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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-01-03