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 1 2 3 56
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 35 1 1 3 96
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 2 25 0 2 7 59
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 1 1 2 56
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 0 0 1 90
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 0 0 0 76
A robust test of exogeneity based on quantile regressions 0 0 0 0 0 1 2 19
A test for endogeneity in conditional quantile models 0 0 1 61 0 1 4 93
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 553 0 0 1 1,952
Bias Transmission In Two-Stage Estimation 0 0 0 39 1 1 3 128
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 0 1 58
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 0 1 6 189
Dealing with Markov-Switching Parameters in Quantile Regression Models 0 0 4 52 0 2 6 78
Does Political Orientation Affect Happiness? The Case of South Korea 1 1 1 26 1 3 8 88
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 1 287 0 0 2 619
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 1 1 3 102
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
Forecasting Changes in UK Interest Rates 1 1 1 122 1 1 7 440
Forecasting Changes in UK Interest Rates 0 0 0 11 0 0 1 120
Forecasting changes in UK interest rates 1 1 1 27 2 2 2 153
Generalized Impulse and Its Measure 0 0 1 3 1 3 10 15
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 8 0 0 1 54
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 0 1 2 116
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 1 2 37
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 1 191 0 0 4 633
Multi-dimensional Risk and its Diversification 0 0 0 35 0 0 1 115
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 0 1 1 128
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 2 2 3 226 2 2 7 530
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 0 113 0 1 6 327
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 1 1 2 113
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 0 1 100 1 2 5 199
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 2 53 0 1 3 175
TWO-STAGE HUBER ESTIMATION 0 0 1 161 0 5 8 677
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 1 2 207 1 3 7 523
Testing for Autocorrelation in Quantile Regression Models 0 0 1 57 0 1 4 119
Testing for Autocorrelation in Quantile Regression Models 0 0 1 244 1 4 13 769
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 0 1 2 55
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 1 1 21 0 3 7 120
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 1 61 1 2 5 134
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 0 0 3 497
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 1 137 0 0 2 393
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 1 62 1 4 16 309
Total Working Papers 5 7 29 3,817 18 55 178 11,257
6 registered items for which data could not be found

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 1 1 5
A more powerful modification of Johansen's cointegration tests 0 0 0 46 1 1 3 139
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 0 2 5 170
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 0 0 1 261
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 2 2 181
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 0 2 191 0 0 3 395
Does political orientation affect happiness? The case of South Korea 1 2 5 94 2 4 12 307
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 0 2 5 173
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 0 1 1 224
Forecasting changes in UK interest rates 0 1 1 63 0 1 1 269
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 1 2 1,207
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 3 22 3 5 11 78
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 0 0 1 111
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 0 26 0 4 6 185
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 1 3 379 0 1 11 979
Multi-dimensional portfolio risk and its diversification: A note 0 0 0 8 1 1 3 41
On more robust estimation of skewness and kurtosis 0 0 2 370 0 1 13 851
On suboptimality of the Hodrick-Prescott filter at time series endpoints 0 0 0 130 2 4 7 405
On the relationship between corruption and political ideology: the case of South Korea 0 1 3 3 5 10 15 15
Quantile cointegration in the autoregressive distributed-lag modeling framework 0 1 11 212 0 8 31 771
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 1 1 6 85
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 2 3 4
Spurious nonlinear regressions in econometrics 0 0 1 24 0 2 6 163
Spurious regressions with stationary processes around linear trends 0 0 0 64 0 3 4 278
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 2 12 0 2 7 46
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 0 136 1 2 2 317
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan 0 1 1 6 0 2 3 25
The effect of a variance shift on the Breusch-Godfrey's LM test 0 3 3 59 0 4 13 323
The influence of school quality on housing prices in Korea 0 0 1 13 1 1 3 60
The influence of school quality on housing prices in Korea 0 0 0 0 1 1 1 1
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 1 12 0 1 5 103
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 1 1 4 76
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 3 258
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 0 5 67 0 4 17 283
Total Journal Articles 1 10 45 3,321 21 75 215 11,273
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 0 1 11 31
Total Chapters 0 0 2 7 0 1 11 31

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Statistics updated 2025-10-06