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 3 4 26 340
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 1 1 9 140
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 3 7 25 572
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 2 9 55
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 2 4 116
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 1 1 1 67 1 1 17 142
Total Working Papers 1 1 2 409 8 17 90 1,365

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 2 22 1 2 13 96
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 0 10 31 515
Common breaks in time trends for large panel data with a factor structure 0 0 0 11 0 1 9 68
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH 0 0 2 51 1 4 13 179
Estimating a common deterministic time trend break in large panels with cross sectional dependence 0 0 0 71 0 1 5 261
Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) 0 0 0 5 0 1 9 41
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 1 3 10 430 2 5 46 941
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 0 1 6 0 2 13 58
Macroeconomic impacts of climate change: A semi-structural analysis of unexpected weather conditions in Korea 1 1 10 12 3 5 24 28
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 0 8 113
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 2 4 1 1 11 31
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 0 5 0 0 5 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 0 2 7 486 2 7 41 1,233
Total Journal Articles 2 6 35 1,310 10 39 259 3,806

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Statistics updated 2026-10-11