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 41 0 3 12 38
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 34 1 3 11 63
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 1 8 1 4 14 38
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 1 21 1 2 10 33
A Test for Endogeneity in Conditional Quantiles 0 0 0 20 0 2 6 83
A Test for Endogeneity in Conditional Quantiles 0 0 0 33 1 4 10 64
A robust test of exogeneity based on quantile regressions 0 0 0 0 1 2 6 12
A test for endogeneity in conditional quantile models 0 0 0 60 0 1 6 76
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 11 0 1 5 56
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 550 1 5 11 1,926
Bias Transmission In Two-Stage Estimation 0 0 0 38 1 2 6 122
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 39 0 2 15 151
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 0 6 40
Dealing with Markov-Switching Parameters in Quantile Regression Models 0 1 36 36 1 2 36 36
Does Political Orientation Affect Happiness? The Case of South Korea 1 5 14 14 3 9 29 29
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 0 284 0 1 10 601
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 3 39 2 3 11 101
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 0 2 16 383
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 12 1 3 13 96
Forecasting Changes in UK Interest Rates 0 0 0 11 0 1 12 90
Forecasting Changes in UK Interest Rates 0 0 0 121 0 1 18 372
Forecasting changes in UK interest rates 0 0 0 25 0 2 11 141
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 6 0 1 10 34
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 3 7 59 59 5 13 57 57
Inconsistency transmission and variance reduction in two-stage quantile regression 0 2 18 18 0 3 17 21
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 2 6 53
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 1 5 0 3 18 73
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 4 8 39
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 6 184 2 6 27 541
Multi-dimensional Risk and its Diversification 0 0 1 33 0 3 12 96
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 2 3 8 64 2 6 21 177
On measuring the nonlinear effect of interest rates on inflation and output 0 0 1 72 0 3 9 101
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 4 218 1 2 20 478
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 11 98 0 3 61 275
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 5 37 1 2 24 87
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 2 14 84 1 7 42 139
Spurious Nonlinear Regressions In Econometrics 0 0 0 120 0 2 6 210
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 1 46 4 8 33 99
TWO-STAGE HUBER ESTIMATION 0 0 0 158 0 1 5 652
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 1 3 192 1 3 10 467
Testing for Autocorrelation in Quantile Regression Models 0 0 1 48 0 1 13 97
Testing for Autocorrelation in Quantile Regression Models 0 0 5 213 2 11 37 617
Testing for Structural Breaks in Return-Based Style Regression Models 1 2 26 26 2 4 14 14
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 15 1 6 22 86
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 7 0 4 15 60
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 1 1 60 1 4 14 105
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 1 1 3 158 4 7 33 410
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 1 8 124 2 8 26 331
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 6 49 7 13 58 180
Total Working Papers 8 26 237 3,620 51 185 892 10,050

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 0 1
A more powerful modification of Johansen's cointegration tests 0 0 0 45 0 0 3 132
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 39 0 1 3 148
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 37 0 0 2 247
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 1 3 9 199
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 1 44 0 0 6 146
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 82 0 0 4 166
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 1 154 0 0 10 468
Detecting Multiple Changes in Persistence 0 0 7 179 0 1 14 368
Does political orientation affect happiness? The case of South Korea 3 12 22 22 13 41 81 81
Estimating monetary reaction functions at near zero interest rates 0 0 1 74 0 0 6 163
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 1 58 0 1 7 207
Forecasting changes in UK interest rates 0 0 0 61 0 2 14 227
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 0 1 2 270 0 2 7 1,196
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 30 0 1 7 109
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 1 1 25 0 1 13 108
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 1 1 3 367 3 6 27 869
Multi-dimensional portfolio risk and its diversification: A note 0 0 1 6 0 1 9 28
On more robust estimation of skewness and kurtosis 3 10 23 335 5 16 54 735
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 0 0 121 1 2 8 348
Quantile cointegration in the autoregressive distributed-lag modeling framework 3 8 27 83 10 33 143 342
Regression‐based Tests for a Change in Persistence* 0 0 0 32 1 1 5 111
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 0 0 11 37
Robust estimation of covariance and its application to portfolio optimization 0 0 0 45 0 1 9 152
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 0 0 0 0 0
Spurious nonlinear regressions in econometrics 0 0 0 22 0 1 7 114
Spurious regressions with stationary processes around linear trends 0 0 2 63 0 1 9 191
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 94 0 0 4 368
Tests for a change in persistence against the null of difference-stationarity 0 0 1 128 1 1 3 338
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 1 26 298
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 0 2 2 2 2
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 0 47 0 1 5 289
The influence of school quality on housing prices in Korea 0 0 1 9 1 2 4 49
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 2 3 0 3 18 67
Two-stage quantile regression when the first stage is based on quantile regression 0 0 3 127 0 3 9 488
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 1 2 7 1 3 16 36
Unit root tests based on inequality-restricted estimators 0 0 0 7 0 0 6 93
Unit root tests with a break in innovation variance 0 0 1 75 0 0 5 231
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 1 7 42 4 9 40 161
Total Journal Articles 11 35 109 2,913 43 140 606 9,313

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Statistics updated 2020-11-03