Dukpa Kim

Curriculum Vitae

Current Position

Assistant Professor, Department of Economics, University of Virginia

Address:

Department of Economics
University of Virginia
Monroe Hall, McCormick Road
Charlottesville, VA 22903

Email: dukpa@virginia.edu

Office Phone: (434) 924-7581

Fields: Econometrics, Time-Series Econometrics

Working Papers:

“Estimating a Common Deterministic Time Trend Break in Large Panels with Cross-sectional Dependence”

“Likelihood Ratio Based Joint Test for the Exogeneity and the Relevance of Instrumental Variables” with Yoonseok Lee

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, forthcoming, Econometric Theory

“Improved and Extended End-of-Sample Instability Tests Using a Feasible Quasi-Generalized Least Squares Procedure”, forthcoming, Econometric Theory

Last Update: 20 October 2009