Y
Yongcheol Shin
Researcher at University of York
Publications - 215
Citations - 65988
Yongcheol Shin is an academic researcher from University of York. The author has contributed to research in topics: Autoregressive model & Estimator. The author has an hindex of 50, co-authored 208 publications receiving 55940 citations. Previous affiliations of Yongcheol Shin include University of Texas at Austin & University of Edinburgh.
Papers
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Journal ArticleDOI
Bounds testing approaches to the analysis of level relationships
TL;DR: In this paper, the authors developed a new approach to the problem of testing the existence of a level relationship between a dependent variable and a set of regressors, when it is not known with certainty whether the underlying regressors are trend- or first-difference stationary.
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Testing for unit roots in heterogeneous panels
TL;DR: In this article, a unit root test for dynamic heterogeneous panels based on the mean of individual unit root statistics is proposed, which converges in probability to a standard normal variate sequentially with T (the time series dimension) →∞, followed by N (the cross sectional dimension)→∞.
Journal ArticleDOI
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?
TL;DR: In this paper, a test of the null hypothesis that an observable series is stationary around a deterministic trend is proposed, where the series is expressed as the sum of deterministic trends, random walks, and stationary error.
Book ChapterDOI
An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis
M. Hashem Pesaran,Yongcheol Shin +1 more
TL;DR: This article examined the use of autoregressive distributed lag (ARDL) models for the analysis of long-run relations when the underlying variables are I(1) and I(0) regressors.
Journal ArticleDOI
Generalized Impulse Response Analysis in Linear Multivariate Models
H.Hashem Pesaran,Yongcheol Shin +1 more
TL;DR: This paper proposed a generalized impulse response analysis for unrestricted vector autoregressive (VAR) and cointegrated VAR models, which does not require orthogonalization of shocks and is invariant to the ordering of the variables in the VAR.