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 3 4 6 99
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 43 0 1 3 56
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 1 3 4 58
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 25 1 2 6 61
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 0 1 2 91
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 1 1 1 77
A robust test of exogeneity based on quantile regressions 0 0 0 0 0 0 1 19
A test for endogeneity in conditional quantile models 0 0 1 61 0 0 4 93
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 13 0 0 1 70
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 553 5 5 6 1,957
Bias Transmission In Two-Stage Estimation 0 0 0 39 0 1 3 128
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 1 2 59
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 0 2 8 191
Dealing with Markov-Switching Parameters in Quantile Regression Models 1 2 6 54 1 4 10 82
Does Political Orientation Affect Happiness? The Case of South Korea 0 1 1 26 1 2 9 89
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 1 287 0 0 2 619
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 0 1 2 126
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 1 1 2 390
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 1 2 4 103
Forecasting Changes in UK Interest Rates 0 1 1 12 0 2 3 122
Forecasting Changes in UK Interest Rates 0 1 1 122 0 1 2 440
Forecasting changes in UK interest rates 0 2 2 28 1 4 4 155
Generalized Impulse and Its Measure 0 0 1 3 1 4 9 18
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 8 2 3 4 57
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 0 3 5 119
Impulse response analysis in conditional quantile models with an application to monetary policy 2 2 2 40 5 7 8 56
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 20 3 4 5 41
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 5 0 0 3 84
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 1 1 43
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 1 191 2 6 10 639
Multi-dimensional Risk and its Diversification 0 0 0 35 1 2 3 117
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 2 83 1 1 5 222
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 1 2 3 130
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 2 3 226 1 4 8 532
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 1 1 1 114 1 4 8 331
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 2 4 5 116
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 1 1 2 101 2 5 9 203
Spurious Nonlinear Regressions In Econometrics 0 0 0 123 0 0 0 218
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 1 53 3 3 5 178
TWO-STAGE HUBER ESTIMATION 0 0 1 161 0 1 7 678
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 0 2 207 2 4 10 526
Testing for Autocorrelation in Quantile Regression Models 1 1 2 245 1 2 12 770
Testing for Autocorrelation in Quantile Regression Models 0 0 1 57 3 3 7 122
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 2 2 3 57
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 2 9 122
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 1 61 0 2 6 135
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 0 1 3 498
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 1 137 1 4 6 397
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 2 63 4 8 19 316
Total Working Papers 6 15 37 3,981 55 120 259 11,957

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 3 3 7
A more powerful modification of Johansen's cointegration tests 0 0 0 46 0 1 3 139
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 0 2 6 172
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 2 2 3 263
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 1 1 1 212
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 0 46 2 4 4 155
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 1 2 4 183
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 0 159 1 1 1 491
Detecting Multiple Changes in Persistence 0 0 2 191 2 3 5 398
Does political orientation affect happiness? The case of South Korea 0 1 5 94 3 6 13 311
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 1 1 6 174
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 2 3 4 227
Forecasting changes in UK interest rates 0 0 1 63 2 3 4 272
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 0 0 0 271 3 4 5 1,210
Impulse response analysis in conditional quantile models with an application to monetary policy 1 2 4 24 2 9 16 84
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 1 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 1 2 12 981
Multi-dimensional portfolio risk and its diversification: A note 0 0 0 8 2 3 5 43
On more robust estimation of skewness and kurtosis 0 1 3 371 4 6 17 857
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 0 0 130 4 9 13 412
On the relationship between corruption and political ideology: the case of South Korea 0 1 4 4 7 16 26 26
Quantile cointegration in the autoregressive distributed-lag modeling framework 0 0 8 212 4 6 31 777
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 1 3 8 87
Robust estimation of covariance and its application to portfolio optimization 0 0 0 51 2 2 2 174
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 0 0 0 2 4
Spurious nonlinear regressions in econometrics 0 0 1 24 1 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 0 0 0 376
Testing for structural breaks in return-based style regression models 0 0 0 12 1 1 3 47
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 1 2 7 0 2 4 27
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 1 3 4 319
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 3 59 1 2 14 325
The influence of school quality on housing prices in Korea 0 0 0 0 0 3 3 3
The influence of school quality on housing prices in Korea 0 0 1 13 2 4 5 63
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 1 12 1 1 5 104
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 3 5 6 527
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 1 4 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 1 83 0 0 2 258
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 3 7 70 1 8 24 291
Total Journal Articles 2 9 46 3,329 61 129 291 11,381
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 1 3 12 34
Total Chapters 0 0 1 7 1 3 12 34

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