Content
2015
- 2015rwp-77 The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers
by Yunmi Kim & Tae-Hwan Kim & Tolga Ergun
2014
- 2014rwp-76 Testing for Autocorrelation in Quantile Regression Models
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee - 2014rwp-75 Dynamic mixture distribution: A new approach to minimize mean squared error
by Joocheol Kim & Jungwoo kim - 2014rwp-74 The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers
by Yunmi Kim & Tae-Hwan Kim & Tolga Ergun - 2014rwp-73 Option Pricing with Heavy Tailed Distribution : Application to Barrier Options
by Joocheol Kim & Jeonggyu Heo - 2014rwp-72 Revisiting Growth Empirics Based on IV Panel Quantile Regression
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim - 2014rwp-71 Multivariate Tail Dependence in Financial Markets
by JOOCHEOl KIM & SUNGHO KIM - 2014rwp-70 Unit Root Tests In The Presence Of Multiple Breaks In Variance
by Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon - 2014rwp-69 Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework
by Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin - 2014rwp-68 Fixed and mobile broadband; Are they substitutes or complements?
by Jinsoo Bae & Yun Jeong Choi & Jong-Hee Hahn - 2014rwp-67a Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014)
by Jin Seo Cho & Halbert White - 2014rwp-67 Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
by Jin Seo Cho & Halbert White - 2014rwp-66 Option Pricing with Generalized Logistic Distributions(published in:Global Economic Review, (2014) Vol.43, NO.3)
by Joocheol Kim & HyunOh Kim - 2014rwp-65 How the new leniency program in Korea affect cartel formation and cartel detection?
by Hyo Won Lee & Yun Jeong Choi - 2014rwp-64 Limited Income Mobility in Korea
by Hyungna Oh & Yun Jeong Choi - 2014rwp-63 Collateral Constraints, Sticky Wages, and Monetary Policy
by Kwang Hwan Kim & Joonseok Oh
2013
- 2013rwp-62 Examining the determinants of food prices in developing Asia
by Hyeon-seung Huh & Cyn-Young Park - 2013rwp-61 Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables
by Lance A. Fisher & Hyeon-seung Huh & Adrian R. Pagan - 2013rwp-60 game theoretic analysis of North Korean political situation
by Sunku Hahn - 2013rwp-59 Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?
by Hyeon-seung Huh & David Kim - 2013rwp-58 A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union
by Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park - 2013rwp-57 Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)
by Kyu Lee Shin & Jin Seo Cho - 2013rwp-56 Celebrity, Media, And Suicide
by Yun Jeong Choi & Hyungha Oh - 2013rwp-55a Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"
by Jin Seo Cho & Isao Ishida & Halbert White - 2013rwp-55 Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.)
by Jin Seo Cho & Isao Ishida & Halbert White - 2013rwp-54 Testing for Autocorrelation in Quantile Regression Models
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim
2012
- 2013rwp-53 On measuring the nonlinear effect of interest rates on inflation and output
by Hyeong Ho Moon & Tae-Hwan Kim & Seongho Nah - 2012rwp-52 Sunk Cost and Reputation Effect
by Sunku Hahn - 2012rwp-51 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide - 2012rwp-50 Technical Change and Economic Development: A Doctrinal-Historical Viewpoint
by Hoon Hong - 2012rwp-49 A test for endogeneity in conditional quantile models
by Tae-Hwan Kim & Christophe Muller - 2012rwp-48 Individual and Aggregate Labor Supply in a Heterogeneous Agent Economy with Intensive and Extensive Margins
by Yonsung Chang & Sun-Bin Kim & Kyooho Kwon - 2012rwp-47 Interfirm Bundled Discounts in Oligopolies
by Jong-Hee Hahn & Sang-Hyun Kim - 2012rwp-46 Competition, Monopoly and Fairness in the Korean socioeconomic system: as revealed in the market and entrance examination
by Hoon Hong - 2012rwp-45 VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
by Habert white & Tae-Hwan Kim & Simone Manganelli - 2012rwp-44 Accounting for Global Dispersion of Current Accounts
by Yongsung Chang & Sun-Bin Kim & Jaewoo Lee - 2012rwp-43 Monopoly R&D and Compatibility Decisions in Network Industries
by Jong-Hee Hahn & Jin-Hyuk Kim
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