Dukpa Kim

MaRDI QIDQ301953zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multi-level factor analysis of bond risk premia Studies in Nonlinear Dynamics & Econometrics	2023-03-30	Paper
Common breaks in time trends for large panel data with a factor structure Econometrics Journal	2022-07-26	Paper
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending Econometric Reviews	2022-03-04	Paper
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration Journal of Econometrics	2021-07-30	Paper
Testing for the null of block zero restrictions in common factor models Economics Letters	2020-02-27	Paper
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures Journal of Econometrics	2019-12-19	Paper
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures Journal of Econometrics	2019-12-19	Paper
Estimating a common deterministic time trend break in large panels with cross sectional dependence Journal of Econometrics	2016-08-12	Paper
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses Journal of Econometrics	2016-07-04	Paper
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope Journal of Econometrics	2016-07-04	Paper
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility Economics Letters	2014-08-12	Paper
Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure Econometric Theory	2010-08-13	Paper
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses Econometric Theory	2009-12-15	Paper

Research outcomes over time

This page was built for person: Dukpa Kim