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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
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Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Journal of econometrics 220 (2021) 2, pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
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Testing for r versus r - 1 cointegrating vectors
Snell, Andy - In: Journal of econometrics 88 (1999) 1, pp. 151-191
Persistent link: https://www.econbiz.de/10001250276
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Temporal aggregation and the power of tests for a unit root
Pierse, Richard G. - In: Journal of econometrics 65 (1995) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10001173054
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Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
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Testing for unit roots in heterogeneous panels
Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - In: Journal of econometrics 115 (2003) 1, pp. 53-74
Persistent link: https://www.econbiz.de/10001758134
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Canonical correlation-based model selection for the multilevel factors
Choi, In; Lin, Rui; Shin, Yongcheol - In: Journal of econometrics 233 (2023) 1, pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
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Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo; Kim, Tae-hwan; Shin, Yongcheol - In: Journal of econometrics 188 (2015) 1, pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
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Dynamic panels with threshold effect and endogeneity
Seo, Myung Hwan; Shin, Yongcheol - In: Journal of econometrics 195 (2016) 2, pp. 169-186
Persistent link: https://www.econbiz.de/10011705247
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Estimation and inference in heterogeneous spatial panels with a multifactor error structure
Chen, Jia; Shin, Yongcheol; Zheng, Chaowen - In: Journal of econometrics 229 (2022) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10013441830