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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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Common breaks in time trends for large panel data with a factor structure
Kim, Dukpa - In: The econometrics journal 17 (2014) 3, pp. 301-337
Persistent link: https://www.econbiz.de/10010498717
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GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
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Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
Kim, Dukpa; Perron, Pierre - In: Journal of econometrics 148 (2009) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10003813076
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Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
Kim, Dukpa; Perron, Pierre - In: Journal of econometrics 149 (2009) 1, pp. 26-51
Persistent link: https://www.econbiz.de/10003833721
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Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, … - In: Journal of econometrics 214 (2020) 1, pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
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Testing for the null of block zero restrictions in common factor models
Han, Chirok; Kim, Dukpa - In: Economics letters 188 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012227513
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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