Access Statistics for Tae-Hwan Kim

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 35 0 0 2 95
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 43 0 1 1 54
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 3 25 0 2 9 57
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 0 0 2 55
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 0 0 1 90
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 0 0 0 76
A robust test of exogeneity based on quantile regressions 0 0 0 0 0 0 2 18
A test for endogeneity in conditional quantile models 0 0 0 60 0 0 2 91
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 13 0 1 2 70
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 1 553 0 0 1 1,951
Bias Transmission In Two-Stage Estimation 0 0 0 39 0 1 2 127
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 0 0 4 185
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 1 1 58
Dealing with Markov-Switching Parameters in Quantile Regression Models 0 1 1 49 0 1 2 73
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 0 25 0 1 6 83
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 0 286 0 0 0 617
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 1 45 0 0 3 124
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 0 0 1 389
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 0 1 1 100
Forecasting Changes in UK Interest Rates 0 0 0 11 0 0 0 119
Forecasting Changes in UK Interest Rates 0 0 0 121 0 0 9 439
Forecasting changes in UK interest rates 0 0 0 26 0 0 0 151
Generalized Impulse and Its Measure 0 1 3 3 1 3 12 12
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 8 0 0 0 53
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 0 0 0 114
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 1 38 0 0 3 49
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 20 0 0 2 36
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 0 56
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 1 42
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 0 1 81
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 1 1 1 191 1 3 6 632
Multi-dimensional Risk and its Diversification 0 0 0 35 0 1 1 115
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 3 82 0 1 6 220
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 0 0 1 127
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 2 224 0 1 7 527
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 2 113 0 0 9 326
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 0 0 1 111
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 1 1 100 1 3 5 197
Spurious Nonlinear Regressions In Econometrics 0 0 1 123 0 0 1 218
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 2 53 0 0 4 174
TWO-STAGE HUBER ESTIMATION 1 1 1 161 1 1 4 672
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 1 1 1 206 1 2 6 519
Testing for Autocorrelation in Quantile Regression Models 0 1 5 244 2 5 20 763
Testing for Autocorrelation in Quantile Regression Models 0 1 1 57 0 2 4 118
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 0 0 4 54
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 11 0 1 2 91
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 1 20 0 1 6 116
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 1 1 1 61 2 2 3 132
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 1 171 0 0 4 495
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 1 4 137 1 2 8 393
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 0 61 2 3 11 301
Total Working Papers 4 10 37 3,957 12 40 183 11,766

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Direct Test for Cointegration Between a Pair of Time Series 0 0 0 0 0 0 0 4
A more powerful modification of Johansen's cointegration tests 0 0 0 46 0 1 1 137
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 0 2 3 168
Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process 0 0 1 38 1 1 2 261
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 0 0 0 211
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 0 46 0 0 1 151
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 0 0 2 179
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 0 159 0 0 0 490
Detecting Multiple Changes in Persistence 1 2 5 191 1 2 8 395
Does political orientation affect happiness? The case of South Korea 0 2 4 92 0 2 14 303
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 0 0 3 171
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 0 0 0 223
Forecasting changes in UK interest rates 0 0 0 62 0 0 0 268
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 0 0 0 271 0 1 1 1,206
Impulse response analysis in conditional quantile models with an application to monetary policy 1 2 4 22 1 3 7 71
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 0 0 0 110
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 0 26 0 0 2 181
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 0 1 377 2 4 11 976
Multi-dimensional portfolio risk and its diversification: A note 0 0 0 8 0 2 3 40
On more robust estimation of skewness and kurtosis 0 1 2 369 3 4 9 845
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 0 2 130 1 1 4 400
Quantile cointegration in the autoregressive distributed-lag modeling framework 0 2 19 209 1 7 41 759
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 0 114
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 0 3 6 84
Robust estimation of covariance and its application to portfolio optimization 0 0 1 51 0 0 2 172
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 0 0 0 1 2
Spurious nonlinear regressions in econometrics 0 0 0 23 0 2 2 159
Spurious regressions with stationary processes around linear trends 0 0 0 64 0 0 1 275
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 1 95 0 0 2 376
Testing for structural breaks in return-based style regression models 0 0 3 12 0 0 12 44
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 0 0 1 353
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan 0 0 0 136 0 0 0 315
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan 0 0 0 5 0 0 1 23
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 2 56 0 2 12 315
The influence of school quality on housing prices in Korea 1 1 1 13 1 1 3 59
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 1 12 0 2 5 102
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 0 0 2 522
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 1 1 1 73
Unit root tests based on inequality-restricted estimators 0 0 0 7 0 0 0 95
Unit root tests with a break in innovation variance 0 0 1 83 0 0 3 257
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 3 7 66 2 5 16 274
Total Journal Articles 4 13 55 3,303 14 46 182 11,163
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION 0 1 4 7 1 4 14 26
Total Chapters 0 1 4 7 1 4 14 26

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