Access Statistics for Tae-Hwan Kim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 6 169 0 1 27 442
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 10 27 99 473 32 74 374 1,562
Bias Transmission In Two-Stage Estimation 0 1 1 25 0 1 10 75
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 1 4 18 245 6 12 43 439
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 1 35 291 4 8 74 858
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 2 6 24 69 4 20 66 183
Forecasting Changes in UK Interest Rates 2 6 28 76 7 16 82 221
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 2 12 125 1 15 62 465
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 1 2 2 0 5 12 12
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 4 4 1 4 11 11
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 1 2 4 133 3 6 25 539
Modeling autoregressive conditional skewness and kurtosis with Multi-quantile CAViaR 2 7 57 57 13 32 100 100
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 15 35 116 594 31 69 265 1,604
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 3 5 25 169 4 8 40 359
Revisiting the Martingale hypothesis for exchange rates 0 1 7 51 1 3 18 128
Spurious Nonlinear Regressions In Econometrics 1 1 5 105 1 2 8 111
TWO-STAGE HUBER ESTIMATION 1 5 32 113 6 22 119 434
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 2 6 23 63 7 19 55 170
Total Working Papers 40 110 498 2,764 121 317 1,391 7,713

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A more powerful modification of Johansen's cointegration tests 0 2 16 26 1 6 30 68
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 4 31 0 2 20 107
Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process 1 2 3 22 3 6 34 193
Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification 0 3 5 27 4 11 44 139
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 1 35 0 0 3 105
CUSUM of Squares-Based Tests for a Change in Persistence 1 4 8 35 2 5 13 56
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 3 7 20 81 4 12 49 271
Detecting Multiple Changes in Persistence 1 7 32 58 2 13 51 106
Examination of Some More Powerful Modifications of the Dickey-Fuller Test 0 0 2 41 0 1 9 135
Forecasting changes in UK interest rates 1 2 14 32 3 8 47 110
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 1 1 3 35 206 4 12 177 915
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 1 1 5 15 2 5 12 36
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 1 3 21 228 2 12 39 557
On more robust estimation of skewness and kurtosis 4 9 26 130 10 19 67 287
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 6 12 57 3 10 25 141
Regression-based Tests for a Change in Persistence 0 1 4 20 0 3 10 59
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 4 33 0 0 5 128
Spurious nonlinear regressions in econometrics 0 0 0 10 0 0 3 53
Spurious regressions with stationary processes around linear trends 1 1 10 33 1 3 16 103
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 4 75 0 0 7 280
Tests for a change in persistence against the null of difference-stationarity 1 2 8 81 1 4 18 227
Two-stage quantile regression when the first stage is based on quantile regression 1 8 12 67 4 16 40 288
Unit Root Tests Based on Inequality-Restricted Estimators 0 0 0 5 0 0 1 71
Unit root tests with a break in innovation variance 0 1 4 49 0 2 13 120
Total Journal Articles 17 62 250 1,397 46 150 733 4,555

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Statistics updated 2009-11-04