| 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 |
| 2017 | A CUSUM test for panel mean change detection | 신동완 | Article |
| 2015 | A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model | 신동완 | Article |
| 1998 | A generalized estimating equations approach for testing ordered group effects with repeated measurements | 신동완 | Article |
| 2015 | A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities | 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 |
| 2007 | A sign test for unit roots in a seasonal MTAR model | 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 |
| 2016 | An integrated heteroscedastic autoregressive model for forecasting realized volatilities | 신동완 | Article |
| 2001 | An invariant sign test for random walks based on recursive median adjustment | 소병수; 신동완 | Article |
| 2004 | An investigation on the allelic chi-square test used in genetic association studies | 오만숙; 신동완; 강승호 | 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 |
