Browsing byAuthorShin D.W.

Jump to:
All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
  • Sort by:
  • In order:
  • Results/Page
  • Authors/Record:

Showing results 1 to 30 of 108

Issue DateTitleAuthor(s)Type
2014A bootstrap test for jumps in financial economics신동완Article
2013A CUSUM test for a long memory heterogeneous autoregressive model신동완; 황은주Article
1998A generalized estimating equations approach for testing ordered group effects with repeated measurements신동완Article
2020A mean-difference test based on self-normalization for alternating regime index data sets신동완Article
2002A new kernel for long-run variance estimates in seasonal time series models오만숙; 신동완Article
2007A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes이외숙; 신동완Article
2001A note on stationarity of the MTAR process on the boundary of the stationarity region이외숙; 신동완Article
2009A robust sign test for panel unit roots under cross sectional dependence오만숙; 신동완Article
2021A self-normalization break test for correlation matrix신동완Article
2020A self-normalization test for correlation change신동완Article
2006A sign test for unit roots in a momentum threshold autoregressive process신동완Article
1996A Simple Method for Generating Correlated Binary Variates신동완Article
2013A study on moment inequalities under a weak dependence신동완; 황은주Article
2011A unified Bayesian inference on treatment means with order constraints오만숙; 신동완Article
1998An algorithm for generating correlated random variables in a class of infinitely divisible distributions신동완Article
2006An instrumental variable approach for panel unit root tests under cross-sectional dependence신동완; 강승호Article
2003An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models이외숙; 신동완Article
2001An invariant sign test for random walks based on recursive median adjustment소병수; 신동완Article
2007Asymmetry and nonstationarity for a seasonal time series model이외숙; 신동완Article
2000Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors신동완Article
2002Asymptotic efficiency of the ordinary least squares estimator for regressions with unstable regressors오만숙; 신동완Article
2007Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors신동완Article
2017Bayesian analysis of financial volatilities addressing long-memory, conditional heteroscedasticity and skewed error distribution오만숙; 신동완Article
2005Bayesian analysis of panel data using an MTAR model오만숙; 신동완Article
2002Bayesian analysis of regression models with spatially correlated errors and missing observations오만숙; 신동완Article
2002Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reverisble jump Markov chain Monte Carlo approach오만숙; 신동완Article
2010Bayesian tests for unit root and multiple breaks오만숙; 신동완Article
2014Block bootstrapping for kernel density estimators under ψ-weak dependence신동완; 황은주Article
2017Bootstrap forecast intervals for asymmetric volatilities via EGARCH model신동완Article
1999Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals소병수; 신동완Article

BROWSE