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Dukpa Kim |
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Academic Positions: Assistant Professor, Department
of Economics, Visiting Assistant Professor,
Department of Economics, Fields: Econometrics, Time-Series Econometrics Email: dukpa@virginia.edu Phone: (434) 924-7581 Fax:
(434) 982-2904 Address: Department of Mailing Address for USPS: Department of Economics |
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Working
Papers: “Likelihood Ratio Tests for Cointegration,
Cobreaking and Cotrending”
(available soon) with Josep
Lluís Carrion-i-Silvestre “Time
Instability of the U.S. Monetary System: Multiple Break Tests and Reduced
Rank TVP VAR” January 2012 with Yohei
Yamamoto “Divorce Law Reforms and Divorce Rates in
the U.S.: An Interactive Fixed Effects Approach” revised, April 2012 with Tatsushi Oka “Common Local Breaks in Time Trends for
Large Panel Data” September 2010 “Likelihood Ratio Based Joint
Test for the Exogeneity and the Relevance of
Instrumental Variables” with Yoonseok Lee
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Publications: “Unit Root Tests Allowing for a Break in the Trend Function at an Unknown
Time under Both the Null and Alternative Hypotheses”, with Pierre Perron, Journal of
Econometrics (2009) 148, 1-13. [Matlab Codes] “Assessing the Relative Power of Structural Break Tests Using a Framework
Based on the Approximate Bahadur Slope”, with
Pierre Perron, Journal
of Econometrics (2009) 149,
26-51. “GLS-based Unit Root Tests with Multiple Structural Breaks under Both
the Null and Alternative Hypotheses”, with Josep Lluís Carrion-i-Silvestre and Pierre
Perron, Econometric
Theory (2009) 25, 1754-1792. “Improved and Extended End-of-Sample Instability Tests Using a Feasible Quasi-Generalized Least Squares
Procedure”, Econometric Theory (2010) 26, 994-1031. “Estimating a Common Deterministic Time Trend Break in
Large Panels with Cross-sectional Dependence”, Journal of
Econometrics (2011) 164, 310-330.
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Last Update: 30 January 2012 |
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