Access Statistics for Tae-Hwan Kim

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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 1 9 64
A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression 0 0 0 35 1 1 14 109
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 25 0 0 6 65
A Robust Test of Exogeneity Based on Quantile Regressions 0 0 0 11 0 0 10 65
A Test for Endogeneity in Conditional Quantiles 0 0 0 35 0 0 8 84
A Test for Endogeneity in Conditional Quantiles 0 0 0 21 2 3 15 105
A robust test of exogeneity based on quantile regressions 0 0 0 0 0 0 6 25
A test for endogeneity in conditional quantile models 1 1 1 62 1 1 6 99
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 14 0 1 12 82
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 553 1 2 22 1,974
Bias Transmission In Two-Stage Estimation 0 0 0 39 1 1 9 136
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 7 0 0 4 62
Bias Transmission and Variance Reduction in Two-Stage Quantile Regression 0 0 0 41 1 2 20 209
Dealing with Markov-Switching Parameters in Quantile Regression Models 0 1 4 56 1 2 16 94
Does Political Orientation Affect Happiness? The Case of South Korea 0 0 1 26 0 0 11 98
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 0 287 1 1 15 634
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 0 1 18 143
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 13 1 1 9 110
Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan 0 0 0 114 0 0 8 397
Forecasting Changes in UK Interest Rates 0 0 1 122 0 2 8 447
Forecasting Changes in UK Interest Rates 0 0 1 12 1 2 8 128
Forecasting changes in UK interest rates 0 0 2 28 1 1 13 164
Generalized Impulse and Its Measure 0 0 1 4 0 0 15 29
Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression 0 0 1 9 1 1 21 75
Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy 0 0 0 83 3 6 17 133
Impulse response analysis in conditional quantile models with an application to monetary policy 0 0 2 40 0 0 15 64
Inconsistency transmission and variance reduction in two-stage quantile regression 0 0 0 20 0 0 9 46
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 1 4 60
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 0 5 89
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 1 10 52
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 0 191 0 0 27 660
Multi-dimensional Risk and its Diversification 0 0 0 35 0 2 7 122
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 0 83 0 0 8 229
On measuring the nonlinear effect of interest rates on inflation and output 0 0 0 87 0 0 11 139
Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom 0 0 2 226 0 1 19 547
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 1 2 115 1 2 20 347
Revisiting Growth Empirics Based on IV Panel Quantile Regression 0 0 0 42 0 0 12 124
Revisiting the Effect of FDI on Economic Growth using Quantile Regression 0 1 3 103 2 4 23 221
Spurious Nonlinear Regressions In Econometrics 0 0 1 124 2 3 9 227
Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being 0 2 2 55 0 3 11 186
TWO-STAGE HUBER ESTIMATION 0 0 0 161 0 1 16 693
TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION 0 0 0 207 1 4 22 544
Testing for Autocorrelation in Quantile Regression Models 0 0 3 247 0 0 15 783
Testing for Autocorrelation in Quantile Regression Models 0 1 3 60 2 3 16 135
Testing for Structural Breaks in Return-Based Style Regression Models 0 0 0 40 0 0 9 64
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 21 0 0 13 133
The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers 0 0 0 11 0 0 5 96
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 61 0 0 6 139
VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles 0 0 0 171 0 0 10 507
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 1 2 139 0 2 27 420
VAR for VaR: measuring tail dependence using multivariate regression quantiles 1 1 2 64 2 6 28 336
Total Working Papers 2 9 35 4,001 28 62 657 12,494

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 5 9
A more powerful modification of Johansen's cointegration tests 0 0 0 46 0 1 8 146
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights 0 0 0 41 0 0 11 181
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 14 275
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 0 0 7 218
Behaviour of cointegration tests in the presence of structural breaks in variance 0 0 0 46 1 2 11 162
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 0 1 9 190
Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia 0 0 0 159 2 3 12 502
Detecting Multiple Changes in Persistence 0 0 1 192 2 2 13 408
Does political orientation affect happiness? The case of South Korea 0 0 1 94 1 2 20 325
Estimating monetary reaction functions at near zero interest rates 0 0 0 75 0 1 6 179
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 0 3 18 242
Forecasting changes in UK interest rates 0 0 0 63 0 2 13 282
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 2 15 1,221
Impulse response analysis in conditional quantile models with an application to monetary policy 0 2 5 27 0 2 19 94
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 0 0 6 117
Monetary information and monetary policy decisions: Evidence from the euroarea and the UK 0 0 0 26 0 1 4 189
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 0 2 381 0 1 12 991
Multi-dimensional portfolio risk and its diversification: A note 1 1 2 10 1 1 10 50
On more robust estimation of skewness and kurtosis 0 2 6 376 0 5 34 885
On suboptimality of the Hodrick-Prescott filter at time series endpoints 1 1 6 136 1 3 32 435
On the relationship between corruption and political ideology: the case of South Korea 0 0 3 6 1 4 49 59
Quantile cointegration in the autoregressive distributed-lag modeling framework 0 1 3 215 2 9 44 815
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 7 121
Revisiting growth empirics based on IV panel quantile regression 0 0 0 5 2 4 19 103
Robust estimation of covariance and its application to portfolio optimization 0 0 0 51 0 3 17 189
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 0 0 1 2 5 9
Spurious nonlinear regressions in econometrics 0 1 1 25 0 1 5 168
Spurious regressions with stationary processes around linear trends 0 0 0 64 1 2 6 284
Testing for Linear Trend with Application to Relative Primary Commodity Prices 0 0 0 95 0 1 9 385
Testing for structural breaks in return-based style regression models 0 0 0 12 0 2 7 53
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 0 3 6 359
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 10 326
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan 0 0 1 7 0 1 13 38
The effect of a variance shift on the Breusch-Godfrey's LM test 0 2 4 63 1 4 24 347
The influence of school quality on housing prices in Korea 0 0 0 0 1 11 23 23
The influence of school quality on housing prices in Korea 0 0 0 13 1 1 13 72
The instability of the Pearson correlation coefficient in the presence of coincidental outliers 0 0 0 12 1 2 29 132
Two-stage quantile regression when the first stage is based on quantile regression 0 0 0 132 0 0 14 536
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE 0 0 0 7 1 2 12 87
Unit root tests based on inequality-restricted estimators 0 0 0 7 0 0 1 96
Unit root tests with a break in innovation variance 0 0 0 83 0 2 11 269
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 1 6 73 2 4 32 315
Total Journal Articles 2 11 41 3,361 23 90 635 11,887
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 0 7 0 1 11 42
Total Chapters 0 0 0 7 0 1 11 42

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Statistics updated 2026-09-10