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 1 156 1 9 30 336
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 0 1 8 139
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 0 3 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 7 53
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 0 10 18 141
Total Working Papers 0 1 1 408 2 25 84 1,348

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 2 2 12 93
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 2 5 23 505
Common breaks in time trends for large panel data with a factor structure 0 0 0 11 1 3 10 67
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 0 0 3 51 0 0 14 173
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 0 3 9 40
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 1 3 7 425 2 17 41 931
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE 0 0 0 25 0 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 0 1 13 54
Macroeconomic impacts of climate change: A semi-structural analysis of unexpected weather conditions in Korea 0 2 9 9 1 6 21 21
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 1 1 21 0 3 13 79
Multi-level factor analysis of bond risk premia 0 0 0 26 1 3 9 113
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 1 1 2 4 1 2 11 30
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration 0 0 0 2 0 4 10 24
Testing for the null of block zero restrictions in common factor models 0 0 1 5 0 0 8 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 0 6 482 1 7 37 1,222
Total Journal Articles 2 7 31 1,296 11 58 245 3,751

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Statistics updated 2026-06-04