| Bounds testing approaches to the analysis of level relationships MH Pesaran, Y Shin, RJ Smith Journal of applied econometrics 16 (3), 289-326, 2001 | 24813 | 2001 |
| Testing for unit roots in heterogeneous panels KS Im, MH Pesaran, Y Shin Journal of econometrics 115 (1), 53-74, 2003 | 19693 | 2003 |
| 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? D Kwiatkowski, PCB Phillips, P Schmidt, Y Shin Journal of econometrics 54 (1-3), 159-178, 1992 | 17488 | 1992 |
| An autoregressive distributed lag modelling approach to cointegration analysis MH Pesaran, Y Shin Department of Applied Economics, University of Cambridge, 1995 | 9658 | 1995 |
| Pooled mean group estimation of dynamic heterogeneous panels MH Pesaran, Y Shin, RP Smith Journal of the American statistical Association 94 (446), 621-634, 1999 | 6913 | 1999 |
| Generalized impulse response analysis in linear multivariate models HH Pesaran, Y Shin Economics letters 58 (1), 17-29, 1998 | 6719 | 1998 |
| Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework Y Shin, B Yu, M Greenwood-Nimmo Festschrift in honor of Peter Schmidt: Econometric methods and applications …, 2014 | 3859 | 2014 |
| Testing for a unit root in the nonlinear STAR framework G Kapetanios, Y Shin, A Snell Journal of econometrics 112 (2), 359-379, 2003 | 2036 | 2003 |
| Structural analysis of vector error correction models with exogenous I (1) variables MH Pesaran, Y Shin, RJ Smith Journal of econometrics 97 (2), 293-343, 2000 | 1089 | 2000 |
| Testing for the'Existence of a Long-run Relationship' MH Pesaran, Y Shin, RJ Smith Cambridge Working Papers in Economics, 1996 | 1060 | 1996 |
| A residual-based test of the null of cointegration against the alternative of no cointegration Y Shin Econometric theory 10 (1), 91-115, 1994 | 752 | 1994 |
| Cointegration and speed of convergence to equilibrium MH Pesaran, Y Shin Journal of econometrics 71 (1-2), 117-143, 1996 | 717 | 1996 |
| Long-run structural modelling MH Pesaran, Y Shin Econometric reviews 21 (1), 49-87, 2002 | 701 | 2002 |
| Dynamic panels with threshold effect and endogeneity MH Seo, Y Shin Journal of econometrics 195 (2), 169-186, 2016 | 460 | 2016 |
| Testing for cointegration in nonlinear smooth transition error correction models G Kapetanios, Y Shin, A Snell Econometric Theory 22 (2), 279-303, 2006 | 375 | 2006 |
| Global and national macroeconometric modelling: a long-run structural approach A Garratt, K Lee, MH Pesaran, Y Shin OUP Oxford, 2006 | 360 | 2006 |
| Quantile cointegration in the autoregressive distributed-lag modeling framework JS Cho, T Kim, Y Shin Journal of econometrics 188 (1), 281-300, 2015 | 352 | 2015 |
| Quantile connectedness: modeling tail behavior in the topology of financial networks T Ando, M Greenwood-Nimmo, Y Shin Management Science 68 (4), 2401-2431, 2022 | 336 | 2022 |
| Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models VA Dang, M Kim, Y Shin Journal of Empirical Finance 19 (4), 465-482, 2012 | 336 | 2012 |
| Gravity models of intra‐EU trade: application of the CCEP‐HT estimation in heterogeneous panels with unobserved common time‐specific factors L Serlenga, Y Shin Journal of applied econometrics 22 (2), 361-381, 2007 | 317* | 2007 |
