Dukpa Kim, Ph.D.

2007 Boston University, Boston, MA, United States 
"Dukpa Kim"


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Pierre Perron grad student 2007 Boston University
 (Unit root, cointegration and structural changes: Theoretical analyses and improved testing procedures.)
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Carrion-i-Silvestre JL, Kim D. (2019) Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending Econometric Reviews. 38: 881-898
Kim D. (2014) Common breaks in time trends for large panel data with a factor structure Econometrics Journal. 17: 301-337
Kim D. (2014) Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility Economics Letters. 123: 282-286
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
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