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 0 1 4 24
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 34 2 3 6 47
A Robust Test of Exogeneity Based on Quantile Regressions 0 1 1 6 0 1 4 21
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 20 0 1 6 21
A Test for Endogeneity in Conditional Quantiles 0 0 0 20 0 0 1 75
A Test for Endogeneity in Conditional Quantiles 0 0 0 33 2 2 5 52
A robust test of exogeneity based on quantile regressions 0 0 0 0 0 0 0 5
A test for endogeneity in conditional quantile models 0 1 1 60 0 1 1 70
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 11 0 0 1 50
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 550 1 2 9 1,912
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 39 1 2 7 136
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 1 1 6 33
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 0 284 0 2 8 587
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 3 36 0 0 5 90
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 3 3 5 366
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 12 1 1 6 83
Forecasting Changes in UK Interest Rates 0 1 3 121 0 1 5 353
Forecasting Changes in UK Interest Rates 0 0 1 11 1 1 3 78
Forecasting changes in UK interest rates 0 0 0 25 0 0 1 130
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 1 6 0 0 3 18
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 8 10 12 46
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 3 5 6 8 28
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 5 6 10 50
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 1 1 2 178 2 5 16 513
Multi-dimensional Risk and its Diversification 1 1 2 32 1 2 13 81
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 1 55 0 1 4 155
On measuring the nonlinear effect of interest rates on inflation and output 0 0 1 71 0 0 2 88
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 2 214 0 1 4 457
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 2 3 9 82 5 13 34 199
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 1 32 0 3 10 62
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 1 3 70 1 3 8 95
Spurious Nonlinear Regressions In Econometrics 0 0 0 120 1 1 2 203
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 0 4 45 0 8 23 62
TWO-STAGE HUBER ESTIMATION 0 0 1 158 0 1 6 647
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 2 3 189 0 3 8 456
Testing for Autocorrelation in Quantile Regression Models 0 1 3 206 0 3 19 577
Testing for Autocorrelation in Quantile Regression Models 0 0 2 46 0 2 6 82
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 1 7 0 2 11 41
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 15 0 1 7 59
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 59 2 2 7 89
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 1 1 4 155 4 7 22 372
VAR for VaR: measuring systemic risk using multivariate regression quantiles 1 1 7 116 1 1 11 304
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 12 43 1 9 55 114
Total Working Papers 6 15 69 3,372 48 112 385 9,047

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 0 0 44 0 0 0 126
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 39 0 0 0 143
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 0 2 245
Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification 0 0 0 38 0 1 3 186
Behaviour of cointegration tests in the presence of structural breaks in variance 0 1 1 43 0 2 2 140
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 1 82 1 1 3 160
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 1 2 3 152 4 10 15 455
Detecting Multiple Changes in Persistence 0 0 3 170 2 2 12 350
Estimating monetary reaction functions at near zero interest rates 1 1 1 73 1 1 5 156
Examination of Some More Powerful Modifications of the Dickey-Fuller Test 0 0 0 57 0 0 2 199
Forecasting changes in UK interest rates 0 0 1 61 2 2 6 213
Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 0 0 0 268 1 3 8 1,188
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 1 1 1 30 7 8 11 100
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 1 1 24 1 2 3 94
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 0 3 364 0 2 11 838
Multi-dimensional portfolio risk and its diversification: A note 0 1 5 5 1 3 13 17
On more robust estimation of skewness and kurtosis 0 3 31 309 2 9 53 673
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 0 4 121 0 4 15 337
Quantile cointegration in the autoregressive distributed-lag modeling framework 4 4 13 54 10 19 48 188
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 1 6 25
Robust estimation of covariance and its application to portfolio optimization 0 2 4 45 1 5 12 142
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 41 0 0 1 167
Spurious nonlinear regressions in econometrics 0 0 0 22 0 0 1 103
Spurious regressions with stationary processes around linear trends 0 0 1 60 2 2 4 179
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 94 1 1 3 363
Tests for a change in persistence against the null of difference-stationarity 0 0 0 125 0 0 1 331
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan 1 1 3 134 4 5 8 269
The effect of a variance shift on the Breusch-Godfrey's LM test 0 0 0 47 0 1 2 284
The influence of school quality on housing prices in Korea 0 0 1 8 1 2 4 45
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 0 1 1 4 11 45
Two-stage quantile regression when the first stage is based on quantile regression 0 0 3 123 0 1 9 477
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 1 2 4 5 1 2 7 18
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 4 74 3 3 12 222
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 1 6 33 2 5 29 116
Total Journal Articles 9 20 96 2,827 49 101 322 8,787

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Statistics updated 2019-09-09