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Yongcheol Shin

Global rank #3204 96%

Institution: University of York

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1992

Most Recent: 2024

RePEc ID: psh557 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.85 0.67 0.00 8.71
Last 10 Years 0.00 4.86 1.34 0.00 11.39
All Time 0.00 9.72 7.21 0.00 29.66

Publication Statistics

Raw Publications 30
Coauthorship-Adjusted Count 23.06

Publications (30)

Year Article Journal Tier Authors
2024 An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects Journal of Business & Economic Statistics A 3
2024 Dynamic Network Quantile Regression Model Journal of Business & Economic Statistics A 4
2023 Canonical correlation-based model selection for the multilevel factors Journal of Econometrics A 3
2023 Recent developments of the autoregressive distributed lag modelling framework Journal of Economic Surveys C 3
2023 Reprint of: Testing for unit roots in heterogeneous panels Journal of Econometrics A 3
2022 Estimation and inference in heterogeneous spatial panels with a multifactor error structure Journal of Econometrics A 3
2021 Measuring the Connectedness of the Global Economy International Journal of Forecasting B 3
2021 Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure Journal of Econometrics A 3
2016 Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels Journal of Applied Econometrics B 3
2016 Dynamic panels with threshold effect and endogeneity Journal of Econometrics A 2
2015 Quantile cointegration in the autoregressive distributed-lag modeling framework Journal of Econometrics A 3
2015 In search of robust methods for dynamic panel data models in empirical corporate finance Journal of Banking & Finance B 3
2014 A nonlinear panel data model of cross-sectional dependence Journal of Econometrics A 3
2013 On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK Journal of Money, Credit, and Banking B 4
2013 Taxation and the asymmetric adjustment of selected retail energy prices in the UK Economics Letters C 2
2012 Trade, Technology and the Labour Market: The Case of South Africa-super- Oxford Bulletin of Economics and Statistics B 3
2012 Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework Journal of Applied Econometrics B 3
2012 Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach Review of International Economics B 3
2008 GLS detrending-based unit root tests in nonlinear STAR and SETAR models Economics Letters C 2
2006 TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS Econometric Theory B 3
2003 Testing for a unit root in the nonlinear STAR framework Journal of Econometrics A 3
2003 Testing for unit roots in heterogeneous panels Journal of Econometrics A 3
2002 Nonlinear mean reversion in real exchange rates Economics Letters C 3
2000 Structural analysis of vector error correction models with exogenous I(1) variables Journal of Econometrics A 3
1998 Generalized impulse response analysis in linear multivariate models Economics Letters C 2
1997 On stationary tests in the presence of structural breaks Economics Letters C 3
1996 Cointegration and speed of convergence to equilibrium Journal of Econometrics A 2
1994 A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration Econometric Theory B 1
1992 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? Journal of Econometrics A 4
1992 The KPSS stationarity test as a unit root test Economics Letters C 2