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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

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

Unit root, cointegration and structural changes : theoretical analyses and improved testing procedures

Kim, Dukpa - 2007

Persistent link: https://www.econbiz.de/10009693864

Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, … - In: Journal of econometrics 214 (2020) 1, pp. 130-152

Persistent link: https://www.econbiz.de/10012438315

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

Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration

Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Journal of econometrics 224 (2021) 1, pp. 22-38

Persistent link: https://www.econbiz.de/10013275377

Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, … - 2018

What transpires from recent research is that temperatures and radiative forcing seem to be characterized by a linear trend with two changes in the rate of growth. The first occurs in the early 60s and indicates a very large increase in the rate of growth of both temperature and radiative forcing...

Persistent link: https://www.econbiz.de/10014113751