| 2022-11 |
Dealing with Markov-switching parameters in quantile regression models |
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
|
| 2021-06 |
Impulse response analysis in conditional quantile models with an application to monetary policy |
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
|
| 2021-03 |
Testing for structural breaks in return-based style regression models |
Financial Markets and Portfolio Management
|
| 2020-10 |
조세자료를 통해 보정된 지니계수의 추정 |
사회경제평론
|
| 2020-06 |
Does political orientation affect happiness? The case of South Korea |
Applied Econometrics
|
| 2020-04 |
Inconsistency transmission and variance reduction in two-stage quantile regression |
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
|
| 2018-06 |
Statistical Estimation of the Casual Effect of Social Economy on Subjective Well-Being |
VOLUNTAS
|
| 2018-02 |
Multi-dimensional portfolio risk and its diversification: A note |
Global Finance Journal
|
| 2017-07 |
A robust test of exogeneity based on quantile regressions |
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
|
| 2017-06 |
UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE |
SINGAPORE ECONOMIC REVIEW
|
| 2017-03 |
A residual-based test for autocorrelation in quantile regression |
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
|
| 2015-09 |
해외직접투자의 영향에 대한 재고찰 |
국제통상연구
|
| 2015-09 |
Quantile cointegration in the autoregressive distributed-lag modeling framework |
JOURNAL OF ECONOMETRICS
|
| 2015-08 |
Revisiting growth empirics based on IV panel quantile regression |
APPLIED ECONOMICS
|
| 2015-07 |
VAR for VaR: Measuring tail dependence using multivariate regression quantiles |
JOURNAL OF ECONOMETRICS
|
| 2015-05 |
통계청 가계조사자료에 기초하여 계산된상위소득점유율 |
한국경제학보(구 연세경제연구)
|
| 2015-05 |
The instability of the Pearson correlation coefficient in the presence of coincidental outliers |
FINANCE RESEARCH LETTERS
|
| 2014-10 |
지니계수의 확장 및 이를 이용한 한국사회의 소득불평등 요인 분석 |
사회경제평론
|
| 2014-08 |
On measuring the nonlinear effect of interest rates on inflation and output in Korea |
금융지식연구
|
| 2014-07 |
A robust test for autocorrelation in the presence of a structural break in variance |
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
|
| 2014-06 |
The asymmetric nature of rule-of-thumb consumers |
응용경제
|
| 2014-05 |
Effects of Public and Private Schools on Academic Achievement |
Seoul Journal of Economics
|
| 2012-09 |
Robust estimation of covariance and its application to portfolio optimization |
FINANCE RESEARCH LETTERS
|
| 2012-06 |
Monetary Information and Monetary Policy Decisions: Evidence from the Euroarea and the UK |
JOURNAL OF MACROECONOMICS
|
| 2012-03 |
The influence of school quality on housing prices in Korea |
APPLIED ECONOMICS
|
| 2010-07 |
Forecast Precision and Portfolio Performance |
Journal of Financial Econometrics
|
| 2010-06 |
Bootstrapping the shrinkage least absolute deviations estimator |
European Journal of Pure and Applied Mathematics
|
| 2010-06 |
Variance-ratio tests robust to a break in drift |
European Journal of Pure and Applied Mathematics
|
| 2010-01 |
The effect of a variance shift on the Breusch-Godfrey's LM test |
Applied Economics Letters
|
| 2010-01 |
Estimating monetary reaction functions at near zero interest rates |
ECONOMICS LETTERS
|
| 2009-12 |
The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan |
Journal Of Money Credit And Banking
|
| 2008-03 |
A more powerful modification of Johansen`s cointegration tests |
Applied Economics
|
| 2008-02 |
Forecasting changes in UK interest rates |
Journal Of Forecasting
|
| 2007-09 |
Detecting multiple changes in persistence |
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
|
| 2007-05 |
Cusum of squares-based tests for a change in persistence |
JOURNAL OF TIME SERIES ANALYSIS
|
| 2007-02 |
Two-stage Huber estimation |
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
|
| 2006-10 |
Regression-based tests for a change in persistence |
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
|
| 2006-03 |
Forecasting volatility of futures market: The S&P 500 and FTSE 100 futures using high frequency returns and implied volatility |
APPLIED ECONOMICS
|
| 2005-12 |
Asymptotic and Bayesian confidence intervals for sharpe-style weights |
JOURNAL OF FINANCIAL ECONOMETRICS
|
| 2005-11 |
More powerful modifications of unit root tests allowing structural change |
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
|
| 2005-05 |
Examination of some more powerful modifications of the Dickey-Fuller test |
JOURNAL OF TIME SERIES ANALYSIS
|
| 2005-04 |
Spurious nonlinear regressions in econometrics |
ECONOMICS LETTERS
|
| 2005-03 |
On suboptimality of the Hodrick-Prescott filter at time series endpoints |
JOURNAL OF MACROECONOMICS
|
| 2004-10 |
Calendar effects in Eastern European financial markets: Evidence from the Czech Republic, Slovakia, and Slovenia |
APPLIED FINANCIAL ECONOMICS
|
| 2004-09 |
Behaviour of Dickey-Fuller unit-root tests under trend misspecification |
JOURNAL OF TIME SERIES ANALYSIS
|
| 2004-07 |
Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process |
JOURNAL OF TIME SERIES ANALYSIS
|
| 2004-06 |
Two-stage quantile regression when the first stage is based on quantile regression |
Econometrics Journal
|
| 2004-05 |
Spurious regressions with stationary processes around linear trends |
ECONOMICS LETTERS
|
| 2004-03 |
More powerful panel data unit root tests with an application to mean reversion in real exchange rates |
JOURNAL OF APPLIED ECONOMETRICS
|
| 2004-03 |
On more robust estimation of skewness and kurtosis |
FINANCE RESEARCH LETTERS
|
| 2003-12 |
Tests for a Change in Persistence Against the Null of Difference-Stationarity |
Econometrics Journal
|
| 2003-12 |
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression |
ADVANCES IN ECONOMETRICS : A RESEARCH ANNUAL
|
| 2003-12 |
Behavior of Cointegration Tests in the Presence of Structural Breaks in Variance |
APPLIED ECONOMICS LETTERS
|
| 2003-09 |
Testing for Linear Trend With Application to Relative Primary Commodity Prices |
JOURNAL OF TIME SERIES ANALYSIS
|
| 2002-08 |
Unit Root Tests With a Break in Innovation Variance |
JOURNAL OF ECONOMETRICS
|
| 2002-03 |
A Direct Test for Cointegration Between A Pair of Time Series |
JOURNAL OF TIME SERIES ANALYSIS
|
| 2001-12 |
Unit Root Tests Based on Inequality-Restricted Estimators |
APPLIED ECONOMICS LETTERS
|
| 2001-08 |
Double-Stage Quantile Regression |
Bulletin of the International Statistical Institute
|
| 2001-06 |
James-Stein-type estimators in large samples with application to the least absolute deviations estimator |
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
|
| 2000-07 |
Spurious rejections by perron tests in the presence of a break |
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
|