Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data. - Soo Jung Park; Dong Wan Shin; Byeong Uk Park; Woo Chul Kim; Man-Suk Oh (Comput. Stat. Data Anal., 2005)

Corrigendum to "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data": [Computational Statistics and Data Analysis 49/4 (2005) 1192-1204]. - Soo Jung Park; Dong Wan Shin; Byeong Uk Park; Woo Chul Kim; Man-Suk Oh (Comput. Stat. Data Anal., 2006)

Optimal tests against the alternative hypothesis of panel unit roots. - Yonghee Lee; Dong Wan Shin (Comput. Stat. Data Anal., 2009)

A robust sign test for panel unit roots under cross sectional dependence. - Dong Wan Shin; Soo Jung Park; Man-Suk Oh (Comput. Stat. Data Anal., 2009)

Robust panel unit root tests for cross-sectionally dependent multiple time series. - Dong Wan Shin; Sangun Park (Comput. Stat. Data Anal., 2010)

A unified Bayesian inference on treatment means with order constraints. - Man-Suk Oh; Dong Wan Shin (Comput. Stat. Data Anal., 2011)

Stationary bootstrap for kernel density estimators under Ψ-weak dependence. - Eunju Hwang; Dong Wan Shin (Comput. Stat. Data Anal., 2012)

Infinite-order, long-memory heterogeneous autoregressive models. - Eunju Hwang; Dong Wan Shin (Comput. Stat. Data Anal., 2014)

Stationary bootstrapping for semiparametric panel unit root tests. - Eunju Hwang; Dong Wan Shin (Comput. Stat. Data Anal., 2015)

SUR Approach for IV Estimation of Canonical Contagion Models. - Dong Wan Shin; Hyo Jin Kim; Jinwook Seo (Commun. Stat. Simul. Comput., 2016)

Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? - Hyejin Song; Dong Wan Shin; Jae Keun Yoo (Commun. Stat. Simul. Comput., 2018)

Moving block bootstrapping for a CUSUM test for correlation change. - Ji-Eun Choi; Dong Wan Shin (Comput. Stat. Data Anal., 2019)

Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. - Ji Won Shin; Dong Wan Shin (Commun. Stat. Simul. Comput., 2019)

Bootstrapping volatility spillover index. - Ji-Eun Choi; Dong Wan Shin (Commun. Stat. Simul. Comput., 2020)