Access Statistics for Dukpa Kim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multilevel Factor Model: Identification, Asymptotic Theory and Applications 0 0 3 155 1 6 18 315
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 1 1 3 132
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 3 3 5 550
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 2 0 0 2 112
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 15 0 0 3 46
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 0 5 125
Total Working Papers 0 0 3 407 5 10 36 1,280

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multilevel factor model: Identification, asymptotic theory and applications 0 0 1 20 4 5 9 87
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 2 2 7 486
Common breaks in time trends for large panel data with a factor structure 0 0 1 11 1 2 5 60
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 0 0 3 49 0 1 11 166
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 0 0 71 0 0 1 256
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 0 0 0 5 0 0 2 32
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 0 1 2 420 2 5 11 897
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE 0 0 0 25 0 0 1 89
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 0 0 0 5 0 3 6 45
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 0 0 20 1 1 3 68
Multi-level factor analysis of bond risk premia 0 0 0 26 1 2 3 106
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 0 2 1 2 4 21
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration 0 0 0 2 0 0 1 14
Testing for the null of block zero restrictions in common factor models 0 1 1 5 0 1 5 36
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 1 3 9 480 3 6 28 1,195
Total Journal Articles 1 5 17 1,274 15 30 97 3,558

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Statistics updated 2025-11-08