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~person:"Shin, Dong-wan"
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Search: subject:"Unit Root Test"
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Shin, Dong-wan
Chang, Tsangyao
96
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55
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53
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43
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41
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1
Asymmetry and nonstationarity for a seasonal time series model
Shin, Dong-wan
;
Lee, Oesook
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10003401644
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2
An instrumental variable approach for panel unit root tests under cross-sectional dependence
Shin, Dong-wan
;
Kang, Seungho
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 215-234
Persistent link: https://www.econbiz.de/10003368425
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3
Tests for asymmetry in possibly nonstationary dynamic panel models
Shin, Dong-wan
;
Jhee, Won-Chul
- In:
Economics letters
91
(
2006
)
1
,
pp. 15-20
Persistent link: https://www.econbiz.de/10003314911
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4
Unit root tests for cross-sectionally dependent seasonal panels
Lee, Yonghee
;
Shin, Dong-wan
- In:
Economics letters
93
(
2006
)
3
,
pp. 311-317
Persistent link: https://www.econbiz.de/10003398787
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5
Comparison of panel unit root tests under cross sectional dependence
Jang, Myoung Jin
;
Shin, Dong-wan
- In:
Economics letters
89
(
2005
)
1
,
pp. 12-17
Persistent link: https://www.econbiz.de/10003114692
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6
Recursive mean adjustment for panel unit root tests
Shin, Dong-wan
;
Kang, Seungho
;
Oh, Man-suk
- In:
Economics letters
84
(
2004
)
3
,
pp. 433-439
Persistent link: https://www.econbiz.de/10002139641
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7
An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models
Shin, Dong-wan
;
Lee, Oesook
- In:
Journal of econometrics
115
(
2003
)
1
,
pp. 29-52
Persistent link: https://www.econbiz.de/10001758133
Saved in:
8
A note on stationary of the MTAR process on the boundary of the stationarity region
Lee, Oesook
;
Shin, Dong-wan
- In:
Economics letters
73
(
2001
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001635074
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9
Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators
Shin, Dong-wan
;
So, Beong Soo
- In:
Economics letters
71
(
2001
)
2
,
pp. 181-189
Persistent link: https://www.econbiz.de/10001569101
Saved in:
10
An invarant sign test for random walks based on recursive median adjustment
So, Beong Soo
;
Shin, Dong-wan
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 197-229
Persistent link: https://www.econbiz.de/10001580614
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