Tae-Hwan Kim

Economics and Econometrics · 2000–2015

A researcher in the Science corpus: 16 papers; trusts 26 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 43 citations into it; #3,165 of 23,481 by trust here, #2,289 by citations
• Finance — 30 citations into it; #1,775 of 10,518 by trust here, #1,528 by citations
• Statistics and Probability — 14 citations into it; #4,526 of 12,932 by trust here, #2,579 by citations
• Accounting — 9 citations into it
• Management Science and Operations Research — 7 citations into it

Whom Tae-Hwan Kim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Donald W. K. Andrews
2. Philippe Huber
3. Bernard Walter Silverman
4. Leo Breiman
5. Roger W. Koenker
6. Gilbert W. Bassett Jr.
7. Zhijie Xiao
8. Alan M. Taylor
9. Halbert White
10. Long Chen

Who trusts Tae-Hwan Kim overall

1. Cristina Amado
2. Giuseppe Cavaliere
3. Timo Teräsvirta
4. Anders Wilhelmsson
5. D. Godil
6. Juan-Carlos Escanciano
7. Xinyu Zhang
8. F. Busetti
9. Matei Demetrescu
10. Arshian Sharif

Papers from Tae-Hwan Kim's perspective

Ordered by how strongly the researchers Tae-Hwan Kim trusts endorse each paper. Same corpus, a different order for every researcher.

1. Tests for Parameter Instability and Structural Change with Unknown Change Point
2. Density Estimation for Statistics and Data Analysis
3. Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
4. The Evolving Relation Between Earnings, Dividends, and Stock Repurchases
5. Payout Policy in the 21st Century
6. Inference on the Quantile Regression Process
7. The Effects of Birth Inputs on Birthweight
8. Robust penalized quantile regression estimation for panel data
9. Estimating the Dimension of a Model
10. Estimation with Quadratic Loss

Their papers

• More powerful panel data unit root tests with an application to mean reversion in real exchange rates (2004) — 315 citations
• Quantile cointegration in the autoregressive distributed-lag modeling framework (2015) — 486 citations
• Examination of Some More Powerful Modifications of the Dickey–Fuller Test (2005) — 100 citations
• Unit root tests with a break in innovation variance (2002) — 142 citations
• On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index (2003) — 501 citations
• Testing for Linear Trend with Application to Relative Primary Commodity Prices (2003) — 66 citations
• Tests for a change in persistence against the null of difference-stationarity (2003) — 96 citations
• VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles (2015) — 358 citations
• James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator (2000) — 73 citations
• Two‐stage quantile regression when the first stage is based on quantile regression (2004) — 175 citations
• Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression (2002) — 163 citations
• The instability of the Pearson correlation coefficient in the presence of coincidental outliers (2015) — 121 citations
• CUSUM of Squares‐Based Tests for a Change in Persistence (2007) — 91 citations
• On suboptimality of the Hodrick-Prescott filter at time series endpoints (2005) — 192 citations
• A Direct Test for Cointegration Between a Pair of Time Series (2002) — 53 citations
• Asymptotic and Bayesian confidence intervals for sharpe-style weights (2000) — 80 citations