Dukpa Kim, Ph.D.
Affiliations: | 2007 | Boston University, Boston, MA, United States |
Google:
"Dukpa Kim"Parents
Sign in to add mentor| Pierre Perron | grad student | 2007 | Boston University | |
| (Unit root, cointegration and structural changes: Theoretical analyses and improved testing procedures.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Estrada F, Kim D, Perron P. (2021) Spatial variations in the warming trend and the transition to more severe weather in midlatitudes. Scientific Reports. 11: 145 |
| Kim D, Oka T, Estrada F, et al. (2020) Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures Journal of Econometrics. 214: 130-152 |
| Han C, Kim D. (2020) Testing for the null of block zero restrictions in common factor models Economics Letters. 188: 108903 |
| Carrion-i-Silvestre JL, Kim D. (2019) Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending Econometric Reviews. 38: 881-898 |
| Carrion-i-Silvestre JL, Kim D. (2018) Tests for Cointegration, Cobreaking and Cotrending in a System of Trending Variables Journal of Market Economy. 47: 189-209 |
| Choi I, Kim D, Kim YJ, et al. (2018) A multilevel factor model: Identification, asymptotic theory and applications Journal of Applied Econometrics. 33: 355-377 |
| Kim D. (2014) Common breaks in time trends for large panel data with a factor structure Econometrics Journal. 17: 301-337 |
| Kim D. (2011) Estimating a common deterministic time trend break in large panels with cross sectional dependence Journal of Econometrics. 164: 310-330 |
| Kim D. (2010) Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure Econometric Theory. 26: 994-1031 |
| Carrion-I-Silvestre JL, Kim D, Perron P. (2009) GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses Econometric Theory. 25: 1754-1792 |