Shin, Yongcheol
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3

An LM Test for the Conditional Independence between Regress..:

Kapetanios, G ; Serlenga, Laura ; Shin, Yongcheol
https://eprints.whiterose.ac.uk/201549/8/An_LM_Test_for_the_Conditional_Independence_between_Regressors_and_Factor_Loadings_in_Panel_Data_Models_with_Interactive_Effects.pdf.  , 2023
 
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Testing for Correlation between the Regressors and Factor L..:

Kapetanios, G ; Serlenga, Laura ; Shin, Yongcheol
https://eprints.whiterose.ac.uk/196762/7/s00181_023_02390_1.pdf.  , 2023
 
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6

Nonlinear limits to arbitrage:

Chen, Jingzhi ; Cai, Charlie X ; Faff, Robert.
Chen , J , Cai , C X , Faff , R & Shin , Y 2022 , ' Nonlinear limits to arbitrage ' , Journal of Futures Markets , vol. 42 , no. 6 , pp. 1084-1113 . https://doi.org/10.1002/fut.22320.  , 2022
 
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7

Spatial Attendance Spillover in Football Leagues:

Jang, Hayley ; Shin, Yongcheol
https://eprints.whiterose.ac.uk/195081/1/s281094302250010x.pdf.  , 2022
 
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8

Nonlinear limits to arbitrage:

Chen, Jingzhi ; Cai, Charlie ; faff, robert.
https://eprints.whiterose.ac.uk/184530/1/Journal_of_Futures_Markets_2022_Chen_Nonlinear_limits_to_arbitrage.pdf.  , 2022
 
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9

Estimation and inference in heterogeneous spatial panels wi..:

Chen, Jia ; Shin, Yongcheol ; Zheng, Chaowen
https://centaur.reading.ac.uk/107078/1/Chen%20et%20al.%202022%20Estimation%20and%20Inference%20in%20Heterogeneous%20Spatial%20Panels%20with%20a%20Multifactor%20Error%20Structure_Main.pdf.  , 2022
 
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11

Estimation and Inference for Multi-dimensional Heterogeneou..:

Kapetanios, George ; Serlenga, Laura ; Shin, Yongcheol
Kapetanios , G , Serlenga , L & Shin , Y 2021 , ' Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure ' , JOURNAL OF ECONOMETRICS , vol. 220 , no. 2 . https://doi.org/10.1016/j.jeconom.2020.04.011.  , 2021
 
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Gravitymodels of interprovincial migration flows in Canada ..:

Shin, Yongcheol ; Serlenga, Laura
https://eprints.whiterose.ac.uk/168133/1/Serlenga_Shin2020_Article_GravityModelsOfInterprovincial.pdf.  , 2020
 
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