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 2 6 10 105
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 43 1 5 7 61
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 0 3 6 61
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 25 0 1 5 62
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 1 5 6 82
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 2 4 5 95
A robust test of exogeneity based on quantile regressions 0 0 0 0 2 4 5 23
A test for endogeneity in conditional quantile models 0 0 1 61 0 2 4 95
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 1 1 1 14 1 5 5 75
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 553 4 8 14 1,965
Bias Transmission In Two-Stage Estimation 0 0 0 39 1 5 7 133
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 1 3 60
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 1 11 17 202
Dealing with Markov-Switching Parameters in Quantile Regression Models 0 1 6 55 2 7 16 89
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 1 26 3 6 12 95
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 1 287 3 8 10 627
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 4 12 14 138
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 0 3 4 393
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 0 4 7 107
Forecasting Changes in UK Interest Rates 0 0 1 12 0 2 5 124
Forecasting Changes in UK Interest Rates 0 0 1 122 1 3 4 443
Forecasting changes in UK interest rates 0 0 2 28 0 6 10 161
Generalized Impulse and Its Measure 0 0 0 3 1 6 13 24
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 1 1 9 5 11 15 68
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 0 6 11 125
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 2 40 1 4 11 60
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 20 1 1 6 42
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 1 1 57
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 7 8 50
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 3 6 87
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 1 191 3 18 27 657
Multi-dimensional Risk and its Diversification 0 0 0 35 1 3 6 120
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 1 83 1 5 7 227
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 1 4 7 134
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 2 226 1 9 14 541
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 1 114 4 11 16 342
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 2 6 11 122
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 1 1 3 102 1 8 16 211
Spurious Nonlinear Regressions In Econometrics 0 0 0 123 1 5 5 223
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 0 53 1 4 8 182
TWO-STAGE HUBER ESTIMATION 0 0 1 161 0 8 15 686
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 0 2 207 3 10 19 536
Testing for Autocorrelation in Quantile Regression Models 0 2 2 59 1 8 12 130
Testing for Autocorrelation in Quantile Regression Models 0 0 2 245 2 8 19 778
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 0 6 9 63
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 11 1 4 4 95
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 1 21 1 6 12 128
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 1 61 0 0 5 135
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 1 6 9 504
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 1 137 2 13 19 410
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 2 63 1 10 28 326
Total Working Papers 2 6 37 3,987 65 302 515 12,259

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 1 4 8
A more powerful modification of Johansen's cointegration tests 0 0 0 46 0 3 6 142
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 0 5 11 177
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 0 38 1 7 10 270
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 1 5 6 217
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 0 46 0 2 6 157
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 1 4 8 187
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 0 159 1 5 6 496
Detecting Multiple Changes in Persistence 0 1 3 192 1 6 11 404
Does political orientation affect happiness? The case of South Korea 0 0 2 94 2 7 15 318
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 0 4 7 178
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 2 7 11 234
Forecasting changes in UK interest rates 0 0 1 63 0 6 10 278
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 0 0 0 271 1 4 9 1,214
Impulse response analysis in conditional quantile models with an application to monetary policy 0 1 5 25 1 6 22 90
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 1 3 6 116
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 0 26 0 3 7 188
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 2 2 4 381 3 5 12 986
Multi-dimensional portfolio risk and its diversification: A note 1 1 1 9 2 5 10 48
On more robust estimation of skewness and kurtosis 1 2 5 373 2 17 33 874
On suboptimality of the Hodrick-Prescott filter at time series endpoints 1 5 5 135 4 20 33 432
On the relationship between corruption and political ideology: the case of South Korea 1 2 6 6 5 20 46 46
Quantile cointegration in the autoregressive distributed-lag modeling framework 0 1 4 213 4 18 39 795
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 5 6 120
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 2 8 12 95
Robust estimation of covariance and its application to portfolio optimization 0 0 0 51 0 3 5 177
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 0 0 3 5 7
Spurious nonlinear regressions in econometrics 0 0 1 24 0 2 8 166
Spurious regressions with stationary processes around linear trends 0 0 0 64 0 2 5 280
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 95 0 5 5 381
Testing for structural breaks in return-based style regression models 0 0 0 12 0 0 3 47
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 0 1 1 354
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 5 9 324
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan 0 0 2 7 0 4 8 31
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 3 59 3 8 18 333
The influence of school quality on housing prices in Korea 0 0 1 13 0 3 8 66
The influence of school quality on housing prices in Korea 0 0 0 0 1 4 7 7
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 0 12 1 15 17 119
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 0 4 9 531
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 0 4 11 83
Unit root tests based on inequality-restricted estimators 0 0 0 7 0 1 1 96
Unit root tests with a break in innovation variance 0 0 0 83 1 5 6 263
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 1 6 71 2 10 29 301
Total Journal Articles 6 16 49 3,345 42 255 501 11,636
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 1 7 2 6 17 40
Total Chapters 0 0 1 7 2 6 17 40

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Statistics updated 2026-03-04