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 1 156 1 2 28 337
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 0 0 8 139
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 0 0 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 0 1 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 1 1 3 115
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 0 16 141
Total Working Papers 0 0 1 408 2 4 80 1,350

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 1 2 22 0 3 12 94
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 1 3 22 506
Common breaks in time trends for large panel data with a factor structure 0 0 0 11 0 1 9 67
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 0 0 2 51 1 3 11 176
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 0 0 71 0 0 4 260
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 0 0 0 5 0 0 8 40
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 2 5 10 429 2 9 46 938
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 1 1 6 0 2 14 56
Macroeconomic impacts of climate change: A semi-structural analysis of unexpected weather conditions in Korea 0 2 11 11 1 4 24 24
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 0 1 21 0 0 12 79
Multi-level factor analysis of bond risk premia 0 0 0 26 0 1 9 113
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 1 2 4 0 1 11 30
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration 0 0 0 2 0 0 10 24
Testing for the null of block zero restrictions in common factor models 0 0 1 5 0 0 6 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 1 3 8 485 2 7 39 1,228
Total Journal Articles 3 13 38 1,307 7 34 246 3,774

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Statistics updated 2026-08-07