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 43 0 0 1 54
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 35 0 0 2 95
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 2 25 0 0 7 57
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 0 0 2 55
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 0 0 0 76
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 0 0 1 90
A robust test of exogeneity based on quantile regressions 0 0 0 0 0 0 2 18
A test for endogeneity in conditional quantile models 1 1 1 61 1 1 3 92
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 13 0 0 2 70
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 1 553 1 1 2 1,952
Bias Transmission In Two-Stage Estimation 0 0 0 39 0 0 2 127
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 3 3 6 188
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 0 1 58
Dealing with Markov-Switching Parameters in Quantile Regression Models 1 3 4 52 1 3 5 76
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 0 25 0 2 6 85
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 1 1 287 0 2 2 619
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 1 45 1 1 4 125
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 0 0 1 389
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 0 1 2 101
Forecasting Changes in UK Interest Rates 0 0 0 121 0 0 7 439
Forecasting Changes in UK Interest Rates 0 0 0 11 1 1 1 120
Forecasting changes in UK interest rates 0 0 0 26 0 0 0 151
Generalized Impulse and Its Measure 0 0 1 3 0 1 9 12
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 8 0 1 1 54
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 0 1 1 115
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 1 38 0 0 3 49
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 20 0 0 2 36
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 0 56
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 1 42
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 2 3 3 84
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 1 1 191 1 2 5 633
Multi-dimensional Risk and its Diversification 0 0 0 35 0 0 1 115
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 1 1 2 83 1 1 5 221
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 0 0 1 127
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 2 224 0 1 6 528
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 1 113 0 0 8 326
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 1 1 1 112
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 0 1 100 0 1 4 197
Spurious Nonlinear Regressions In Econometrics 0 0 1 123 0 0 1 218
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 2 53 0 0 3 174
TWO-STAGE HUBER ESTIMATION 0 1 1 161 0 1 4 672
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 1 1 206 0 2 5 520
Testing for Autocorrelation in Quantile Regression Models 0 0 1 57 0 0 3 118
Testing for Autocorrelation in Quantile Regression Models 0 0 3 244 1 4 15 765
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 0 0 2 54
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 1 20 0 1 6 117
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 11 0 0 2 91
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 1 1 61 0 2 3 132
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 2 2 5 497
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 2 137 0 1 5 393
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 1 62 2 6 13 305
Total Working Papers 3 11 33 3,964 18 46 177 11,800

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 4
A more powerful modification of Johansen's cointegration tests 0 0 0 46 0 1 2 138
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 0 0 3 168
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 1 38 0 1 2 261
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 0 0 0 211
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 0 46 0 0 1 151
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 0 0 0 179
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 0 159 0 0 0 490
Detecting Multiple Changes in Persistence 0 1 2 191 0 1 3 395
Does political orientation affect happiness? The case of South Korea 0 0 4 92 0 0 12 303
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 0 0 3 171
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 0 0 0 223
Forecasting changes in UK interest rates 0 0 0 62 0 0 0 268
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 0 1 1,206
Impulse response analysis in conditional quantile models with an application to monetary policy 0 1 4 22 0 3 9 73
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 1 1 1 111
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 0 26 0 0 2 181
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 1 2 378 1 4 11 978
Multi-dimensional portfolio risk and its diversification: A note 0 0 0 8 0 0 2 40
On more robust estimation of skewness and kurtosis 1 1 2 370 3 8 12 850
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 0 0 130 1 2 3 401
On the relationship between corruption and political ideology: the case of South Korea 2 2 2 2 4 5 5 5
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 2 17 211 2 5 37 763
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 0 114
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 0 0 6 84
Robust estimation of covariance and its application to portfolio optimization 0 0 0 51 0 0 1 172
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 0 0 0 1 2
Spurious nonlinear regressions in econometrics 0 1 1 24 0 2 4 161
Spurious regressions with stationary processes around linear trends 0 0 0 64 0 0 1 275
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 1 95 0 0 2 376
Testing for structural breaks in return-based style regression models 0 0 3 12 0 0 10 44
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 0 0 1 353
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 5 0 0 1 23
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 0 0 315
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 0 56 1 4 11 319
The influence of school quality on housing prices in Korea 0 1 1 13 0 1 2 59
The influence of school quality on housing prices in Korea 0 0 0 0 0 0 0 0
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 1 12 0 0 4 102
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 0 0 1 522
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 0 3 3 75
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 1 83 0 1 4 258
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 2 6 67 4 7 17 279
Total Journal Articles 5 12 48 3,311 17 49 178 11,198
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 2 7 2 5 14 30
Total Chapters 0 0 2 7 2 5 14 30

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