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 2 4 7 60
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 35 4 7 8 103
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 2 4 6 61
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 25 1 2 7 62
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 4 5 5 81
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 1 2 3 93
A robust test of exogeneity based on quantile regressions 0 0 0 0 0 2 3 21
A test for endogeneity in conditional quantile models 0 0 1 61 1 2 4 95
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 13 3 4 5 74
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 553 3 9 10 1,961
Bias Transmission In Two-Stage Estimation 0 0 0 39 4 4 6 132
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 9 10 16 201
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 1 1 3 60
Dealing with Markov-Switching Parameters in Quantile Regression Models 1 2 7 55 2 6 15 87
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 1 26 3 4 10 92
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 1 287 4 5 7 624
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 2 8 10 134
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 2 4 4 393
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 2 5 8 107
Forecasting Changes in UK Interest Rates 0 0 1 122 1 2 3 442
Forecasting Changes in UK Interest Rates 0 0 1 12 2 2 5 124
Forecasting changes in UK interest rates 0 0 2 28 2 7 10 161
Generalized Impulse and Its Measure 0 0 1 3 3 6 14 23
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 1 1 1 9 5 8 10 63
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 3 6 11 125
Impulse response analysis in conditional quantile models with an application to monetary policy 0 2 2 40 2 8 10 59
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 20 0 3 5 41
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 1 1 57
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 5 6 7 49
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 3 3 6 87
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 1 191 10 17 25 654
Multi-dimensional Risk and its Diversification 0 0 0 35 1 3 5 119
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 1 83 2 5 7 226
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 2 4 6 133
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 2 226 8 9 14 540
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 1 1 114 3 8 12 338
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 3 6 9 120
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 1 2 101 5 9 16 210
Spurious Nonlinear Regressions In Econometrics 0 0 0 123 3 4 4 222
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 0 53 3 6 7 181
TWO-STAGE HUBER ESTIMATION 0 0 1 161 6 8 15 686
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 0 2 207 5 9 16 533
Testing for Autocorrelation in Quantile Regression Models 2 2 3 59 5 10 13 129
Testing for Autocorrelation in Quantile Regression Models 0 1 2 245 4 7 18 776
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 3 8 9 63
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 11 3 3 4 94
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 1 21 4 6 12 127
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 1 61 0 0 5 135
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 3 5 8 503
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 1 137 10 12 17 408
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 2 63 6 13 27 325
Total Working Papers 4 10 38 3,985 165 292 468 12,194

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 1 2 4 8
A more powerful modification of Johansen's cointegration tests 0 0 0 46 1 3 6 142
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 2 5 11 177
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 8 9 269
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 3 5 5 216
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 0 46 0 4 6 157
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 2 4 7 186
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 0 159 3 5 5 495
Detecting Multiple Changes in Persistence 1 1 3 192 4 7 10 403
Does political orientation affect happiness? The case of South Korea 0 0 4 94 3 8 15 316
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 2 5 7 178
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 5 7 9 232
Forecasting changes in UK interest rates 0 0 1 63 4 8 10 278
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 0 0 0 271 1 6 8 1,213
Impulse response analysis in conditional quantile models with an application to monetary policy 0 2 5 25 3 7 21 89
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 2 3 5 115
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 0 26 3 3 7 188
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 0 2 379 2 3 11 983
Multi-dimensional portfolio risk and its diversification: A note 0 0 0 8 2 5 8 46
On more robust estimation of skewness and kurtosis 0 1 4 372 4 19 31 872
On suboptimality of the Hodrick-Prescott filter at time series endpoints 1 4 4 134 11 20 29 428
On the relationship between corruption and political ideology: the case of South Korea 0 1 5 5 7 22 41 41
Quantile cointegration in the autoregressive distributed-lag modeling framework 0 1 6 213 7 18 39 791
Regression‐based Tests for a Change in Persistence* 0 0 0 32 5 5 6 120
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 6 7 12 93
Robust estimation of covariance and its application to portfolio optimization 0 0 0 51 2 5 5 177
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 0 2 3 5 7
Spurious nonlinear regressions in econometrics 0 0 1 24 2 3 9 166
Spurious regressions with stationary processes around linear trends 0 0 0 64 2 2 5 280
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 95 4 5 5 381
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 1 1 1 354
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 3 4 8 31
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 2 6 9 324
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 3 59 4 6 17 330
The influence of school quality on housing prices in Korea 0 0 0 0 2 3 6 6
The influence of school quality on housing prices in Korea 0 0 1 13 1 5 8 66
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 0 12 12 15 18 118
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 2 7 9 531
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 4 5 11 83
Unit root tests based on inequality-restricted estimators 0 0 0 7 1 1 1 96
Unit root tests with a break in innovation variance 0 0 0 83 2 4 5 262
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 2 8 71 5 9 30 299
Total Journal Articles 2 12 49 3,339 137 274 477 11,594
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 4 5 16 38
Total Chapters 0 0 1 7 4 5 16 38

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12