• 917 Citations
  • 16 h-Index
20002019
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Fingerprint Dive into the research topics where Tae-Hwan Kim is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Time series Engineering & Materials Science
Unit Root Tests Mathematics
Dickey-Fuller Test Mathematics
Quantile Regression Mathematics
Linear Trend Mathematics
Quantile Mathematics
Persistence Mathematics
Robust Tests Mathematics

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Research Output 2000 2019

  • 917 Citations
  • 16 h-Index
  • 42 Article
  • 3 Chapter
  • 1 Review article

Inconsistency transmission and variance reduction in two-stage quantile regression

Kim, T-H. & Muller, C., 2019 Jan 1, (Accepted/In press) In : Communications in Statistics: Simulation and Computation.

Research output: Contribution to journalArticle

Quantile Regression
Variance Reduction
Inconsistency
Estimator
Quantile

Multi-dimensional portfolio risk and its diversification: A note

Kim, W., Kim, Y. M., Kim, T-H. & Bang, S., 2018 Jan 1, In : Global Finance Journal. 35, p. 147-156 10 p.

Research output: Contribution to journalArticle

Diversification
Portfolio risk
Skewness
Kurtosis
Assets

Statistical Estimation of the Casual Effect of Social Economy on Subjective Well-Being

Jang, J., Kim, T-H., Hong, H., Yoo, C. S. & Park, J., 2018 Jun 1, In : Voluntas. 29, 3, p. 511-525 15 p.

Research output: Contribution to journalArticle

social economy
well-being
social integration
organizational culture
decision-making process

A residual-based test for autocorrelation in quantile regression models

Huo, L., Kim, T-H., Kim, Y. & Lee, D. J., 2017 May 3, In : Journal of Statistical Computation and Simulation. 87, 7, p. 1305-1322 18 p.

Research output: Contribution to journalArticle

Quantile Regression
Autocorrelation
Regression Model
Time series
Size Distortion

A robust test of exogeneity based on quantile regressions

Kim, T-H. & Muller, C., 2017 Jul 24, In : Journal of Statistical Computation and Simulation. 87, 11, p. 2161-2174 14 p.

Research output: Contribution to journalArticle

Robust Tests
Quantile Regression
Test Statistic
Statistics
Heavy Tails