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Two-stage quantile regression...
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ECONIS (ZBW)
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VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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2
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
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3
Revisiting growth empirics based on IV panel quantile regression
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3859-3873
Persistent link: https://www.econbiz.de/10011294309
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4
The effect of a variance shift on the Breusch-Godfrey's LM test
Hyun, Joo-Yeon
;
Mun, Hyeong Ho
;
Kim, Tae-hwan
;
Jeong, Jinook
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 399-404
Persistent link: https://www.econbiz.de/10003979503
Saved in:
5
Effects of public and private school on academic achievement
Hahn, Sunku
;
Kim, Tae-hwan
;
Seo, Boyoung
- In:
Seoul journal of economics
27
(
2014
)
2
,
pp. 137-147
Persistent link: https://www.econbiz.de/10010387266
Saved in:
6
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
Saved in:
7
VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
-
2015
Persistent link: https://www.econbiz.de/10011288642
Saved in:
8
The consequences of past agricultural outputs on the interacting nutrition and health of autarkic peasants : evidence from Rwanda
Muller, Christophe
(
contributor
)
-
1997
-
Version 2.7
Persistent link: https://www.econbiz.de/10000990826
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9
Censored quantile regressions of chronic and transient seasonal poverty in Rwanda
Muller, Christophe
- In:
Journal of African economies
11
(
2002
)
4
,
pp. 503-541
Persistent link: https://www.econbiz.de/10001765070
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10
Dualistic sector choice and female labour supply : evidence from formal and informal sectors in Cameroon
Lanot, Gauthier
(
contributor
); …
-
1997
-
Version 4.7
Persistent link: https://www.econbiz.de/10000990540
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