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GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Kapetanios, George; Shin, Yongcheol - In: Economics letters 100 (2008) 3, pp. 377-380
Persistent link: https://www.econbiz.de/10003768791
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Unit root tests in three-regime SETAR models
Kapetanios, George; Shin, Yongcheol - In: The econometrics journal 9 (2006) 2, pp. 252-278
Persistent link: https://www.econbiz.de/10003352022
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Testing for cointegration in nonlinear smooth transition error correction models
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303
Persistent link: https://www.econbiz.de/10003301237
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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
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Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George; Shin, Yongcheol - In: Econometric reviews 30 (2011) 6, pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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Nonlinear mean reversion in real exchange rates
Chortareas, Georgios E.; Kapetanios, George; Shin, Yongcheol - In: Economics letters 77 (2002) 3, pp. 411-417
Persistent link: https://www.econbiz.de/10001711523
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Testing for a unit root in the nonlinear STAR framework
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Journal of econometrics 112 (2003) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
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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
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Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
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A residual-based test of the null of cointegration against the alternative of no cointegration
Shin, Yongcheol - In: Econometric theory 10 (1994) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001163336