Dukpa Kim

Available identifiers

Publication	Date of Publication	Type
Multi-level factor analysis of bond risk premia	2023-03-30	Paper
Common breaks in time trends for large panel data with a factor structure	2022-07-26	Paper
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending	2022-03-04	Paper
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration	2021-07-30	Paper
Testing for the null of block zero restrictions in common factor models	2020-02-27	Paper
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures	2019-12-19	Paper
Estimating a common deterministic time trend break in large panels with cross sectional dependence	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	2016-07-04	Paper
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope	2016-07-04	Paper
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility	2014-08-12	Paper
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE	2010-08-13	Paper
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES	2009-12-15	Paper

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