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 2 155 2 11 25 326
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 3 6 9 138
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 5 9 14 559
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 2 1 2 3 114
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 15 2 4 6 50
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 3 4 7 129
Total Working Papers 0 0 2 407 16 36 64 1,316

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 1 1 2 21 1 4 12 91
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 5 13 18 499
Common breaks in time trends for large panel data with a factor structure 0 0 1 11 2 3 8 63
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 0 2 4 51 0 7 17 173
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 0 0 71 4 4 5 260
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 0 0 0 5 2 4 5 36
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 1 1 3 421 4 12 22 909
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE 0 0 0 25 5 7 8 96
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 0 0 0 5 2 5 10 50
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 0 0 20 5 6 8 74
Multi-level factor analysis of bond risk premia 0 0 0 26 2 3 6 109
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 0 2 2 3 6 24
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration 0 0 0 2 5 5 5 19
Testing for the null of block zero restrictions in common factor models 0 0 1 5 5 5 9 41
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 0 2 8 482 4 15 35 1,210
Total Journal Articles 2 6 19 1,280 48 96 174 3,654

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Statistics updated 2026-02-12