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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 2019-07-16. Update your information in the RePEc Author Service.

Short-id: pki278


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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 Downloads View citations (3)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2018) Downloads View citations (5)

2016

  1. A Multilevel Factor Model: Identification, Asymptotic Theory and Applications
    Working Papers, Research Institute for Market Economy, Sogang University Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2018)

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

2019

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

2018

  1. A multilevel factor model: Identification, asymptotic theory and applications
    Journal of Applied Econometrics, 2018, 33, (3), 355-377 Downloads View citations (1)
    See also Working Paper (2016)

2017

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

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 (10)
  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 (15)
  3. Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean)
    Economic Analysis (Quarterly), 2014, 20, (4), 114-150 Downloads
  4. Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
    Economics Letters, 2014, 123, (3), 282-286 Downloads View citations (2)

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 (4)

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 View citations (2)

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 (20)
    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 (113)
  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 (139)
 
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