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 1 2 156 7 9 31 335
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 1 1 9 139
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 1 6 18 565
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 15 1 2 6 52
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 3 114
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 8 12 18 141
Total Working Papers 0 1 2 408 18 30 85 1,346

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 21 0 0 10 91
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 1 4 21 503
Common breaks in time trends for large panel data with a factor structure 0 0 0 11 2 3 9 66
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 0 0 4 51 0 0 15 173
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 0 0 71 0 0 5 260
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 0 0 0 5 2 4 9 40
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 2 3 6 424 6 20 41 929
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE 0 0 0 25 2 2 9 98
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 0 0 0 5 1 4 14 54
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 1 1 21 0 5 13 79
Multi-level factor analysis of bond risk premia 0 0 0 26 1 3 8 112
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 1 1 3 1 5 10 29
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration 0 0 0 2 4 5 10 24
Testing for the null of block zero restrictions in common factor models 0 0 1 5 0 0 8 41
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 0 0 6 482 2 11 40 1,221
Total Journal Articles 2 5 21 1,285 22 66 222 3,720

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Statistics updated 2026-05-06