Nam Hyun Kim

University of Konstanz

Post-Doctoral Researcher Fellow

Konstanz, D-78457

Germany

http://https://sites.google.com/site/kimnamhyun2013/home

  • University of Konstanz

SCHOLARLY PAPERS

5

DOWNLOADS

337

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

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1.

Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review

Number of pages: 39 Posted: 25 Nov 2012 Last Revised: 02 Feb 2014
Patrick Saart, Jiti Gao and Nam Hyun Kim
University of Canterbury, Monash University - Department of Econometrics & Business Statistics and University of Konstanz
Downloads 95 (499,683)

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Semiparametrics, Time Series, Curse of Dimensionality

2.

Econometric Time Series Specification Testing in a Class of Multiplicative Error Models

Number of pages: 43 Posted: 14 Jan 2014 Last Revised: 02 Feb 2014
Patrick Saart, Jiti Gao and Nam Hyun Kim
University of Canterbury, Monash University - Department of Econometrics & Business Statistics and University of Konstanz
Downloads 81 (551,552)

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Financial duration process; Nonnegative time series; Nonparametric kernel estimation; Semiparametric mixture model

3.

Estimation in Semiparametric Partially Linear Models with Parametric and/or Nonparametric Endogeneity

Number of pages: 42 Posted: 07 Feb 2013 Last Revised: 02 Feb 2014
Nam Hyun Kim and Patrick Saart
University of Konstanz and University of Canterbury
Downloads 75 (576,502)
Citation 2

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semiparametric models with endogeneity

4.

Semi-Parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach

Number of pages: 53 Posted: 07 Feb 2013 Last Revised: 02 Feb 2014
Nam Hyun Kim, Patrick Saart and Jiti Gao
University of Konstanz, University of Canterbury and Monash University - Department of Econometrics & Business Statistics
Downloads 56 (670,101)
Citation 3

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endogeneity, generalized partially linear single index model, CF approach, generated regressor

5.

On Endogeneity and Shape Invariance in Extended Partially Linear Single Index Models

Number of pages: 44 Posted: 12 May 2018
Jiti Gao, Nam Hyun Kim and Patrick Saart
Monash University - Department of Econometrics & Business Statistics, University of Konstanz and University of Canterbury
Downloads 30 (849,821)

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Extended Generalized Partially Linear Single-Index, Control Function Approach, Endogeneity, Semiparametric Regression Models