Research output per year
Research output per year
Research output
- 8 Article
Search results
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2023
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 AccessFile -
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. 2611–2659Research output: Contribution to journal › Article › peer-review
Open AccessFile -
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
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2022
Dynamic Network Quantile Regression Model
Shin, Y., Zheng, C., Wang, W. & xu, X., 25 Jul 2022, In: Journal of Business and Economic Statistics. 15 p.Research output: Contribution to journal › Article › peer-review
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Estimation and Inference in Heterogeneous Spatial Panels with a Multifactor Error Structure
Shin, Y., Chen, J. & Zheng, C., 1 Jul 2022, In: Journal of Econometrics. 229, 1, p. 55-79 25 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model
Li, Y.-N., Chen, J. & Linton, O., 24 Dec 2022, (Accepted/In press) In: Journal of Econometrics.Research output: Contribution to journal › Article › peer-review
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2021
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models
Chen, J., Li, D., Wei, L. & Zhang, W., 14 Jul 2021, (E-pub ahead of print) In: Journal of Nonparametric Statistics. 33, 3-4, p. 387-416 30 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Recent Developments of the Autoregressive Distributed Lag Modelling Framework
Greenwood-Nimmo, M., Cho, J. & Shin, Y., 3 Aug 2021, (E-pub ahead of print) In: Journal of Economic Surveys. 26 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile