Details about Dukpa Kim
Access statistics for papers by Dukpa Kim.
Last updated 2016-10-09. Update your information in the RePEc Author Service.
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- A Multilevel Factor Model: Identification, Asymptotic Theory and Applications
Working Papers, Research Institute for Market Economy, Sogang University View citations (2)
- 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 View citations (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)
- 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)
- Common breaks in time trends for large panel data with a factor structure
Econometrics Journal, 2014, 17, (3), 301-337 View citations (5)
- DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH
Journal of Applied Econometrics, 2014, 29, (2), 231-245 View citations (2)
- Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Economics Letters, 2014, 123, (3), 282-286
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
Journal of Econometrics, 2011, 164, (2), 310-330 View citations (2)
- IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE
Econometric Theory, 2010, 26, (04), 994-1031
- 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 View citations (10)
See also Working Paper (2006)
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
Econometric Theory, 2009, 25, (06), 1754-1792 View citations (80)
- 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 View citations (82)
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