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 3 155 2 5 19 317
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 3 4 6 135
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 4 7 9 554
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 1 3 47
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 3 113
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 0 5 125
Total Working Papers 0 0 3 407 11 18 45 1,291

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 1 20 2 6 11 89
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 5 7 11 491
Common breaks in time trends for large panel data with a factor structure 0 0 1 11 0 1 5 60
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 1 1 3 50 3 3 13 169
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 0 0 71 0 0 1 256
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 0 0 0 5 0 0 2 32
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 0 1 2 420 3 6 14 900
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE 0 0 0 25 0 0 1 89
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 2 6 46
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 0 0 20 0 1 2 68
Multi-level factor analysis of bond risk premia 0 0 0 26 1 3 4 107
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 0 2 0 2 3 21
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration 0 0 0 2 0 0 0 14
Testing for the null of block zero restrictions in common factor models 0 1 1 5 0 1 4 36
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 0 2 9 480 2 6 28 1,197
Total Journal Articles 1 5 17 1,275 17 38 105 3,575

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Statistics updated 2025-12-06