Showing results 5 to 13 of 13
Issue Date | Title | Author(s) | Type |
---|---|---|---|
1999 | Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals | 소병수; 신동완 | Article |
2000 | Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments | 소병수; 신동완 | Article |
2003 | Maximized log-likelihood updating and model selection | 소병수 | Article |
1999 | New tests for unit roots in autoregressive processes with possibly infinite variance errors | 소병수; 신동완 | Article |
2004 | Normal tests for unit roots based on instrumental variable estimators | 소병수; 신동완 | Article |
2002 | Recursive mean adjustment and tests for nonstationarities | 소병수; 신동완 | Article |
1999 | Recursive mean adjustment in time-series inferences | 소병수; 신동완 | Article |
2004 | Robust tests for unit roots in heterogeneous panels | 소병수 | Article |
1999 | Unit root tests based on adaptive maximum likelihood estimation | 소병수; 신동완 | Article |