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Showing results 1 to 30 of 148

Issue DateTitleAuthor(s)Type
2014A bootstrap test for jumps in financial economics신동완Article
2013A CUSUM test for a long memory heterogeneous autoregressive model신동완; 황은주Article
2017A CUSUM test for panel mean change detection신동완Article
2015A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model신동완Article
2015A Forecasting-model Comparison for Whole-day Realized Volatilities Including Overnight Variations김수연Master's Thesis
1998A generalized estimating equations approach for testing ordered group effects with repeated measurements신동완Article
2015A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities신동완Article
2019A mean-difference test based on self-normalization for alternating regime index data sets김보경Master's Thesis
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
2006A sign test for unit roots in a momentum threshold autoregressive process신동완Article
2006A Sign Test for Unit Roots in a Seasonal MTAR Model박세정Master's Thesis
2007A sign test for unit roots in a seasonal MTAR model신동완Article
1996A Simple Method for Generating Correlated Binary Variates신동완Article
2013A study on moment inequalities under a weak dependence신동완; 황은주Article
2005A Study on Robust Sign Tests for Unit Roots in MTAR and Panel Models박수정Doctoral Thesis
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
2016An integrated heteroscedastic autoregressive model for forecasting realized volatilities조수진Master's Thesis
2016An integrated heteroscedastic autoregressive model for forecasting realized volatilities신동완Article
2001An invariant sign test for random walks based on recursive median adjustment소병수; 신동완Article
2004An investigation on the allelic chi-square test used in genetic association studies오만숙; 신동완; 강승호Article
2007Asymmetry and nonstationarity for a seasonal time series model이외숙; 신동완Article
2018Asymptotic distribution of the LU decomposition of realized covariance matrix with an application for balancing minimum variance portfolio김희수Master's Thesis
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

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