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 4 112 2 6 27 216
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 1 6 9 118
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 2 10 21 457
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 5 15 1 4 12 29
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 5 12 27
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 2 65 0 1 8 111
Total Working Papers 0 1 11 363 6 32 89 958


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 4 7 0 2 13 35
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 2 3 6 459
Common breaks in time trends for large panel data with a factor structure 0 0 0 8 0 0 1 47
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 0 0 3 32 0 1 10 113
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 1 3 66 0 2 8 229
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 1 1 1 3 1 1 3 23
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 2 5 21 385 9 23 67 782
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE 0 0 0 25 0 1 2 85
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 0 0 2 2 1 8 13 13
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility 0 0 0 16 0 0 4 51
Multi-level factor analysis of bond risk premia 0 0 2 21 0 2 11 84
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 0 0 1 1 1 8
Testing for the null of block zero restrictions in common factor models 0 0 0 0 0 2 9 9
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 4 5 14 427 7 13 54 1,014
Total Journal Articles 7 12 50 1,125 21 59 202 2,952


Statistics updated 2021-01-03