| Publication | Date of Publication | Type |
|---|
A self-normalization test for structural breaks in a regression model for panel data sets
Journal of the Korean Statistical Society | 2024-07-30 | Paper |
Subsample scan test for multiple breaks based on self-normalization
Communications in Statistics: Theory and Methods | 2023-11-29 | Paper |
Bootstrapping tests for breaks in mean or variance based on U-statistics
Journal of Statistical Computation and Simulation | 2023-09-19 | Paper |
SUR approach for IV estimation of canonical contagion models
Communications in Statistics. Simulation and Computation | 2016-05-30 | Paper |
An instrumental variable approach for panel unit root tests under cross-sectional dependence
Journal of Econometrics | 2016-05-02 | Paper |
Asymmetry and nonstationarity for a seasonal time series model
Journal of Econometrics | 2016-05-02 | Paper |
Kernel estimators of mode under \(\psi\)-weak dependence
Annals of the Institute of Statistical Mathematics | 2016-04-04 | Paper |
Maximal inequalities and an application under a weak dependence
Journal of the Korean Mathematical Society | 2016-03-11 | Paper |
Random central limit theorems for linear processes with weakly dependent innovations
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
The factoring likelihood method for non-monotone missing data
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
Stationary bootstrapping realized volatility under market microstructure noise
Electronic Journal of Statistics | 2013-09-06 | Paper |
Corrigendum
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
A unified Bayesian inference on treatment means with order constraints
Computational Statistics and Data Analysis | 2012-09-15 | Paper |
Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
Computational Statistics and Data Analysis | 2012-07-16 | Paper |
Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
Statistics & Probability Letters | 2012-05-18 | Paper |
On the choice of nonparametric entropy estimator in entropy-based goodness-of-fit test statistics
Communications in Statistics. Theory and Methods | 2012-05-18 | Paper |
An invariant sign test for random walks based on recursive median adjustment
Journal of Econometrics | 2003-11-25 | Paper |
Functional central limit theorems for iterated function systems controlled by regenerative sequences
Indian Journal of Pure & Applied Mathematics | 2003-01-09 | Paper |
A note on stationarity of the MTAR process on the boundary of the stationarity region
Economics Letters | 2002-03-03 | Paper |
Recursive mean adjustment and tests for nonstationarities
Economics Letters | 2002-03-03 | Paper |
Recursive mean adjustment for unit root tests
Journal of Time Series Analysis | 2001-12-12 | Paper |
Testing for one-sided group effects in repeated measures study
Computational Statistics and Data Analysis | 2001-08-20 | Paper |
Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators.
Economics Letters | 2001-08-20 | Paper |
