IID, Autoregression, and Random Walk
Comparing basic statistical properties of IID (independently and identically distributed) time series with autoregressive and random walk...
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Hello
My name is Jae Kim
I am a freelancer in Econometrics, Statistics, Applied Economics, Empirical Finance, and R programming.
Email: jaekim8080@gmail.com
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About Me.
After completion of my PhD in 1997, I have been employed as a professor by several Australian universities. For 25 years as an academic, I have lectured in econometrics, statistics, economics, and finance at all university levels; and published more than 70 articles in international journals with nearly 5000 citations. For a list of my publications and CV, please see my Goolgle Scholar and Linkedin. I am also active at Medium and Quora.
I have made important and influential academic contributions to the areas of time series forecasting, testing for market efficiency, and hypothesis testing. I am also an author of five R packages: vrtest, BootPR, VAR.etp. GRS.test, and OptSig, widely used by industry professionals and academics.
From 2022, I have been a top-rated freelancer in Upwork, offering my professional services to a large number of clients for academic mentoring, statistical consulting, econometric analysis, and R programming.
Education
1992-1997
PhD
University of Sydney. Australia
Thesis: Bootstrapping in Vector Autoregressive Models
Econometrics, Time series analysis, Computation-intensive statistical methods, Forecasting
1990-1992
Master of Econometrics
University of Sydney, Australia
Econometrics, Time series analysis, Forecasting, Programming
1987-1989
Master of Economics
Seoul National University
Economics, Game theory, Econometrics
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