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 1 43 0 0 2 50
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 1 35 0 2 10 90
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 22 0 0 0 44
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 0 0 0 51
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 0 0 1 88
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 1 1 2 75
A robust test of exogeneity based on quantile regressions 0 0 0 0 0 0 0 16
A test for endogeneity in conditional quantile models 0 0 0 60 0 1 1 88
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 13 0 0 0 67
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 552 0 0 2 1,950
Bias Transmission In Two-Stage Estimation 0 0 1 39 0 0 1 125
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 1 41 1 2 8 177
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 1 3 56
Dealing with Markov-Switching Parameters in Quantile Regression Models 0 1 3 43 0 1 8 65
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 1 24 0 1 8 74
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 1 286 0 2 4 614
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 2 42 1 1 6 113
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 0 0 1 388
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 1 13 0 0 1 99
Forecasting Changes in UK Interest Rates 0 0 0 11 0 0 9 119
Forecasting Changes in UK Interest Rates 0 0 0 121 2 5 18 412
Forecasting changes in UK interest rates 0 0 0 25 0 0 1 148
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 1 8 0 0 2 52
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 1 2 4 81 1 2 7 107
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 4 37 0 0 8 45
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 19 0 0 1 33
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 0 55
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 0 1 80
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 1 41
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 2 3 188 1 16 36 606
Multi-dimensional Risk and its Diversification 0 0 0 33 0 0 3 110
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 1 78 1 1 7 211
On measuring the nonlinear effect of interest rates on inflation and output 0 1 4 82 0 2 7 119
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 1 220 1 4 11 506
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 2 6 9 110 2 6 12 310
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 1 40 0 0 3 105
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 0 5 98 0 4 13 183
Spurious Nonlinear Regressions In Econometrics 0 0 2 122 0 0 2 216
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 3 51 0 3 12 167
TWO-STAGE HUBER ESTIMATION 0 1 1 160 0 1 2 664
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 1 5 204 1 4 14 504
Testing for Autocorrelation in Quantile Regression Models 0 2 7 230 5 9 37 715
Testing for Autocorrelation in Quantile Regression Models 0 0 2 55 0 0 4 112
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 3 35 0 1 7 41
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 1 1 2 18 1 1 5 108
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 10 0 0 5 85
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 60 0 1 2 126
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 3 166 2 8 28 477
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 2 2 131 0 8 18 371
VAR for VaR: measuring tail dependence using multivariate regression quantiles 1 4 7 61 2 14 44 265
Total Working Papers 5 23 82 3,868 22 102 378 11,323

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 1 46 0 0 2 136
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 0 0 3 164
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 1 3 259
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 0 1 2 211
Behaviour of cointegration tests in the presence of structural breaks in variance 0 2 2 46 0 2 3 150
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 1 83 0 0 2 175
Detecting Multiple Changes in Persistence 0 0 2 184 0 1 4 383
Does political orientation affect happiness? The case of South Korea 0 1 8 80 0 5 25 258
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 0 0 0 167
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 1 59 0 2 4 218
Forecasting changes in UK interest rates 0 0 1 62 2 5 12 263
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 0 1 1 271 0 1 2 1,202
Impulse response analysis in conditional quantile models with an application to monetary policy 1 3 9 14 2 8 27 53
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 30 0 0 0 109
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 1 26 0 1 18 172
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 1 1 3 372 4 15 43 949
Multi-dimensional portfolio risk and its diversification: A note 0 0 0 8 0 0 1 35
On more robust estimation of skewness and kurtosis 0 1 2 359 2 6 15 818
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 2 6 127 1 5 22 379
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 3 35 169 2 9 101 659
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 1 1 113
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 0 4 10 68
Robust estimation of covariance and its application to portfolio optimization 0 0 0 47 0 1 4 165
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 2 2 11 146
Spurious regressions with stationary processes around linear trends 0 0 0 64 6 11 27 260
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 94 1 1 1 373
Testing for structural breaks in return-based style regression models 0 0 5 6 0 0 8 19
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 0 0 0 349
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 5 0 2 7 19
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 0 314
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 3 50 0 1 7 297
The influence of school quality on housing prices in Korea 0 0 1 12 0 0 2 56
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 1 1 2 11 1 1 5 89
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 3 4 9 516
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 0 3 9 70
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 1 2 81 1 3 6 253
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 3 5 55 1 6 41 239
Total Journal Articles 5 19 93 3,022 28 102 437 10,205
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Statistics updated 2023-05-07