Dukpa Kim: search on Z-Library

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1

DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED-EFFECTS APPROACH

Kim, Dukpa, Oka, Tatsushi

Journal:

Journal of Applied Econometrics

Year:

2014

Language:

english

File:

PDF, 209 KB

english, 2014

2

Newbold Conference Special Issue || GLS-Based Unit Root Tests with Multiple Structural Breaks under Both the Null and the Alternative Hypotheses

Josep Lluís Carrion-i-Silvestre, Dukpa Kim and Pierre Perron

Journal:

Econometric Theory

Year:

2009

Language:

english

File:

PDF, 2.04 MB

english, 2009

3

Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope

Dukpa Kim, Pierre Perron

Journal:

Journal of Econometrics

Year:

2009

Language:

english

File:

PDF, 3.38 MB

english, 2009

4

GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES

Carrion-i-Silvestre, Josep Lluís, Kim, Dukpa, Perron, Pierre

Journal:

Econometric Theory

Year:

2009

Language:

english

File:

PDF, 273 KB

english, 2009

5

IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE

Journal:

Econometric Theory

Year:

2010

Language:

english

File:

PDF, 631 KB

english, 2010

6

Inference Related to Common Breaks in a Multivariate System With Joined Segmented Trends With Applications to Global and Hemispheric Temperatures

Kim, Dukpa, Oka, Tatsushi, Estrada, Francisco, Perron, Pierre

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 391 KB

english, 2018

7

Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses

Dukpa Kim, Pierre Perron

Journal:

Journal of Econometrics

Year:

2009

Language:

english

File:

PDF, 2.82 MB

english, 2009

8

Estimating a common deterministic time trend break in large panels with cross sectional dependence

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 890 KB

english, 2011

9

Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility

Journal:

Economics Letters

Year:

2014

Language:

english

File:

PDF, 346 KB

english, 2014

10

Letter to the Editor

Kim, Dukpa, Oka, Tatsushi

Journal:

The American Journal of Geriatric Cardiology

Year:

2004

Language:

english

File:

PDF, 1.19 MB

english, 2004

11

Common breaks in time trends for large panel data with a factor structure

Journal:

The Econometrics Journal

Year:

2014

Language:

english

File:

PDF, 391 KB

english, 2014

12

Multi-level factor analysis of bond risk premia

Kim, Dukpa, Kim, Yunjung, Bak, Yuhyeon

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2017

Language:

english

File:

PDF, 3.09 MB

english, 2017

13

A multilevel factor model: Identification, asymptotic theory and applications

Choi, In, Kim, Dukpa, Kim, Yun Jung, Kwark, Noh-Sun

Journal:

Journal of Applied Econometrics

Year:

2018

Language:

english

File:

PDF, 1.52 MB

english, 2018

14

Testing for the null of block zero restrictions in common factor models

Han, Chirok, Kim, Dukpa

Journal:

Economics Letters

Year:

2020

File:

PDF, 266 KB

2020

15

Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration

Carrion-i-Silvestre, Josep LluÃs, Kim, Dukpa

Journal:

Journal of Econometrics

Year:

2020

File:

PDF, 396 KB

2020