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~subject:"Estimation theory"
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Estimation theory
Theorie
86
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85
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84
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84
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45
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42
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29
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Kim, Tae-hwan
19
White, Halbert
9
Kim, Tae-Hwan
3
Kim, Yunmi
3
Manganelli, Simone
3
White, Jr., Halbert L.
3
Mizen, Paul
2
Newbold, Paul
2
Bleaney, Michael F.
1
Cho, Jin Seo
1
Ergün, Tolga
1
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1
Jeong, Soo-Bin
1
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1
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1
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1
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1
Moon, Hyung-Ho
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1
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Discussion paper / Department of Economics, University of California San Diego
4
Finance research letters
3
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2
Maximum likelihood estimation of misspecified models : twenty years later
2
Applied economics letters
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ECONIS (ZBW)
23
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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:
2
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
Saved in:
3
Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
Saved in:
4
Revisiting the martingale hypothesis for exchange rates
Lee, Young-Sook
(
contributor
);
Kim, Tae-hwan
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435695
Saved in:
5
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:
6
Two-stage Huber estimation
Kim, Tae-hwan
(
contributor
);
Muller, Christophe
(
contributor
)
-
2005
-
1. ed.
Persistent link: https://www.econbiz.de/10002816264
Saved in:
7
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:
8
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:
9
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Saved in:
10
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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