The following pages link to Dukpa Kim (Q301953):
Displaying 12 items.
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
- Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility (Q397924) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration (Q2043252) (← links)
- Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures (Q2280606) (← links)
- Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
- Multi-level factor analysis of bond risk premia (Q2691724) (← links)
- IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE (Q3580632) (← links)
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
- Common breaks in time trends for large panel data with a factor structure (Q5093239) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
