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Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
Kim, Dukpa - In: Econometric theory 26 (2010) 4, pp. 994-1031
Persistent link: https://www.econbiz.de/10003993819
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Estimating a common deterministic time trend break in large panels with cross sectional dependence
Kim, Dukpa - In: Journal of econometrics 164 (2011) 2, pp. 310-330
Persistent link: https://www.econbiz.de/10009301908
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Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa - In: Economics letters 123 (2014) 3, pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
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Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Econometric reviews 38 (2019) 8, pp. 881-898
Persistent link: https://www.econbiz.de/10012181371