Items where authors include "Shin, Yongcheol"

Article

Kapetanios, G., Serlenga, Laura and Shin, Yongcheol (2023) An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects. Journal of Business and Economic Statistics. ISSN 0735-0015

Kapetanios, G., Serlenga, Laura and Shin, Yongcheol (2023) Testing for Correlation between the Regressors and Factor Loadings in Heterogeneous Panels with Interactive Effects. Empirical Economics. 2611–2659. ISSN 0377-7332

Greenwood-Nimmo, Matthew, Nguyen, Viet and Shin, Yongcheol (2023) What's Mine is Yours:Sovereign Risk Transmission during the European Debt Crisis. Journal of Financial Stability. 101103. ISSN 1878-0962

Choi, In, Lin, Rui and Shin, Yongcheol (2023) Canonical Correlation-based Model Selection for the Multilevel Factors. Journal of Econometrics. pp. 22-44. ISSN 0304-4076

Jang, Hayley and Shin, Yongcheol (2022) Spatial Attendance Spillover in Football Leagues. International Journal of Empirical Economics. ISSN 2810-9430

Shin, Yongcheol, Chen, Jia orcid.org/0000-0002-2791-2486 and Zheng, Chaowen (2022) Estimation and Inference in Heterogeneous Spatial Panels with a Multifactor Error Structure. Journal of Econometrics. pp. 55-79. ISSN 0304-4076

Chen, Jingzhi, Cai, Charlie, faff, robert et al. (1 more author) (2022) Nonlinear limits to arbitrage. The Journal of Futures Markets. pp. 1084-1113. ISSN 1096-9934

Greenwood-Nimmo, Matthew, Cho, Jinseo and Shin, Yongcheol (2021) Recent Developments of the Autoregressive Distributed Lag Modelling Framework. Journal of Economic Surveys. ISSN 0950-0804

Greenwood-Nimmo, Matthew, Nguyen, Viet and Shin, Yongcheol (2021) Measuring the Connectedness of the Global Economy. International journal of forecasting. pp. 899-919. ISSN 0169-2070

Kapetanios, G., Serlenga, Laura and Shin, Yongcheol (2021) Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure. Journal of Econometrics. pp. 504-531. ISSN 0304-4076

Shin, Yongcheol and Serlenga, Laura (2020) Gravitymodels of interprovincial migration flows in Canada with hierarchical multifactor structure. Empirical Economics. pp. 365-390. ISSN 0377-7332

Shin, Yongcheol, Kim, Minjoo, Cai, Charlie et al. (1 more author) (2019) FARVaR: Functional Autoregressive Value-at-Risk:FARVaR. Journal of Financial Econometrics. pp. 284-337. ISSN 1479-8409

Seo, Myung Hwan and Shin, Yongcheol (2016) Dynamic panels with threshold effect and endogeneity. Journal of Econometrics. pp. 169-186. ISSN 0304-4076

Shin, Yongcheol and Greenwood-Nimmo, Matthew (2013) Taxation and the asymmetric adjustment of selected retail energy prices in the UK. Economics Letters. pp. 411-416. ISSN 0165-1765