Tae-Hwan Kim

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Dealing with Markov-switching parameters in quantile regression models	2022-12-13	Paper
Inconsistency transmission and variance reduction in two-stage quantile regression	2022-07-04	Paper
Impulse response analysis in conditional quantile models with an application to monetary policy	2021-11-16	Paper
A residual-based test for autocorrelation in quantile regression models	2020-04-22	Paper
A robust test of exogeneity based on quantile regressions	2020-04-22	Paper
A robust test for autocorrelation in the presence of a structural break in variance	2020-03-09	Paper
Quantile cointegration in the autoregressive distributed-lag modeling framework	2015-09-01	Paper
VAR for VaR: measuring tail dependence using multivariate regression quantiles	2015-09-01	Paper
Quantile cointegration in the autoregressive distributed-lag modeling framework	2015-07-27	Paper
Spurious nonlinear regressions in econometrics	2013-01-02	Paper
Spurious regressions with stationary processes around linear trends	2013-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3099635	2011-12-01	Paper
Detecting Multiple Changes in Persistence	2008-04-04	Paper
CUSUM of Squares‐Based Tests for a Change in Persistence	2007-12-16	Paper
Two-stage Huber estimation	2007-01-09	Paper
Examination of Some More Powerful Modifications of the Dickey–Fuller Test	2006-05-24	Paper
More powerful modifications of unit root tests allowing structural change	2006-01-10	Paper
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification	2005-05-20	Paper
Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process	2005-05-20	Paper
A Direct Test for Cointegration Between a Pair of Time Series	2005-05-20	Paper
Two‐stage quantile regression when the first stage is based on quantile regression	2005-01-06	Paper
Tests for a change in persistence against the null of difference‐stationarity	2004-03-17	Paper
Testing for Linear Trend with Application to Relative Primary Commodity Prices	2004-03-16	Paper
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator	2003-08-13	Paper
Unit root tests with a break in innovation variance.	2003-02-17	Paper

Research outcomes over time

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