2014 | A bootstrap test for jumps in financial economics | 신동완 | Article |
2013 | A CUSUM test for a long memory heterogeneous autoregressive model | 신동완; 황은주 | Article |
1998 | A generalized estimating equations approach for testing ordered group effects with repeated measurements | 신동완 | Article |
2020 | A mean-difference test based on self-normalization for alternating regime index data sets | 신동완 | Article |
2002 | A new kernel for long-run variance estimates in seasonal time series models | 오만숙; 신동완 | Article |
2007 | A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes | 이외숙; 신동완 | Article |
2001 | A note on stationarity of the MTAR process on the boundary of the stationarity region | 이외숙; 신동완 | Article |
2009 | A robust sign test for panel unit roots under cross sectional dependence | 오만숙; 신동완 | Article |
2021 | A self-normalization break test for correlation matrix | 신동완 | Article |
2020 | A self-normalization test for correlation change | 신동완 | Article |
2006 | A sign test for unit roots in a momentum threshold autoregressive process | 신동완 | Article |
1996 | A Simple Method for Generating Correlated Binary Variates | 신동완 | Article |
2013 | A study on moment inequalities under a weak dependence | 신동완; 황은주 | Article |
2011 | A unified Bayesian inference on treatment means with order constraints | 오만숙; 신동완 | Article |
1998 | An algorithm for generating correlated random variables in a class of infinitely divisible distributions | 신동완 | Article |
2006 | An instrumental variable approach for panel unit root tests under cross-sectional dependence | 신동완; 강승호 | Article |
2003 | An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models | 이외숙; 신동완 | Article |
2001 | An invariant sign test for random walks based on recursive median adjustment | 소병수; 신동완 | Article |
2007 | Asymmetry and nonstationarity for a seasonal time series model | 이외숙; 신동완 | Article |
2000 | Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors | 신동완 | Article |
2002 | Asymptotic efficiency of the ordinary least squares estimator for regressions with unstable regressors | 오만숙; 신동완 | Article |
2007 | Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors | 신동완 | Article |
2017 | Bayesian analysis of financial volatilities addressing long-memory, conditional heteroscedasticity and skewed error distribution | 오만숙; 신동완 | Article |
2005 | Bayesian analysis of panel data using an MTAR model | 오만숙; 신동완 | Article |
2002 | Bayesian analysis of regression models with spatially correlated errors and missing observations | 오만숙; 신동완 | Article |
2002 | Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reverisble jump Markov chain Monte Carlo approach | 오만숙; 신동완 | Article |
2010 | Bayesian tests for unit root and multiple breaks | 오만숙; 신동완 | Article |
2014 | Block bootstrapping for kernel density estimators under ψ-weak dependence | 신동완; 황은주 | Article |
2017 | Bootstrap forecast intervals for asymmetric volatilities via EGARCH model | 신동완 | Article |
1999 | Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals | 소병수; 신동완 | Article |