| 2001 | Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators | 소병수; 신동완 | Article |
| 2001 | A note on stationarity of the MTAR process on the boundary of the stationarity region | 이외숙; 신동완 | Article |
| 2000 | Efficient score estimation and adaptive M-estimators in censored and truncated regression models | 김철기 | Article |
| 2000 | On probabilistic properties of nonlinear ARMA(p,q) models | 이외숙 | Article |
| 2000 | Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments | 소병수; 신동완 | Article |
| 2000 | Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE | 오만숙; 신동완 | Article |
| 2000 | Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors | 신동완 | Article |
| 2000 | Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends | 신동완 | Article |
| 2000 | On geometric ergodicity of the MTAR process | 이외숙; 신동완 | Article |
| 1999 | Regression smoothers and additive models for censored and truncated data | 김철기 | Article |
| 1999 | Strict stationarity of AP(P) processes generated by nonlinear random functions with additive perturbations | 이외숙 | Article |
| 1999 | Asymptotic behaviors of randomly perturbed dynamical systems | 이외숙 | Article |
| 1999 | Estimation of posterior density functions from a posterior sample | 오만숙 | Article |
| 1999 | Semiparametric tests for double unit roots based on symmetric estimators | 신동완 | Article |
| 1999 | Recursive mean adjustment in time-series inferences | 소병수; 신동완 | Article |
| 1999 | Weighted symmetric tests for cointegration based on residual | 신동완 | Article |
| 1999 | Stationary solutions for iterated function systems controlled by stationary processes | 이외숙; 신동완 | Article |
| 1999 | New tests for unit roots in autoregressive processes with possibly infinite variance errors | 소병수; 신동완 | Article |
| 1999 | Unit root tests based on adaptive maximum likelihood estimation | 소병수; 신동완 | Article |
| 1999 | Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals | 소병수; 신동완 | Article |
