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~isPartOf:"Journal of econometrics"
~person:"Berg, Gerard J. van den"
~person:"Gil-Alaña, Luis A."
~person:"Shin, Yongcheol"
~type:"article"
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Estimation
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Berg, Gerard J. van den
Gil-Alaña, Luis A.
Shin, Yongcheol
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
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Phillips, Peter C. B.
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Gallant, A. Ronald
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Journal of econometrics
Applied economics
11
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
6
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1
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
Saved in:
2
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
Saved in:
3
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
4
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
Saved in:
5
Combining micro and macro unemployment duration data
Berg, Gerard J. van den
;
Klaauw, Bas van der
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 271-309
Persistent link: https://www.econbiz.de/10001580622
Saved in:
6
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
Saved in:
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