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 1 1 2 157 2 5 27 342
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 3 4 11 143
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 3 10 25 575
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 2 9 55
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 2 3 4 7 119
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 1 1 67 1 2 18 143
Total Working Papers 1 2 3 410 12 27 97 1,377

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 2 22 2 4 11 98
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 0 9 29 515
Common breaks in time trends for large panel data with a factor structure 0 0 0 11 2 3 10 70
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 0 0 2 51 5 8 18 184
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 0 0 71 0 1 5 261
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 0 0 0 5 2 3 11 43
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 2 3 12 432 5 8 49 946
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE 0 0 0 25 0 0 9 98
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 0 0 1 6 2 4 15 60
Macroeconomic impacts of climate change: A semi-structural analysis of unexpected weather conditions in Korea 0 1 10 12 5 9 28 33
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 0 1 21 0 0 11 79
Multi-level factor analysis of bond risk premia 0 0 0 26 1 1 8 114
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 2 4 4 5 14 35
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration 0 0 0 2 1 1 11 25
Testing for the null of block zero restrictions in common factor models 0 0 0 5 0 0 5 41
The Impact of Foreign Resident Inflows on Regional Economies in South Korea 0 0 0 0 0 0 0 0
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 0 1 6 486 4 9 42 1,237
Total Journal Articles 2 5 36 1,312 33 65 276 3,839

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Statistics updated 2026-11-12