Details about Dukpa Kim

Access statistics for papers by Dukpa Kim.

Last updated 2022-07-19. Update your information in the RePEc Author Service.

Short-id: pki278

Working Papers

2018

1. Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures
   Papers, arXiv.org View citations (4)
   Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2018) View citations (5)
   See also Journal Article Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures, Journal of Econometrics, Elsevier (2020) View citations (6) (2020)

2016

2. A Multilevel Factor Model: Identification, Asymptotic Theory and Applications
   Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) View citations (4)
   See also Journal Article A multilevel factor model: Identification, asymptotic theory and applications, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (31) (2018)

2013

3. 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)

2007

4. 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 (13)

2006

5. 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 Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope, Journal of Econometrics, Elsevier (2009) View citations (35) (2009)

Journal Articles

2021

1. Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
   Journal of Econometrics, 2021, 224, (1), 22-38

2020

2. Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
   Journal of Econometrics, 2020, 214, (1), 130-152 View citations (6)
   See also Working Paper Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures, Papers (2018) View citations (4) (2018)
3. Testing for the null of block zero restrictions in common factor models
   Economics Letters, 2020, 188, (C) View citations (1)

2019

4. Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
   Econometric Reviews, 2019, 38, (8), 881-898 View citations (4)

2018

5. A multilevel factor model: Identification, asymptotic theory and applications
   Journal of Applied Econometrics, 2018, 33, (3), 355-377 View citations (31)
   See also Working Paper A Multilevel Factor Model: Identification, Asymptotic Theory and Applications, Working Papers (2016) View citations (4) (2016)

2017

6. Multi-level factor analysis of bond risk premia
   Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (5), 19 View citations (1)

2014

7. Common breaks in time trends for large panel data with a factor structure
   Econometrics Journal, 2014, 17, (3), 301-337 View citations (18)
8. 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 (48)
9. Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean)
   Economic Analysis (Quarterly), 2014, 20, (4), 114-150 View citations (1)
10. Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
    Economics Letters, 2014, 123, (3), 282-286 View citations (8)

2011

11. Estimating a common deterministic time trend break in large panels with cross sectional dependence
    Journal of Econometrics, 2011, 164, (2), 310-330 View citations (13)

2010

12. IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE
    Econometric Theory, 2010, 26, (4), 994-1031 View citations (3)

2009

13. 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 (35)
    See also Working Paper 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 (2006) (2006)
14. GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
    Econometric Theory, 2009, 25, (6), 1754-1792 View citations (244)
15. 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 (253)