| 2000 | A Monte-Carlo study on the unit root test based on huber-type estimator in seasonal autoregressive model | 정소연 | Master's Thesis |
| 2005 | A new instrumental variable estimation for diffusion processes | 소병수 | Article |
| 2008 | A new robust sign test for cointegration | 소병수 | Article |
| 2010 | A new score test for unit roots in heterogeneous panels - Residual likelihood approach | 임용빈; 소병수 | Article |
| 2001 | A note on the optimal number of centre runs in a second phase design of response surface methods | 소병수 | Article |
| 1994 | A SHARP CRAMER-RAO TYPE LOWER BOUND FOR MEDIAN-UNBIASED ESTIMATORS WHEN THERE IS A NUISANCE PARAMETER | 서경희 | Master's Thesis |
| 2002 | A Simulation Study On A New Estimator In A Heteroscedastic Affine Diffusion Model | 李敏禎 | Master's Thesis |
| 2001 | An invariant sign test for random walks based on recursive median adjustment | 소병수; 신동완 | Article |
| 2016 | Bayesian variable selection in binary quantile regression | 소병수; 오만숙 | Article |
| 1999 | Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals | 소병수; 신동완 | Article |
| 2001 | Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators | 소병수; 신동완 | Article |
| 1994 | Cramer-Rao type information inequalities for the risks of median-unbiased estimators with respect to arbitrary monotonic loss function | 문보영 | Master's Thesis |
| 2000 | Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments | 소병수; 신동완 | Article |
| 2010 | Logistic Regression과 Generalized Additive Model을 이용한 생명보험 해약 예측모형 | 서경하 | Master's Thesis |
| 2003 | Maximized log-likelihood updating and model selection | 소병수 | Article |
| 2007 | New LM tests for unit roots in seasonal ar processes | 소병수 | Article |
| 1999 | New tests for unit roots in autoregressive processes with possibly infinite variance errors | 소병수; 신동완 | Article |
| 2004 | Normal tests for unit roots based on instrumental variable estimators | 소병수; 신동완 | Article |
| 2005 | On limiting posterior distributions | 소병수 | Article |
| 2002 | Recursive mean adjustment and tests for nonstationarities | 소병수; 신동완 | Article |
| 2001 | Recursive mean adjustment for unit root tests | 소병수 | Article |
| 1999 | Recursive mean adjustment in time-series inferences | 소병수; 신동완 | Article |
| 2004 | Robust tests for unit roots in heterogeneous panels | 소병수 | Article |
| 1997 | Semiparametric unit root tests based on symmetric estimators | 소병수; 신동완 | Article |
| 2016 | Support Vector Machine 및 Random Forest 기법을 이용한 기업 부도 예측 | 권재영 | Master's Thesis |
| 2012 | Support Vector Machine을 이용한 이동 통신사 고객이탈 예측모형연구 | 이명미 | Master's Thesis |
| 1999 | Unit root tests based on adaptive maximum likelihood estimation | 소병수; 신동완 | Article |
| 2009 | 생존분석법을 이용한 생명보험 해약 연구 | 박영란 | Master's Thesis |
| 2011 | 일반화 가법모형을 이용한 이동 통신사 고객이탈 예측모형연구 | 추민주 | Master's Thesis |
| 2005 | 일반화 회귀모형을 이용한 현금서비스 연체성향예측기법 | 이지연 | Master's Thesis |
