Results 1-10 of 135 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2020 | Block bootstrapping for a panel mean break test | 신동완 | Article |
2017 | Estimation of structural mean breaks for long-memory data sets | 신동완 | Article |
2017 | Stationary bootstrapping for realized covariations of high frequency financial data | 신동완 | Article |
2007 | A sign test for unit roots in a seasonal MTAR model | 신동완 | Article |
1999 | Semiparametric tests for double unit roots based on symmetric estimators | 신동완 | Article |
1996 | Testing for a unit root in an AR(1) time series using irregularly observed data | 신동완 | Article |
1996 | A Simple Method for Generating Correlated Binary Variates | 신동완 | Article |
2014 | Tests for random time effects and spatial error correlation in panel regression models | 신동완 | Article |
2012 | Stationary bootstrap for kernel density estimators under ψ-weak dependence | 신동완; 황은주 | Article |
2012 | Strong consistency of the stationary bootstrap under ψ-weak dependence | 신동완; 황은주 | Article |