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Fingerprint Dive into the research topics where Dukpa Kim is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Date Mathematics
Slope Mathematics
divorce law Social Sciences
Multilevel Analysis Mathematics
Structural Breaks Mathematics
Unit Root Tests Mathematics
law reform Social Sciences
multi-level analysis Social Sciences

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Research Output 2009 2019

  • 374 Citations
  • 6 h-Index
  • 12 Article
Forcing
Temperature
Linear Trend
Global Warming
Causal Effect

Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

Carrion-i-Silvestre, J. L. & Kim, D., 2019 Jan 1, (Accepted/In press) In : Econometric Reviews.

Research output: Contribution to journalArticle

Likelihood ratio test
Quasi-likelihood
Cointegration
Stochastic trend
Structural breaks
2 Citations (Scopus)

A multilevel factor model: Identification, asymptotic theory and applications

Choi, I., Kim, D., Kim, Y. J. & Kwark, N. S., 2018 Apr 1, In : Journal of Applied Econometrics. 33, 3, p. 355-377 23 p.

Research output: Contribution to journalArticle

business cycle
OECD
simulation
Asymptotic theory
Factors

Multi-level factor analysis of bond risk premia

Kim, D., Kim, Y. & Bak, Y., 2017 Dec 20, In : Studies in Nonlinear Dynamics and Econometrics. 21, 5, 20150080.

Research output: Contribution to journalArticle

Multilevel Analysis
multi-level analysis
Factor Analysis
factor analysis
inflation
11 Citations (Scopus)

Common breaks in time trends for large panel data with a factor structure

Kim, D., 2014 Jan 1, In : Econometrics Journal. 17, 3, p. 301-337 37 p.

Research output: Contribution to journalArticle

Factors
Estimator
Panel data
Time trends
Break dates