New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks

Project: Research project (funded) › Research

Status	Finished
Effective start/end date	1/12/20 → 31/07/24

Canonical Correlation-based Model Selection for the Multilevel Factors
Choi, I., Lin, R. & Shin, Y., 1 Mar 2023, In: Journal of Econometrics. 233, 1, p. 22-44 23 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
Testing for Correlation between the Regressors and Factor Loadings in Heterogeneous Panels with Interactive Effects
Kapetanios, G., Serlenga, L. & Shin, Y., 11 May 2023, (E-pub ahead of print) In: Empirical Economics. 64, p. 2611–2659
Research output: Contribution to journal › Article › peer-review

Open Access
File
The asymmetric response of dividends to earnings news
Cho, J., Greenwood-Nimmo, M. & Shin, Y., Jun 2023, In: Finance Research Letters. 54, 7 p., 103792.
Research output: Contribution to journal › Article › peer-review

Project Details