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Dukpa Kim

Korea University (from arXiv:1805.09937, 2018) · ORCID · OpenAlex

18 papers in scope · 18 published · 1 on the econ.EM arXiv · 1,239 citations · h-index 10 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Takamitsu Kurita
  2. Guillaume Chevillon
  3. Francisco Estrada
  4. Francis X. Diebold
  5. Neil Shephard
  6. Maximilian Göbel
  7. Maximilian Goebel
  8. Pierre Perrón
  9. Philippe Goulet Coulombe
  10. Alessandro Casini
  11. Ashesh Rambachan
  12. Tatsushi Oka
  13. Dalibor Stevanović
  14. Taosong Deng
  15. Maxime Leroux
  16. Lorenzo Trapani
  17. B. Cooper Boniece
  18. Lajos Horváth
  19. Karin Klieber
  20. Stéphane Surprenant

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 18)

The Impact of Foreign Resident Inflows on Regional Economies in South Korea
published2025 · International Economic Journal
with Sun Lee, Seon Ju Lee
International Economic Journal
Macroeconomic impacts of climate change: A semi-structural analysis of unexpected weather conditions in Korea
published2025 · Economic Modelling · 2 citations
with Yun Jung Kim
Economic Modelling
Spatial variations in the warming trend and the transition to more severe weather in midlatitudes
published2021 · Scientific Reports · 41 citations
with Francisco Estrada, Pierre Perrón
Scientific Reports
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
published2020 · Journal of Econometrics · 2 citations
with Josep Lluís Carrion-i-Silvestre
Journal of Econometrics
Testing for the null of block zero restrictions in common factor models
published2019 · Economics Letters · 2 citations
with Chirok Han
Economics Letters
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
published2019 · Journal of Econometrics · 13 citations · first circulated 2017
with Tatsushi Oka, Francisco Estrada, Pierre Perrón
Paper profile Journal of Econometrics arXiv:1805.09937
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
published2019 · Econometric Reviews · 6 citations
with Josep Lluís Carrion-i-Silvestre
Econometric Reviews
Tests for Cointegration, Cobreaking and Cotrending in a System of Trending Variables
published2018 · Journal of Market Economy · 1 citations
with Josep Lluís Carrion-i-Silvestre
Journal of Market Economy
A multilevel factor model: Identification, asymptotic theory and applications
published2018 · Journal of Applied Econometrics · 56 citations
with In Choi, Yun Jung Kim, Noh-Sun Kwark
Journal of Applied Econometrics
Multi-level factor analysis of bond risk premia
published2017 · Studies in Nonlinear Dynamics and Econometrics · 1 citations
with Yunjung Kim, Yuhyeon Bak
Studies in Nonlinear Dynamics and Econometrics
Common breaks in time trends for large panel data with a factor structure
published2014 · Econometrics Journal · 43 citations
Econometrics Journal
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
published2014 · Economics Letters · 12 citations
Economics Letters
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH
published2013 · Journal of Applied Econometrics · 75 citations
with Tatsushi Oka
Journal of Applied Econometrics
Estimating a common deterministic time trend break in large panels with cross sectional dependence
published2011 · Journal of Econometrics · 90 citations
Journal of Econometrics
IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE
published2009 · Econometric Theory · 4 citations
Econometric Theory
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
published2009 · Econometric Theory · 469 citations · first circulated 2007
with Josep Lluís Carrion-i-Silvestre, Pierre Perrón
Econometric Theory
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
published2008 · Journal of Econometrics · 43 citations · first circulated 2006
with Pierre Perrón
Journal of Econometrics
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
published2008 · Journal of Econometrics · 379 citations · first circulated 2006
with Pierre Perrón, Mohitosh Kejriwal
Journal of Econometrics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.