Dukpa Kim

Economics and Econometrics · 2009–2018

A researcher in the Science corpus: 5 papers; trusts 13 researchers and is trusted by 27 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 59 citations into it; #2,811 of 23,481 by trust here, #6,146 by citations
• Finance — 23 citations into it; #4,710 of 10,518 by trust here, #5,014 by citations
• Statistics and Probability — 17 citations into it; #9,451 of 12,932 by trust here, #12,603 by citations

Whom Dukpa Kim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Pierre Perron
2. Jushan Bai
3. Timothy J. Vogelsang
4. Serena Ng
5. Xiaokang Zhu
6. Tomoyoshi Yabu
7. Zhongjun Qu
8. Junsoo Lee
9. S. Leybourne
10. David I. Harvey

Who trusts Dukpa Kim overall

1. Muhammad Shahbaz
2. Pierre Perron
3. Yiannis Karavias
4. David I. Harvey
5. Yohei Yamamoto
6. Josep Lluís Carrion‐i‐Silvestre
7. Paresh Kumar Narayan
8. S. Leybourne
9. Liangjun Su
10. V. Esteve

Papers from Dukpa Kim's perspective

Ordered by how strongly the researchers Dukpa Kim trusts endorse each paper. Same corpus, a different order for every researcher.

1. Computation and Analysis of Multiple Structural-Change Models
2. Structural breaks with deterministic and stochastic trends
3. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
4. GLS Detrending, Efficient Unit Root Tests and Structural Change
5. Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses
6. Behaviour of the standard and symmetric Dickey–Fuller‐type tests when there is a break under the null hypothesis
7. Dealing with Structural Breaks
8. Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level
9. Testing for Shifts in Trend With an Integrated or Stationary Noise Component
10. Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (Review of Economics and Statistics)

Their papers

• Estimating a common deterministic time trend break in large panels with cross sectional dependence (2011) — 89 citations
• Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses (2009) — 389 citations
• GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009) — 407 citations
• Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (2009) — 51 citations
• A multilevel factor model: Identification, asymptotic theory and applications (2018) — 54 citations