| 2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
| 2003 | Tests for the order of integration against higher order integration | 오만숙; 신동완 | Article |
| 2012 | The factoring likelihood method for non-monotone missing data | 신동완 | Article |
| 2019 | The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data | 신동완 | Article |
| 2004 | The size of the chi-square test for the Hardy-Weinberg law | 신동완; 강승호 | Article |
| 2019 | Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR | 신동완 | Article |
| 2018 | Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity | 신동완 | Article |
| 1999 | Unit root tests based on adaptive maximum likelihood estimation | 소병수; 신동완 | Article |
| 2008 | Unit root tests based on IV estimators for time series with multiple breaks | 신동완 | Article |
| 2006 | Unit root tests for cross-sectionally dependent seasonal panels | 신동완; 이용희 | Article |
| 2008 | Unit root tests for panel MTAR model with cross-sectionally dependent error | 이외숙; 신동완 | Article |
| 1996 | Unit root tests for time series with outliers | 신동완 | Article |
| 2017 | Value at risk forecasting for volatility index | 신동완 | Article |
| 2019 | Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility | 신동완 | Article |
| 1999 | Weighted symmetric tests for cointegration based on residual | 신동완 | Article |
