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Dukpa Kim

Personal Details

First Name:Dukpa
Middle Name:
Last Name:Kim
Suffix:
RePEc Short-ID:pki278
Terminal Degree:2007 Department of Economics; Boston University (from RePEc Genealogy)

Affiliation

Department of Economics
Korea University

Seoul, South Korea
http://econ.korea.ac.kr/

:

Seoul 136-701
RePEc:edi:deckukr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron, 2017. "Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures," Boston University - Department of Economics - Working Papers Series WP2017-003, Boston University - Department of Economics.
  2. In Choi & Dukpa Kim & Yun Jung Kim & Noh-Sun Kwark, 2016. "A Multilevel Factor Model: Identification, Asymptotic Theory and Applications," Working Papers 1609, Research Institute for Market Economy, Sogang University.
  3. Dukpa Kim & Yohei Yamamoto, 2013. "Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR," Global COE Hi-Stat Discussion Paper Series gd12-279, Institute of Economic Research, Hitotsubashi University.
  4. Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron, 2007. "GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses," Boston University - Department of Economics - Working Papers Series wp2008-019, Boston University - Department of Economics.
  5. Dukpa Kim & Pierre Perron, 2006. "Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope," Boston University - Department of Economics - Working Papers Series WP2006-063, Boston University - Department of Economics.

Articles

  1. Kim Dukpa & Kim Yunjung & Bak Yuhyeon, 2017. "Multi-level factor analysis of bond risk premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-19, December.
  2. Dukpa Kim & Tatsushi Oka, 2014. "Divorce Law Reforms And Divorce Rates In The Usa: An Interactive Fixed‐Effects Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 231-245, March.
  3. Jinhee Lee & Dukpa Kim, 2014. "Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 20(4), pages 114-150, December.
  4. Kim, Dukpa, 2014. "Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility," Economics Letters, Elsevier, vol. 123(3), pages 282-286.
  5. Dukpa Kim, 2014. "Common breaks in time trends for large panel data with a factor structure," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 301-337, October.
  6. Kim, Dukpa, 2011. "Estimating a common deterministic time trend break in large panels with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 164(2), pages 310-330, October.
  7. Kim, Dukpa, 2010. "Improved And Extended End-Of-Sample Instability Tests Using A Feasible Quasi-Generalized Least Squares Procedure," Econometric Theory, Cambridge University Press, vol. 26(04), pages 994-1031, August.
  8. Kim, Dukpa & Perron, Pierre, 2009. "Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope," Journal of Econometrics, Elsevier, vol. 149(1), pages 26-51, April.
  9. Kim, Dukpa & Perron, Pierre, 2009. "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, Elsevier, vol. 148(1), pages 1-13, January.
  10. Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa & Perron, Pierre, 2009. "Gls-Based Unit Root Tests With Multiple Structural Breaks Under Both The Null And The Alternative Hypotheses," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1754-1792, December.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Korean Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2013-03-16 2016-07-30 2017-07-09
  2. NEP-ETS: Econometric Time Series (1) 2017-07-09
  3. NEP-MON: Monetary Economics (1) 2013-03-16
  4. NEP-SEA: South East Asia (1) 2017-07-09

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