Results 1-9 of 9 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2004 | Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility | 이외숙; 신동완 | Article |
2004 | M-estimation for regressions with integrated regressors and ARMA errors | 이외숙; 신동완 | Article |
2004 | Estimation of spectral density for seasonal time series models | 신동완 | Article |
2004 | Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors | 오만숙; 신동완 | Article |
2004 | An investigation on the allelic chi-square test used in genetic association studies | 오만숙; 신동완; 강승호 | Article |
2004 | The size of the chi-square test for the Hardy-Weinberg law | 신동완; 강승호 | Article |
2004 | Normal tests for unit roots based on instrumental variable estimators | 소병수; 신동완 | Article |
2004 | On geometric ergodicity of an AR-ARCH type process with Markov switching | 이외숙; 신동완 | Article |
2004 | Recursive mean adjustment for panel unit root tests | 오만숙; 신동완 | Article |