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 2 3 7 28
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 34 1 6 12 54
A Robust Test of Exogeneity Based on Quantile Regressions 0 1 2 7 2 8 11 29
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 20 2 4 8 26
A Test for Endogeneity in Conditional Quantiles 0 0 0 33 0 1 6 54
A Test for Endogeneity in Conditional Quantiles 0 0 0 20 1 3 4 78
A robust test of exogeneity based on quantile regressions 0 0 0 0 2 3 3 8
A test for endogeneity in conditional quantile models 0 0 1 60 1 2 3 72
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 11 1 3 4 53
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 550 2 4 9 1,917
Bias Transmission In Two-Stage Estimation 0 0 0 38 0 0 1 116
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 0 6 34
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 39 0 2 8 138
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 0 284 0 3 9 593
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 2 36 0 1 3 91
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 0 1 5 367
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 12 0 0 4 83
Forecasting Changes in UK Interest Rates 0 0 3 121 0 3 7 356
Forecasting Changes in UK Interest Rates 0 0 1 11 1 1 3 79
Forecasting changes in UK interest rates 0 0 0 25 1 2 3 132
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 1 6 1 6 11 26
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 2 13 48
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 1 4 1 2 11 32
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 5 15 57
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 2 3 4 181 4 7 20 520
Multi-dimensional Risk and its Diversification 0 0 2 32 2 4 14 86
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 1 2 57 1 2 6 158
On measuring the nonlinear effect of interest rates on inflation and output 0 0 1 71 1 2 7 93
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 1 1 3 215 1 1 6 459
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 1 10 19 92 5 27 62 230
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 1 32 2 3 10 65
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 1 2 4 72 6 14 18 109
Spurious Nonlinear Regressions In Econometrics 0 0 0 120 1 1 3 205
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 1 45 4 11 29 75
TWO-STAGE HUBER ESTIMATION 0 0 0 158 1 1 5 648
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 1 1 3 190 1 1 9 458
Testing for Autocorrelation in Quantile Regression Models 1 2 2 48 2 4 8 87
Testing for Autocorrelation in Quantile Regression Models 0 2 4 208 3 6 21 584
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 15 5 9 19 72
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 1 7 1 2 14 46
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 59 1 3 10 93
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 2 155 3 8 26 381
VAR for VaR: measuring systemic risk using multivariate regression quantiles 2 3 8 119 2 5 13 309
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 7 44 2 14 60 130
Total Working Papers 9 27 76 3,401 67 190 526 9,279


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A more powerful modification of Johansen's cointegration tests 0 1 1 45 0 2 3 129
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 39 0 0 2 145
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 2 37 0 1 3 246
Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification 0 0 1 39 2 5 8 192
Behaviour of cointegration tests in the presence of structural breaks in variance 1 1 2 44 1 1 3 141
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 82 1 4 5 164
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 1 3 153 0 2 17 459
Detecting Multiple Changes in Persistence 0 3 5 173 0 6 13 357
Estimating monetary reaction functions at near zero interest rates 1 1 2 74 2 2 5 159
Examination of Some More Powerful Modifications of the Dickey-Fuller Test 0 0 0 57 0 1 3 201
Forecasting changes in UK interest rates 0 0 1 61 0 1 5 214
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 0 0 0 268 0 1 8 1,190
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 1 30 0 2 13 103
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 1 24 1 1 5 96
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 0 2 364 1 6 12 845
Multi-dimensional portfolio risk and its diversification: A note 0 0 3 5 0 1 9 19
On more robust estimation of skewness and kurtosis 3 6 23 315 6 15 51 691
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 0 3 121 0 0 13 340
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 2 12 57 6 17 58 210
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 0 106
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 1 2 5 27
Robust estimation of covariance and its application to portfolio optimization 0 0 3 45 2 3 14 145
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 41 0 1 2 169
Spurious nonlinear regressions in econometrics 0 0 0 22 1 3 5 108
Spurious regressions with stationary processes around linear trends 0 0 2 61 1 3 8 183
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 94 1 1 4 365
Tests for a change in persistence against the null of difference-stationarity 0 0 2 127 0 2 4 335
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan 0 2 4 136 2 4 12 274
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 0 47 0 0 1 284
The influence of school quality on housing prices in Korea 0 0 0 8 0 0 2 45
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 0 1 2 4 15 52
Two-stage quantile regression when the first stage is based on quantile regression 0 1 3 124 0 2 7 479
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 3 5 1 3 8 22
Unit root tests based on inequality-restricted estimators 0 0 0 7 0 0 0 87
Unit root tests with a break in innovation variance 0 0 0 74 0 2 9 226
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 1 6 36 1 6 26 124
Total Journal Articles 6 19 85 2,853 32 104 358 8,932


Statistics updated 2020-01-03