"NOT IN" is used two times.

The following query :

SELECT student_id, years
FROM tmp_pays
WHERE student_id IN (
    SELECT student_id
    FROM tmp_pays
    WHERE years NOT IN (2010, 2011, 2012, 2013)
)

returns :

STUDENT_ID  YEARS

125 2010

125 2011

125 2012

125 2013

125 2014