Showing results 8 to 17 of 17
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2011 | Semiparametric estimation for partially linear models with ψ-weak dependent errors | 신동완; 황은주 | Article |
2012 | Stationary bootstrap for kernel density estimators under ψ-weak dependence | 신동완; 황은주 | Article |
2013 | Stationary bootstrapping for cointegrating regressions | 신동완; 황은주 | Article |
2011 | Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model | 신동완; 황은주 | Article |
2015 | Stationary bootstrapping for semiparametric panel unit root tests | 신동완; 황은주 | Article |
2013 | Stationary bootstrapping realized volatility | 신동완; 황은주 | Article |
2013 | Stationary bootstrapping realized volatility under market microstructure noise | 신동완; 황은주 | Article |
2012 | Strong consistency of the stationary bootstrap under ψ-weak dependence | 신동완; 황은주 | Article |
2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
2013 | The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences | 황은주 | Article in Press |