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 43 1 3 9 63
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 35 3 5 13 108
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 25 2 3 8 65
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 2 4 10 65
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 2 3 8 84
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 5 8 11 101
A robust test of exogeneity based on quantile regressions 0 0 0 0 1 4 7 25
A test for endogeneity in conditional quantile models 0 0 1 61 3 3 7 98
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 1 1 14 5 6 10 80
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 553 5 10 20 1,971
Bias Transmission In Two-Stage Estimation 0 0 0 39 0 2 7 134
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 1 2 4 62
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 2 3 19 204
Dealing with Markov-Switching Parameters in Quantile Regression Models 0 0 6 55 1 3 17 90
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 1 26 3 6 15 98
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 1 287 5 9 16 633
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 2 7 17 141
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 2 2 9 109
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 3 3 7 396
Forecasting Changes in UK Interest Rates 0 0 1 12 1 1 6 125
Forecasting Changes in UK Interest Rates 0 0 1 122 1 3 6 445
Forecasting changes in UK interest rates 0 0 2 28 1 2 12 163
Generalized Impulse and Its Measure 0 0 0 3 2 4 15 27
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 1 9 2 10 20 73
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 1 2 13 127
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 2 40 1 4 14 63
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 20 1 3 8 44
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 2 2 3 59
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 2 2 8 89
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 2 9 51
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 0 191 3 6 28 660
Multi-dimensional Risk and its Diversification 0 0 0 35 0 1 5 120
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 1 83 2 3 9 229
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 4 6 12 139
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 2 226 3 6 19 546
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 1 114 2 6 18 344
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 1 4 13 124
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 1 2 102 2 6 19 216
Spurious Nonlinear Regressions In Econometrics 1 1 1 124 1 2 6 224
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 0 53 0 2 9 183
TWO-STAGE HUBER ESTIMATION 0 0 0 161 3 5 19 691
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 0 1 207 2 6 20 539
Testing for Autocorrelation in Quantile Regression Models 2 2 3 247 5 7 20 783
Testing for Autocorrelation in Quantile Regression Models 0 0 2 59 1 3 14 132
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 1 1 10 64
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 1 21 5 6 17 133
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 11 1 2 5 96
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 61 1 1 4 136
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 3 4 12 507
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 1 1 138 4 8 23 416
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 2 63 3 5 29 330
Total Working Papers 3 6 34 3,991 109 211 639 12,405

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 4 8
A more powerful modification of Johansen's cointegration tests 0 0 0 46 1 2 7 144
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 3 4 13 181
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 2 5 13 274
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 1 2 7 218
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 0 46 2 3 9 160
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 1 3 10 189
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 0 159 3 4 9 499
Detecting Multiple Changes in Persistence 0 0 1 192 2 3 11 406
Does political orientation affect happiness? The case of South Korea 0 0 2 94 3 7 20 323
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 0 0 7 178
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 3 7 16 239
Forecasting changes in UK interest rates 0 0 1 63 1 2 12 280
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 0 0 0 271 2 6 13 1,219
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 3 25 1 3 21 92
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 1 2 7 117
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 0 26 0 0 7 188
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 2 4 381 3 7 14 990
Multi-dimensional portfolio risk and its diversification: A note 0 1 1 9 0 2 8 48
On more robust estimation of skewness and kurtosis 1 2 5 374 2 5 32 877
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 1 5 135 0 4 32 432
On the relationship between corruption and political ideology: the case of South Korea 0 1 6 6 5 14 54 55
Quantile cointegration in the autoregressive distributed-lag modeling framework 0 0 4 213 5 10 42 801
Regression‐based Tests for a Change in Persistence* 0 0 0 32 1 1 7 121
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 3 6 15 99
Robust estimation of covariance and its application to portfolio optimization 0 0 0 51 6 9 14 186
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 0 0 0 5 7
Spurious nonlinear regressions in econometrics 0 0 1 24 0 0 7 166
Spurious regressions with stationary processes around linear trends 0 0 0 64 1 2 7 282
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 95 1 3 8 384
Testing for structural breaks in return-based style regression models 0 0 0 12 1 3 6 50
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 2 2 3 356
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 2 2 11 326
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 5 6 14 37
The effect of a variance shift on the Breusch-Godfrey's LM test 1 1 4 60 7 11 26 341
The influence of school quality on housing prices in Korea 0 0 0 13 4 5 12 71
The influence of school quality on housing prices in Korea 0 0 0 0 1 6 12 12
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 0 12 8 12 28 130
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 3 3 12 534
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 1 1 11 84
Unit root tests based on inequality-restricted estimators 0 0 0 7 0 0 1 96
Unit root tests with a break in innovation variance 0 0 0 83 4 5 10 267
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 1 6 72 7 12 37 311
Total Journal Articles 3 9 45 3,348 98 184 614 11,778
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 0 7 0 3 15 41
Total Chapters 0 0 0 7 0 3 15 41

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Statistics updated 2026-05-06