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 2 2 95
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 43 1 1 1 54
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 0 1 2 55
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 3 25 2 2 11 57
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 0 0 0 76
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 0 1 1 90
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 2 2 91
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 13 1 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 1 126
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 0 2 5 185
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 0 0 57
Dealing with Markov-Switching Parameters in Quantile Regression Models 1 1 2 49 1 1 3 73
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 0 25 1 3 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 2 45 0 0 4 124
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 0 1 1 389
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 1 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 1 11 439
Forecasting changes in UK interest rates 0 0 0 26 0 0 0 151
Generalized Impulse and Its Measure 1 1 3 3 2 2 11 11
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 1 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 1 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 0 0 0 190 1 1 5 630
Multi-dimensional Risk and its Diversification 0 0 0 35 0 0 0 114
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 1 3 82 1 3 7 220
On measuring the nonlinear effect of interest rates on inflation and output 0 0 1 87 0 0 2 127
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 1 2 224 1 3 10 527
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 3 113 0 3 11 326
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 0 0 2 111
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 0 1 99 1 1 7 195
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 1 2 53 0 1 5 174
TWO-STAGE HUBER ESTIMATION 0 0 0 160 0 0 5 671
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 0 0 205 0 1 5 517
Testing for Autocorrelation in Quantile Regression Models 0 0 6 243 1 1 21 759
Testing for Autocorrelation in Quantile Regression Models 1 1 1 57 2 3 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 1 1 2 91
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 2 20 1 3 7 116
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 60 0 1 2 130
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 2 171 0 0 5 495
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 3 136 0 0 9 391
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 0 61 0 1 14 298
Total Working Papers 3 6 39 3,950 18 46 203 11,744

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 0 0 136
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 0 0 1 166
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 0 0 1 260
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 1 84 0 0 4 179
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 0 0 3 189 0 0 6 393
Does political orientation affect happiness? The case of South Korea 2 3 5 92 2 5 18 303
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 0 3 3 171
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 0 0 1 223
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 0 0 1,205
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 3 20 0 0 5 68
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 1 31 0 0 1 110
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 0 26 0 1 2 181
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 1 1 377 2 5 9 974
Multi-dimensional portfolio risk and its diversification: A note 0 0 0 8 0 0 1 38
On more robust estimation of skewness and kurtosis 0 0 1 368 0 1 7 841
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 0 2 130 0 0 5 399
Quantile cointegration in the autoregressive distributed-lag modeling framework 2 5 20 209 4 10 45 756
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 1 114
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 2 4 6 83
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 1 1 1 158
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 1 2 353
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 5 0 0 1 23
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 effect of a variance shift on the Breusch-Godfrey's LM test 0 0 3 56 2 4 13 315
The influence of school quality on housing prices in Korea 0 0 0 12 0 0 2 58
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 1 1 12 2 3 8 102
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 0 1 2 522
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 0 0 1 72
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 1 2 83 0 1 4 257
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 2 2 6 65 3 5 15 272
Total Journal Articles 6 13 55 3,296 18 45 184 11,135
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 0 4 6 1 1 15 23
Total Chapters 0 0 4 6 1 1 15 23

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Statistics updated 2025-03-03