Concepedia

Tae‐Hwan Kim

TK

14

Publications

821

Citations

13

H-Index

2000

Active since

Affiliations

University of Nottingham(Current)

Yonsei University

University of Alicante

Tae‐Hwan Kim is an author at University of Nottingham specializing in econometrics, statistics, and economics.

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Publications per year

2000–2010

14

Publications

14

More powerful panel data unit root tests with an application to mean reversion in real exchange rates

L. Vanessa Smith, Stephen J. Leybourne, Tae‐Hwan Kim et al. · Journal of Applied Econometrics · 2004 · 314 citations

, , +19

Two‐stage quantile regression when the first stage is based on quantile regression

Tae‐Hwan Kim, Christophe Muller · Econometrics Journal · 2004 · 131 citations

, , +15

Tests for a change in persistence against the null of difference‐stationarity

Stephen J. Leybourne, Tae‐Hwan Kim, Vanessa Smith et al. · Econometrics Journal · 2003 · 82 citations

, , +11

On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index

Tae‐Hwan Kim, Halbert White · RePEc: Research Papers in Economics · 2003 · 63 citations

Spurious Rejections by Perron Tests in the Presence of a Break

Tae‐Hwan Kim, Stephen J. Leybourne, Paul Newbold · Oxford Bulletin of Economics and Statistics · 2000 · 36 citations

, , +9

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