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Results 321-330 of 559 (Search time: 0.0 seconds).
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Issue Date
Title
Author(s)
Type
2005
Comparison of panel unit root tests under cross sectional dependence
신동완
Article
2004
Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
이외숙; 신동완
Article
2009
A robust sign test for panel unit roots under cross sectional dependence
오만숙; 신동완
Article
2009
Tests for seasonal unit roots in panels of cross-sectionally correlated time series
오만숙; 신동완
Article
2009
Optimal tests against the alternative hypothesis of panel unit roots
신동완
Article
2006
Identifying differentially expressed genes in meta-analysis via Bayesian model-based clustering
오만숙; 신동완; 강승호
Article
2015
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
신동완
Article
2015
A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
신동완
Article
2021
A self-normalization break test for correlation matrix
신동완
Article
1995
ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING
신동완
Article
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Sufficient dimension reduction
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Generalized Polya process
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HAR model
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pharmacokinetics
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2020 - 2024
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2010 - 2019
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