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 5 7 8 137 8 14 21 269
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 1 1 1 128
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 0 1 7 537
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 3 40
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 2 2 11 36 100
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 65 0 0 0 117
Total Working Papers 5 7 8 388 12 29 68 1,191

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 3 13 4 8 13 62
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 0 2 4 474
Common breaks in time trends for large panel data with a factor structure 0 0 1 10 0 0 1 52
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 1 1 2 41 1 3 10 142
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 0 1 69 1 3 8 251
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 0 0 1 4 1 1 2 28
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 0 3 10 409 0 4 25 867
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE 0 0 0 25 0 0 0 86
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 0 0 1 4 0 2 7 37
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 0 0 20 1 1 3 61
Multi-level factor analysis of bond risk premia 0 0 0 25 0 2 3 100
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 2 2 0 0 3 14
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration 0 0 0 2 0 0 2 10
Testing for the null of block zero restrictions in common factor models 0 0 0 3 0 0 3 28
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 2 5 15 454 6 15 39 1,104
Total Journal Articles 4 10 36 1,214 14 41 123 3,316

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Statistics updated 2023-05-07