Browsing by Author 신동완

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Showing results 90 to 119 of 159

Issue DateTitleAuthor(s)Type
2012On cumulative residual Kullback-Leibler information신동완Article
2004On geometric ergodicity of an AR-ARCH type process with Markov switching이외숙; 신동완Article
2000On geometric ergodicity of the MTAR process이외숙; 신동완Article
2005On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models이외숙; 신동완Article
2012On the choice of nonparametric entropy estimator in entropy-based goodness-of-fit test statistics신동완Article
2009Optimal tests against the alternative hypothesis of panel unit roots신동완Article
2019Quantile forecasts for financial volatilities based on parametric and asymmetric models신동완Article
2012Random central limit theorems for linear processes with weakly dependent innovations신동완; 황은주Article
2002Recursive mean adjustment and tests for nonstationarities소병수; 신동완Article
2004Recursive mean adjustment for panel unit root tests오만숙; 신동완Article
1999Recursive mean adjustment in time-series inferences소병수; 신동완Article
1997Regression with integrated regressors신동완Article
2010Robust panel unit root tests for cross-sectionally dependent multiple time series신동완Article
2011Semiparametric estimation for partially linear models with ψ-weak dependent errors신동완; 황은주Article
1999Semiparametric tests for double unit roots based on symmetric estimators신동완Article
2000Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE오만숙; 신동완Article
1997Semiparametric unit root tests based on symmetric estimators신동완; 소병수Article
2012Stationary bootstrap for kernel density estimators under ψ-weak dependence신동완; 황은주Article
2013Stationary bootstrapping for cointegrating regressions신동완; 황은주Article
2017Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels신동완Article
2011Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model신동완; 황은주Article
2014Stationary bootstrapping for panel cointegration tests under cross-sectional dependence신동완Article in Press
2017Stationary bootstrapping for realized covariations of high frequency financial data신동완Article
2015Stationary bootstrapping for semiparametric panel unit root tests신동완; 황은주Article
2017Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model신동완Article
2013Stationary bootstrapping realized volatility신동완; 황은주Article
2013Stationary bootstrapping realized volatility under market microstructure noise신동완; 황은주Article
1999Stationary solutions for iterated function systems controlled by stationary processes이외숙; 신동완Article
2004Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility이외숙; 신동완Article
2012Strong consistency of the stationary bootstrap under ψ-weak dependence신동완; 황은주Article