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21
The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi
;
Kim, Tae-hwan
;
Ergün, Tolga
- In:
Finance research letters
13
(
2015
),
pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
Saved in:
22
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
Saved in:
23
Examination of some more powerful modifications of the Dickey-Fuller test
Leybourne, Stephen James
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777071
Saved in:
24
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
25
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
3
,
pp. 433-444
Persistent link: https://www.econbiz.de/10001505515
Saved in:
26
Asymptotic and Bayesian confidence intervals for Sharpe style weights
Kim, Tae-hwan
;
Stone, Douglas
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001541193
Saved in:
27
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
28
Two stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan
(
contributor
);
Muller, Christophe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835514
Saved in:
29
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 107-132)
.
2003
Persistent link: https://www.econbiz.de/10001916288
Saved in:
30
Spurious regressions with stationary processes around linear trends
Kim, Tae-hwan
;
Lee, Young-Sook
;
Newbold, Paul
- In:
Economics letters
83
(
2004
)
2
,
pp. 257-262
Persistent link: https://www.econbiz.de/10001991584
Saved in:
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