| On more robust estimation of skewness and kurtosis TH Kim, H White Finance Research Letters 1 (1), 56-73, 2004 | 697 | 2004 |
| Quantile cointegration in the autoregressive distributed-lag modeling framework JS Cho, T Kim, Y Shin Journal of econometrics 188 (1), 281-300, 2015 | 462 | 2015 |
| More powerful panel data unit root tests with an application to mean reversion in real exchange rates LV Smith, S Leybourne, TH Kim, P Newbold Journal of Applied Econometrics 19 (2), 147-170, 2004 | 436 | 2004 |
| VAR for VaR: Measuring tail dependence using multivariate regression quantiles H White, TH Kim, S Manganelli Journal of econometrics 187 (1), 169-188, 2015 | 433 | 2015 |
| On suboptimality of the Hodrick–Prescott filter at time series endpoints E Mise, TH Kim, P Newbold Journal of Macroeconomics 27 (1), 53-67, 2005 | 232 | 2005 |
| Two‐stage quantile regression when the first stage is based on quantile regression TH Kim, C Muller The Econometrics Journal 7 (1), 218-231, 2004 | 191 | 2004 |
| Estimation, inference, and specification testing for possibly misspecified quantile regression TH Kim, H White Maximum likelihood estimation of misspecified models: twenty years later …, 2003 | 191 | 2003 |
| Unit root tests with a break in innovation variance TH Kim, S Leybourne, P Newbold Journal of Econometrics 109 (2), 365-387, 2002 | 162 | 2002 |
| The instability of the Pearson correlation coefficient in the presence of coincidental outliers Y Kim, TH Kim, T Ergün Finance Research Letters 13, 243-257, 2015 | 132 | 2015 |
| Tests for a change in persistence against the null of difference‐stationarity S Leybourne, TH Kim, V Smith, P Newbold The Econometrics Journal 6 (2), 291-311, 2003 | 127 | 2003 |
| Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia D Tonchev, TH Kim* Applied Financial Economics 14 (14), 1035-1043, 2004 | 116 | 2004 |
| Examination of some more powerful modifications of the Dickey–Fuller test S Leybourne, TH Kim, P Newbold Journal of Time Series Analysis 26 (3), 355-369, 2005 | 114 | 2005 |
| Detecting multiple changes in persistence S Leybourne, TH Kim, AMR Taylor Studies in Nonlinear Dynamics & Econometrics 11 (3), 2007 | 105 | 2007 |
| CUSUM of squares‐based tests for a change in persistence S Leybourne, R Taylor, TH Kim Journal of Time Series Analysis 28 (3), 408-433, 2007 | 97 | 2007 |
| Testing for linear trend with application to relative primary commodity prices TH Kim, S Pfaffenzeller, T Rayner, P Newbold Journal of Time Series Analysis 24 (5), 539-551, 2003 | 95 | 2003 |
| Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR HL White Jr, TH Kim, S Manganelli ECB Working Paper, 2008 | 92 | 2008 |
| Spurious regressions with stationary processes around linear trends TH Kim, YS Lee, P Newbold Economics Letters 83 (2), 257-262, 2004 | 62 | 2004 |
| The Taylor principle and monetary policy approaching a zero bound on nominal rates: quantile regression results for the United States and Japan T Chevapatrakul, TH Kim, P Mizen Journal of Money, Credit and Banking 41 (8), 1705-1723, 2009 | 61 | 2009 |
| Asymptotic and Bayesian confidence intervals for Sharpe-style weights TH Kim, H White, D Stone Journal of Financial Econometrics 3 (3), 315-343, 2005 | 50 | 2005 |
| Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification TH Kim, S Leybourne, P Newbold Journal of Time Series Analysis 25 (5), 755-764, 2004 | 44 | 2004 |
