K. Im
Economics and Econometrics · 2003–2008
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 278 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 10 citations into it; #169 of 23,481 by trust here, #98 by citations
Whom K. Im trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts K. Im overall
- N. Apergis
- Muhammad Shahbaz
- Ilhan Ozturk
- Mehdi Ben Jebli
- Paresh Kumar Narayan
- Joseph E. Aldy
- Chien‐Chiang Lee
- D. Herzer
- Olimpia Neagu
- P. Pedroni
Papers from K. Im's perspective
Ordered by how strongly the researchers K. Im trusts endorse each paper. Same corpus, a different order for every researcher.
- Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (Review of Economics and Statistics)
- Asymptotic efficiency in estimation with conditional moment restrictions
- Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
- Estimating the Dimension of a Model
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Determining the Number of Factors in Approximate Factor Models
- Inferential Theory for Factor Models of Large Dimensions
- Orthogonal Parameters and Panel Data
Their papers
- Testing for unit roots in heterogeneous panels (2003) — 15,018 citations
- Panel LM Unit-root Tests with Level Shifts (2005) — 447 citations
- More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares (2008) — 116 citations