Loading...

← Back to Leaderboard

Dukpa Kim

Global rank #6256 92%

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 = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 0.00 0.00 2.01
Last 10 Years 0.00 1.51 0.50 0.00 4.02
All Time 0.00 5.53 4.19 0.00 16.76

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