Tae-Hwan Kim

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Person:494383

Available identifiers

zbMath Open kim.taehwanMaRDI QIDQ494383

List of research outcomes





PublicationDate of PublicationType
Dealing with Markov-switching parameters in quantile regression models2022-12-13Paper
Inconsistency transmission and variance reduction in two-stage quantile regression2022-07-04Paper
Impulse response analysis in conditional quantile models with an application to monetary policy2021-11-16Paper
A residual-based test for autocorrelation in quantile regression models2020-04-22Paper
A robust test of exogeneity based on quantile regressions2020-04-22Paper
A robust test for autocorrelation in the presence of a structural break in variance2020-03-09Paper
Quantile cointegration in the autoregressive distributed-lag modeling framework2015-09-01Paper
VAR for VaR: measuring tail dependence using multivariate regression quantiles2015-09-01Paper
Quantile cointegration in the autoregressive distributed-lag modeling framework2015-07-27Paper
Spurious nonlinear regressions in econometrics2013-01-02Paper
Spurious regressions with stationary processes around linear trends2013-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30996352011-12-01Paper
Detecting Multiple Changes in Persistence2008-04-04Paper
CUSUM of Squares‐Based Tests for a Change in Persistence2007-12-16Paper
Two-stage Huber estimation2007-01-09Paper
Examination of Some More Powerful Modifications of the Dickey–Fuller Test2006-05-24Paper
More powerful modifications of unit root tests allowing structural change2006-01-10Paper
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification2005-05-20Paper
Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process2005-05-20Paper
A Direct Test for Cointegration Between a Pair of Time Series2005-05-20Paper
Two‐stage quantile regression when the first stage is based on quantile regression2005-01-06Paper
Tests for a change in persistence against the null of difference‐stationarity2004-03-17Paper
Testing for Linear Trend with Application to Relative Primary Commodity Prices2004-03-16Paper
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator2003-08-13Paper
Unit root tests with a break in innovation variance.2003-02-17Paper

Research outcomes over time

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