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 4 5 8 117 6 12 33 228
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 0 2 10 120
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 1 6 24 463
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 5 15 0 2 14 31
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 3 10 30
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 2 65 0 0 7 111
Total Working Papers 4 5 15 368 7 25 98 983

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 3 7 0 4 14 39
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 0 3 9 462
Common breaks in time trends for large panel data with a factor structure 0 0 0 8 0 2 2 49
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 1 2 5 34 3 6 14 119
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 0 3 66 0 1 7 230
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 0 0 1 3 1 3 6 26
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 0 1 14 386 6 14 68 796
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE 0 0 0 25 0 0 1 85
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 0 1 3 3 0 8 21 21
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 2 2 18 0 5 6 56
Multi-level factor analysis of bond risk premia 0 1 2 22 0 3 10 87
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 0 0 0 0 1 8
Testing for the null of block zero restrictions in common factor models 0 0 0 0 0 2 11 11
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 0 2 14 429 3 11 52 1,025
Total Journal Articles 1 9 47 1,134 13 62 222 3,014

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Statistics updated 2021-04-06