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Dr Namhyun Kim

Dr Namhyun Kim

Lecturer in Economics

5232

+44 (0) 1392 725232


Streatham Court, University of Exeter, Rennes Drive, Exeter, EX4 4PU, UK

Dr Namhyun Kim obtained her PhD degree from University of Adelaide, Australia in December 2013. She started her career as a post-doc research fellow at the University of Konstanz, Germany from October 2013 until she joined the Business School, University of Exeter, September 2015.

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Research clusters

Research interests

  • Non and semiparametric Inferences
  • Econometric Theory
  • Microeconometrics

I am mainly interested in non and semiparametric inferences, specifically developing appropriate novel approach to answer empirical questions in microeconomics and finance.

Research projects

Currently, I am working on the area of weak instruments. The current project I am working on is to applying the L2 norm regularization to address the finite sample bias of 2SLS estimation in the presence of weak and/or many instruments.

Furthermore, I am also working on developing an appropriate method to address weak and/or many instruments in the semiparametric models, specifically single-index type of semiparametric model which gives the distributional flexibility of the binary response type of models.

Key publications | Publications by category | Publications by year

Publications by category

Journal articles

Kim NH, Pohlmeier W (In Press). A note on the regularized approach to biased 2SLS estimation with weak instruments. Oxford Bulletin of Economics and Statistics
Gao J, Kim N, Saart PW (2020). On endogeneity and shape invariance in extended partially linear single index models. ECONOMETRIC REVIEWS, 39(4), 415-435. Author URL.  Full text. DOI.
Gao J, Kim NH, Saart PW (2015). A misspecification test for multiplicative error models of non-negative time series processes. Journal of Econometrics, 189(2), 346-359. DOI.
Saart P, Gao J, Kim NH (2013). Semiparametric methods in nonlinear time series analysis: a selective review. Journal of Nonparametric Statistics, 26(1), 141-169. DOI.

Publications by year

In Press

Kim NH, Pohlmeier W (In Press). A note on the regularized approach to biased 2SLS estimation with weak instruments. Oxford Bulletin of Economics and Statistics

2020

Gao J, Kim N, Saart PW (2020). On endogeneity and shape invariance in extended partially linear single index models. ECONOMETRIC REVIEWS, 39(4), 415-435. Author URL.  Full text. DOI.

2015

Gao J, Kim NH, Saart PW (2015). A misspecification test for multiplicative error models of non-negative time series processes. Journal of Econometrics, 189(2), 346-359. DOI.

2013

Saart P, Gao J, Kim NH (2013). Semiparametric methods in nonlinear time series analysis: a selective review. Journal of Nonparametric Statistics, 26(1), 141-169. DOI.

Conferences and invited presentations

  • Plekhanov-Konstanz Econometrics Summer School (2014)

Dr Namhyun Kim was mainly teaching microeconometrics and other specific econometric methodologies such as nonparametrics and shrinkage methods for post-graduate students at the University of Konstanz. She is also interested in teaching an econometric theory course.

Modules

2020/21