paper
On stationary tests in the presence of structural breaks	1998-07-22	Paper
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?	1997-03-10	Paper
Cointegration and speed of convergence to equilibrium	1996-09-01	Paper
The KPSS stationarity test as a unit root test	1992-10-05	Paper

Research outcomes over time

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