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Details about Dukpa Kim

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Workplace:Department of Economics, Korea University, (more information at EDIRC)

Access statistics for papers by Dukpa Kim.

Last updated 2016-10-09. Update your information in the RePEc Author Service.

Short-id: pki278


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Working Papers

2016

  1. A Multilevel Factor Model: Identification, Asymptotic Theory and Applications
    Working Papers, Research Institute for Market Economy, Sogang University Downloads View citations (1)

2013

  1. Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (1)

2007

  1. GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (12)

2006

  1. Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
    See also Journal Article in Journal of Econometrics (2009)

Journal Articles

2014

  1. Common breaks in time trends for large panel data with a factor structure
    Econometrics Journal, 2014, 17, (3), 301-337 Downloads View citations (4)
  2. DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH
    Journal of Applied Econometrics, 2014, 29, (2), 231-245 Downloads View citations (2)
  3. Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
    Economics Letters, 2014, 123, (3), 282-286 Downloads

2011

  1. Estimating a common deterministic time trend break in large panels with cross sectional dependence
    Journal of Econometrics, 2011, 164, (2), 310-330 Downloads View citations (2)

2010

  1. IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE
    Econometric Theory, 2010, 26, (04), 994-1031 Downloads

2009

  1. Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
    Journal of Econometrics, 2009, 149, (1), 26-51 Downloads View citations (10)
    See also Working Paper (2006)
  2. GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
    Econometric Theory, 2009, 25, (06), 1754-1792 Downloads View citations (73)
  3. Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
    Journal of Econometrics, 2009, 148, (1), 1-13 Downloads View citations (76)
 
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