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 3 13 108
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 43 0 1 9 63
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 0 2 10 65
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 25 0 2 8 65
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 1 7 13 103
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 0 2 8 84
A robust test of exogeneity based on quantile regressions 0 0 0 0 0 1 7 25
A test for endogeneity in conditional quantile models 0 0 0 61 0 3 6 98
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 14 1 7 12 82
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 553 1 7 21 1,973
Bias Transmission In Two-Stage Estimation 0 0 0 39 0 1 8 135
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 1 4 62
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 1 6 20 208
Dealing with Markov-Switching Parameters in Quantile Regression Models 1 1 4 56 1 4 17 93
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 1 26 0 3 13 98
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 0 287 0 5 14 633
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 0 3 17 142
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 0 2 8 109
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 0 4 8 397
Forecasting Changes in UK Interest Rates 0 0 1 122 2 3 8 447
Forecasting Changes in UK Interest Rates 0 0 1 12 1 3 7 127
Forecasting changes in UK interest rates 0 0 2 28 0 1 12 163
Generalized Impulse and Its Measure 0 1 1 4 0 4 17 29
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 1 9 0 3 20 74
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 0 1 12 127
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 2 40 0 2 15 64
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 20 0 3 10 46
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 3 4 60
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 9 51
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 2 5 89
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 0 191 0 3 27 660
Multi-dimensional Risk and its Diversification 0 0 0 35 2 2 7 122
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 0 83 0 2 8 229
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 0 4 12 139
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 2 226 1 4 19 547
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 1 114 0 3 19 345
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 0 1 12 124
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 1 1 3 103 2 5 22 219
Spurious Nonlinear Regressions In Econometrics 0 1 1 124 1 2 7 225
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 2 2 2 55 3 3 12 186
TWO-STAGE HUBER ESTIMATION 0 0 0 161 1 5 21 693
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 0 1 207 1 4 21 541
Testing for Autocorrelation in Quantile Regression Models 0 2 3 247 0 5 18 783
Testing for Autocorrelation in Quantile Regression Models 1 1 3 60 1 2 15 133
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 0 1 10 64
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 1 21 0 5 16 133
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 11 0 1 5 96
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 61 0 4 7 139
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 0 3 10 507
VAR for VaR: measuring systemic risk using multivariate regression quantiles 1 1 2 139 2 8 27 420
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 1 63 2 5 27 332
Total Working Papers 6 10 34 3,998 25 161 657 12,457

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 5 9
A more powerful modification of Johansen's cointegration tests 0 0 0 46 0 2 7 145
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 0 3 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 0 3 14 275
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 0 1 7 218
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 0 46 0 2 9 160
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 0 1 10 189
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 0 159 1 4 10 500
Detecting Multiple Changes in Persistence 0 0 1 192 0 2 11 406
Does political orientation affect happiness? The case of South Korea 0 0 2 94 1 4 21 324
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 2 5 18 241
Forecasting changes in UK interest rates 0 0 1 63 1 2 13 281
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 2 13 1,219
Impulse response analysis in conditional quantile models with an application to monetary policy 1 1 4 26 1 2 20 93
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 0 1 6 117
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 0 3 381 1 4 13 991
Multi-dimensional portfolio risk and its diversification: A note 0 0 1 9 0 1 9 49
On more robust estimation of skewness and kurtosis 0 1 4 374 0 5 30 880
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 0 5 135 2 2 33 434
On the relationship between corruption and political ideology: the case of South Korea 0 0 4 6 1 6 51 56
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 2 4 215 3 13 46 809
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 1 7 121
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 0 3 15 99
Robust estimation of covariance and its application to portfolio optimization 0 0 0 51 3 9 17 189
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 0 24 0 1 6 167
Spurious regressions with stationary processes around linear trends 0 0 0 64 0 1 7 282
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 95 0 1 8 384
Testing for structural breaks in return-based style regression models 0 0 0 12 1 3 8 52
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 2 4 5 358
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 1 6 15 38
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 2 11 326
The effect of a variance shift on the Breusch-Godfrey's LM test 1 3 6 62 1 10 25 344
The influence of school quality on housing prices in Korea 0 0 0 13 0 4 12 71
The influence of school quality on housing prices in Korea 0 0 0 0 9 10 21 21
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 0 12 0 8 28 130
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 0 5 14 536
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 1 3 11 86
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 2 6 11 269
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 2 6 73 1 8 33 312
Total Journal Articles 4 9 43 3,354 34 151 633 11,831
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 1 1 12 42
Total Chapters 0 0 0 7 1 1 12 42

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Statistics updated 2026-07-10