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Dukpa Kim

Institution: Korea University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2009

Most Recent: 2021

RePEc ID: pki278 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 2.02 0.00 0.00 2.02 57%
Last 10 Years 0.00 3.03 0.50 0.50 4.04 66%
All Time 0.00 11.10 4.20 1.51 16.82 93%

Publication Statistics

Raw Publications 11
Coauthorship-Adjusted Count 12.79

Publications (11)

Year Article Journal Tier Authors
2021 Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration Journal of Econometrics A 2
2020 Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures Journal of Econometrics A 4
2020 Testing for the null of block zero restrictions in common factor models Economics Letters C 2
2018 A multilevel factor model: Identification, asymptotic theory and applications Journal of Applied Econometrics B 4
2014 Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility Economics Letters C 1
2014 Divorce Law Reforms and Divorce Rates in the USA: an Interactive Fixed‐effects Approach Journal of Applied Econometrics B 2
2011 Estimating a common deterministic time trend break in large panels with cross sectional dependence Journal of Econometrics A 1
2010 IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE Econometric Theory B 1
2009 GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES Econometric Theory B 3
2009 Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope Journal of Econometrics A 2
2009 Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses Journal of Econometrics A 2