명예, 퇴임교수
송석헌 (Song, SeokHeon)
- 직위
- 명예/퇴임교수
- 연구분야
- Generalized Linear Mixed Model Analysis, Business and Economic Data Analysis, Spatial Data Analysis, Financial Time Series Data Analysis 외 다수
- 학위
- 박사
학력
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- 1991.01 ~1994.01 Univ. Dortmund 통계학과 박사 - 1985.09 ~1991.01 Univ. Dortmund 통계학과 석사 - 1981.03 ~1985.01 고려대학교 통계학과 학사 최종학위 : Ph.D., Statistics, University of Dortmund, 1994
경력 및 수상
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재임기간 : 2000-2008 - 2007.03 ~ 2008.03 고려대학교 통계연구소 소장 - 2006.03 ~ 2008.03 고려대학교 교수 - 2006.03 ~ 2008.03 방송위원회 자문위원 - 2006.03 ~ 2007.02 미국 텍사스 A&M 대학교 방문교수 - 2002.01 ~ 2006.02 한국통계학회 편집위원 - 2003.02 ~ 2005.01 고려대학교 통계학과장 및 대학원 주임 - 2000.06 ~ 2005.02 고려대학교 통계연구소 발간 [응용통계] 편집위원장 - 2000.07 ~ 2004.08 농촌진흥청 겸임연구관 - 2000.03 ~ 2005.02 고려대학교 조교수, 부교수 - 2000.06 ~ 2005.08 독일 도르트문트 대학교 방문교수 - 1995.03 ~ 2000.02 덕성여자대학교 조교수, 부교수 - 1994.07 ~ 1995.02 고려대학교 통계연구소 Post Dr.
단행본
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- 통계적 탐구, 김기영외 8인 공저, 교우사 2002.3 - 경제자료분석, 박유성 공저, 정일출판사 1998.7
연구논문
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* 국제 학술지 - Song,S.H. (2007), "Panel data analysis -advantage and challenge, Test, Vol. 16 47-51(B. Park) - Song,S.H. (2007), "Testing for Serial Correlation, Spatioa Autocorrelation and random EffectsUsing Panel Data" Journal of Econometrics (with B.Baltagi, B.C.Jung, W.Koh) - Song,S.H. (2007), "Unbalance Panel Data: A Survey" Statistical Papers. Vol. 47 493-523 (withB, Baltagi) - Song,S.H. (2006), "Testing for overdispersion in a censored Poisson regression model"Statistics. Vol. 40, 533-543 (with B.C.Jung, M.Jhun) - Song,S.H. (2006), "Multiclass sparse logistic regression for classification of multiple cancer types using gene expression data" Computational Statistics and Data Analysis. (with Y Kim) - Song,S.H. (2006), "A New Random Permutation Test in ANOVA Models" Statistical Papers. Vol. 49 47-62 (with B.C.Jung, M.Jhun) - Song,S.H. (2005), "An extensive cpmparison of recent classification tools applied to mocroarray data" Panel Data Computation Staticstics and data nalysis, (with J.W.Lee , J.B.Lee , M.Park) - Song,S.H. (2004), "Goodnessp-of-Fit test for Exponentiality based on Kullback-Leiber Information," Communication is Statistics, (with B.C.Choi , K.Kim) - Song,S.H. (2003), "BLUP in the nested panel regression model with serially correlated errors Computation Staticstics and data Analysis, (with B.C.Jung , M.Jhun.) - Song,S.H. (2003), "Testing panel data regression models with spatial error correlation" The Jornal of Econometrics, (with B.Baltagi , B.c.Jung.) - Song,S.H. (2002), "Relative Efficiency of OLSE and COTE for Seasonal Autoregressive Disturbances," Statistical Papers, (with Jeske, R.) - Song,S.H. (2002), "BLUP in the Panel Regression Model with Spatially and Serially Correlated Error Components " Statistical Papers (with Jung,B.C.) - Song,S.H. (2001), "The Unbalanced Nested Error Component Regresion model," Journal of Econometrics (with Baltagi,B. ,Jung,B.C.) - Song,S.H. (2001), "On the Efficiency of the Cochrane-Orcutt Estimator in the Serially Correlated error Components Regression Model for Panel Data" Communications in Statistics-Theory and Methods - (with Trenkler, G.) - Song,S.H. (2000), "A Comparative Study of Alternative Estimators for the Unbalanced Two-Way Error Component Regression Model" Econometrics Journal , (with Baltagi,B., Jung,B.C.) - Song,S.H. (2000), "A Note on Estimating Linear Trend in a Regression Model with Serially Correlated Error Components, Communications in Statistics -Theory and methods- (with Stemann,D. ,Jung, B.C.) - Song,S.H. (2000), "Simple LM Tests for Unbalanced Nested Error Component Regression Model" Econometric Review, (with Baltagi,B. ,Jung,B.C.) - Song,S.H. (2000), "LM Tests for Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors" Annales d'Economie et de Statistique. (with Baltagi,B., Jung,B.C.) - Song,S.H. (2000), "Asymptotic Efficiency of the OLS for Polynomial Regression Models with Spatially Correlated Errors," Statistic and Probabilty Letters (with Shin,D.) - Song,S.H. (2000), "Prediction in the Spatially Autocorrelated Error Component Model," Econometric Theory, (with Jung,B.C.) - Song,S.H. (2000), "A Note on S^2 in a Linear Regression Model based on Two Stage Sampling Data," Statistic and Probabilty Letters, - Song,S.H. (1999), Efficiency of First Difference Estimator in Panel Data Regression with Serially Correlated Error Components. Statistical Papers (with Stemann, D.) - Song,S.H. (1999), "Prediction in the Equicorrelated Regression Model" Econometric Theory. - Song,S.H. (1998), "A Simple Linear Trend Model with Error Components," Econometric Theory, (with Jung,B.C.) - Song,S.H. (1996), "Consistency and Asympototic Unbiasedness of S^2 in the Linear Regression Model with Panel Data," Statistical Papers, - Song,S.H. (1996), "The Efficiency of Sample Mean in the Linear Regression Models whenErrors Follow a First-Order Moving Average Progresses. " Economic Letters, (with Buetefisch, G. ,Jeske, R.) * 국내 학술지 - Song,S.H. (2006), "이원오차성분을 갖는 패널회귀모형의 모형식별검정" 응용통계연구 (S. Whang, Y Kim) - Song,S.H. (2006), "패널회귀모형에서 최대엔트로피 추정량에 관한연구" 응용통계연구 (S. Jhun) l Song,S.H. (2006), "측정오차를 포함하는 패널회귀모형에서 분산추정량의 점근적 성질연구"Journal of The Korean Data Analysis society (M. Kim) - Song,S.H. (2006), "Comparison of Boostion and SVM" Journal of the Korean Data & Information Science Society (with Y. Kim, K. Kim) - Song,S.H. (2004), "Testing for grouped Heterocedasticity in Linear Regression Model, "한국통계학논문집, (with Choi,M.) - Song,S.H. (2004), "장애모수가 존재하는 불균형 패널회귀모형에서 검정법," 응용통계연구 (with Jung,B.C. , Lee,J.W.) - Song,S.H. (2003), "패널회귀모형에서 선형성 검정," 응용통계연구, (with Jung,B.C.) - Song,S.H. (2002), "A comparison of estimation in an unbalanced Linear Mixd Model," 응용통계연구 (with Jung,B.C.) - Song,S.H. (2001), "LM Tests in Nested Serially Correlated Error Components Model with Panel Data," Journal of the Korean Statistical society, (with Jung,B.C. ,Jhun,M.) - Song,S.H. (2001), "Tests for Panel Regression Model with Unbalanced Data," Journal of the Korean Statistical Society, (with Jung,B.C.) - Song,S.H. (2001), quot;A Comparison of Predictors in a Panel Data Regression Model," 응용통계연구 (with Jung,B.C. ,Cho,M.) - Song,S.H. (2000), "Alternative Tests for the Nested Error Component Regression Model," Journal of the korean Statistical Society, (with Jung,B.C.) - Song,S.H. (2000), "A Comparison of Estimation Procedures in a nested error components Regression Model," 응용통계연구, (with Jung,B.C. ,Jhun,M.) - Song,S.H. (2000), "Analysis of Linear Regression Model with Two Way Correlated Errors," Journal of the Korean Statistical Society, - Song,S.H. (1999), "Efficient Estimation of Regression Coefficients in Regression Model with Moving Average Process." 응용통계연구, - Song,S.H. (1999), "A Comparative Study on the Confidence Intervals for Regression Coefficients in a Panel Regression Model" 응용통계연구, (with Jung,B.C. ,Jhun,M.) - Song,S.H. (1999), "A Joint Test for Spatial Autocorrelation and random Individual Effects' 자연과학논문집, - Song,S.H. (1999), "Asymptotic Distribution of the LM Test Statistic for the Nested ErrorComponent Regression Model", Journal of the Korean Statistical Society, (with Jung,B.C. , Jhun,M.) - Song,S.H. (1999), "The Effect of First Obervation in Panel Regression Model with Serially Correlated Error Components," 한국통계학회논문집, l Song,S.H. (1999), "Prediction on Panel Data Linear Regression with Serially Correlated Nested Error Components." 자연과학논문집, - Song,S.H. (1999), "Estimation, Prediction and Testing in Gosh Model,"응용통계(with Jung,B.C.) - Song,S.H. (1998), "The Efficiency of the Cochrane-Orcutt Estimation Procedure in Autocorrelated Regression Model. Jounal of the Korean Statistical Association, (with Jung,B.C. ,Jhun,M.) - Song,S.H. (1997), "Asymptotic Properties of Least Square Estimator of Disturbance in the Linear Regression Model with MA(q)-Disturbances," 한국통계학회논문집, (with Lee,J.H.) - Song,S.H. (1997), "Pitfalls in the Application of COTE in a Linear Regression Model with Seasonal Data." 한국 통계학회논문집 (with Park, Y.S.) - Song,S.H. (1997), "Finite Sample Efficiency of Ordinary Least Squares in the Linear Regression Model with Negative Autocorrelated Errors." 덕성여자대학교 자연과학논 문집, - Song,S.H. (1996), "The Relative Efficiency of Ordinary Least Squares Estimation in the Linear Regression with a Moving Average Errors." 덕성여자대학교 자연과학논문집, - Song,S.H. (1996), "First Difference Estimation in Panel Data Regression with Serially Correlated Errors. 덕성여자 대학교 자연과학논문집, - Song,S.H. (1996), "The Relative Efficiency of Sample Mean in the Linear Regression Model with AR (2)- Disturbances." 덕성여대논문집, - Song,S.H. (1995), "The Consistency and Bounds on the Bies of in the Linear Regression Model with Moving Average Disturbances," Journal of the Korean Statistical Association, - Song,S.H. (1995), "Weakly Consistency of Disturbance Variance Estimator in the Pooled Cross- Sectional and Equicorrelated Time Series Regression Model," 자연과학논문집, - Song,S.H. (1995), "A Note on Disturbance Variance Estimator in Panel Data with Equicorrelated Error Components 게 재 지 한국통계학회논문집, - Song,S.H. (1995), "The Study of Properties of Orelinary Least Squares Estimation in the Linear Regression Models with Nonspherical Disturbances," 응용통계, (with Jin,S.) - Song,S.H. (1994), " The Asymptotic Unbicsedness of in the Linear Regression Model with Moving Average or particular s-th Order Autocorrelated Disturnces", Journal of the Korean Statistical Association - Song,S.H. (1994), "Equivalence of GLS and Differnence Estimator in the Linear Regression Model under Seesonally Autocorrelated Disturbances," 한국통계학회논문집, (with Lee,J.H.) - Song,S.H. (1994), "The Asymptotic Unbiesedness of in the Linear Regression Model with Equicorrelated Error Components," 응용통계,