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
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 35 0 3 6 99
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 43 2 2 5 58
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 25 0 2 6 61
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 1 3 5 59
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 0 1 1 77
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 1 2 3 92
A robust test of exogeneity based on quantile regressions 0 0 0 0 2 2 3 21
A test for endogeneity in conditional quantile models 0 0 1 61 1 1 3 94
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 13 1 1 2 71
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 553 1 6 7 1,958
Bias Transmission In Two-Stage Estimation 0 0 0 39 0 0 2 128
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 1 3 9 192
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 1 2 59
Dealing with Markov-Switching Parameters in Quantile Regression Models 0 2 6 54 3 7 13 85
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 1 26 0 1 8 89
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 1 287 1 1 3 620
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 6 6 8 132
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 1 2 3 391
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 2 3 6 105
Forecasting Changes in UK Interest Rates 0 1 1 12 0 2 3 122
Forecasting Changes in UK Interest Rates 0 0 1 122 1 1 2 441
Forecasting changes in UK interest rates 0 1 2 28 4 6 8 159
Generalized Impulse and Its Measure 0 0 1 3 2 5 11 20
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 8 1 4 5 58
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 3 6 8 122
Impulse response analysis in conditional quantile models with an application to monetary policy 0 2 2 40 1 8 9 57
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 20 0 4 5 41
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 1 1 57
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 1 2 44
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 0 3 84
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 1 191 5 11 15 644
Multi-dimensional Risk and its Diversification 0 0 0 35 1 3 4 118
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 1 83 2 3 5 224
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 1 3 4 131
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 3 226 0 2 7 532
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 1 1 114 4 8 11 335
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 1 4 6 117
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 1 2 101 2 6 11 205
Spurious Nonlinear Regressions In Econometrics 0 0 0 123 1 1 1 219
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 0 53 0 3 4 178
TWO-STAGE HUBER ESTIMATION 0 0 1 161 2 3 9 680
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 0 2 207 2 5 11 528
Testing for Autocorrelation in Quantile Regression Models 0 1 2 245 2 3 14 772
Testing for Autocorrelation in Quantile Regression Models 0 0 1 57 2 5 8 124
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 3 5 6 60
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 11 0 0 1 91
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 1 21 1 3 8 123
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 1 61 0 1 6 135
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 2 3 5 500
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 1 137 1 5 7 398
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 2 63 3 10 21 319
Total Working Papers 0 10 35 3,981 72 172 316 12,029

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 2 3 7
A more powerful modification of Johansen's cointegration tests 0 0 0 46 2 2 5 141
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 3 5 9 175
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 3 5 6 266
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 1 2 2 213
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 0 46 2 6 6 157
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 1 3 5 184
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 0 159 1 2 2 492
Detecting Multiple Changes in Persistence 0 0 2 191 1 4 6 399
Does political orientation affect happiness? The case of South Korea 0 0 4 94 2 6 12 313
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 2 3 6 176
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 0 3 4 227
Forecasting changes in UK interest rates 0 0 1 63 2 5 6 274
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 5 7 1,212
Impulse response analysis in conditional quantile models with an application to monetary policy 1 3 5 25 2 8 18 86
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 0 2 3 113
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 0 26 0 0 5 185
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 0 3 379 0 2 12 981
Multi-dimensional portfolio risk and its diversification: A note 0 0 0 8 1 3 6 44
On more robust estimation of skewness and kurtosis 1 2 4 372 11 17 28 868
On suboptimality of the Hodrick-Prescott filter at time series endpoints 3 3 3 133 5 12 18 417
On the relationship between corruption and political ideology: the case of South Korea 1 2 5 5 8 19 34 34
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 1 7 213 7 13 34 784
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 1 1 115
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 0 2 8 87
Robust estimation of covariance and its application to portfolio optimization 0 0 0 51 1 3 3 175
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 0 1 1 3 5
Spurious nonlinear regressions in econometrics 0 0 1 24 0 1 7 164
Spurious regressions with stationary processes around linear trends 0 0 0 64 0 0 3 278
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 95 1 1 1 377
Testing for structural breaks in return-based style regression models 0 0 0 12 0 1 3 47
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 0 0 0 353
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan 0 1 2 7 1 3 5 28
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 3 5 7 322
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 3 59 1 3 14 326
The influence of school quality on housing prices in Korea 0 0 0 0 1 3 4 4
The influence of school quality on housing prices in Korea 0 0 1 13 2 5 7 65
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 0 12 2 3 6 106
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 2 7 8 529
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 0 3 7 79
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 0 0 83 2 2 3 260
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 4 8 71 3 11 27 294
Total Journal Articles 8 16 49 3,337 76 184 354 11,457
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 0 3 12 34
Total Chapters 0 0 1 7 0 3 12 34

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Statistics updated 2026-01-09