9
H index
9
i10 index
715
Citations
Korea University | 9 H index 9 i10 index 715 Citations RESEARCH PRODUCTION: 15 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dukpa Kim. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 5 |
| Economics Letters | 2 |
| Econometric Theory | 2 |
| Journal of Applied Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | A $t$-test for synthetic controls. (2024). Zhu, Yinchu ; Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820. Full description at Econpapers || Download paper |
| 2024 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper |
| 2024 | Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235. Full description at Econpapers || Download paper |
| 2024 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper |
| 2024 | Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation. (2024). Whang, Yoon-Jae ; Oka, Tatsushi ; GAO, Jiti ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632. Full description at Econpapers || Download paper |
| 2024 | Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464. Full description at Econpapers || Download paper |
| 2024 | Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145. Full description at Econpapers || Download paper |
| 2024 | Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287. Full description at Econpapers || Download paper |
| 2024 | A Simple Interactive Fixed Effects Estimator for Short Panels. (2024). Phillips, Robert ; Williams, Benjamin D. In: Papers. RePEc:arx:papers:2410.12709. Full description at Econpapers || Download paper |
| 2024 | International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628. Full description at Econpapers || Download paper |
| 2024 | Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664. Full description at Econpapers || Download paper |
| 2025 | FARS: Factor Augmented Regression Scenarios in R. (2025). Ruiz, Esther ; Bellocca, Gian Pietro ; Garr, Ignacio ; Rodr, Vladimir. In: Papers. RePEc:arx:papers:2507.10679. Full description at Econpapers || Download paper |
| 2025 | Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204. Full description at Econpapers || Download paper |
| 2024 | Robust estimation and inference in panels with interactive fixed effects. (2024). Zeleneev, Andrei ; Armstrong, Timothy B ; Weidner, Martin. In: CeMMAP working papers. RePEc:azt:cemmap:28/24. Full description at Econpapers || Download paper |
| 2024 | On the impact of institutional change: Rights reassignment and career length. (2024). Schmidt, Martin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1702-1721. Full description at Econpapers || Download paper |
| 2025 | Fiscal Regimes and Sustainability: Insights from Post-War Germany. (2025). Afonso, Antonio ; Jablonowski, Joshua. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12111. Full description at Econpapers || Download paper |
| 2024 | International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814. Full description at Econpapers || Download paper |
| 2024 | Trends in temperature data: Micro-foundations of their nature. (2024). Gonzalo, Jesus ; Ramos, Andrey ; Gadea-Rivas, Maria Dolores. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004762. Full description at Econpapers || Download paper |
| 2024 | Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319. Full description at Econpapers || Download paper |
| 2024 | Standard errors for panel data models with unknown clusters. (2024). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303341. Full description at Econpapers || Download paper |
| 2024 | Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404. Full description at Econpapers || Download paper |
| 2025 | Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119. Full description at Econpapers || Download paper |
| 2024 | Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223. Full description at Econpapers || Download paper |
| 2025 | Who pays for the EU Emission Trading System? The risk of shifting tax burden from firm to final consumer. (2025). Magazzino, Cosimo ; Bergantino, Angela Stefania ; Amaddeo, Elsa. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000635. Full description at Econpapers || Download paper |
| 2024 | The asymmetric nexus between energy transition and its drivers: New evidence from China. (2024). Sinha, Avik ; Mumtaz, Muhammad Zubair ; Qin, Quande ; Sheraz, Muhammad. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030123. Full description at Econpapers || Download paper |
| 2024 | Exploring the nexus of oil price shocks: Impacts on financial dynamics and carbon emissions in the crude oil industry. (2024). Ullah, Mirzat ; Lu, Qingchang ; Umair, Muhammad ; Qin, Zhilong. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224031918. Full description at Econpapers || Download paper |
| 2025 | Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308. Full description at Econpapers || Download paper |
| 2025 | Foreign investors, agency problems and capital allocation efficiency: From the perspective of QFII shareholding. (2025). Zhuang, Xudong ; Gao, Wenyu ; Xie, Yanxiang ; Wu, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005290. Full description at Econpapers || Download paper |
| 2024 | US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057. Full description at Econpapers || Download paper |
| 2024 | Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Li, Yang ; Du, Qingfeng. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x. Full description at Econpapers || Download paper |
| 2024 | The interplay of Fintech, natural resources, globalization, and environmental sustainability in China: A BARDL investigation. (2024). Guo, Yulian ; Li, Ping ; Wang, Feilan. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301187x. Full description at Econpapers || Download paper |
| 2024 | Navigating the green future: Unraveling the role of fintech, decentralization, natural resources, and monetary policy uncertainty in China. (2024). Zhengjie, Sun ; Jian, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012849. Full description at Econpapers || Download paper |
| 2024 | Understanding the relationship between Fintech, Natural Resources, Green Finance, and Environmental Sustainability in China: A BARDL approach. (2024). Hao, Yuqing ; Song, YI. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013193. Full description at Econpapers || Download paper |
| 2024 | The role of natural resources, fintech, political stability, and social globalization in environmental sustainability: Evidence from the United Kingdom. (2024). scicchitano, sergio ; Andlib, Zubaria ; Ul, Ihtsham. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002897. Full description at Econpapers || Download paper |
| 2024 | Asymmetric relationship between crude oil price and remittance inflows in a small island economy: Evidence from non-linear ARDL approach. (2024). Sahoo, Manoranjan ; Das, Kirtiranjan ; Mohanty, Sarbeswar. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007657. Full description at Econpapers || Download paper |
| 2025 | Robotic transformation and energy transition in China: A new era of innovation. (2025). Barut, Abdulkadir ; Akpinar, Esra Nur ; Itil, Mcahit ; Alofaysan, Hind ; Erdem, Azad. In: Renewable Energy. RePEc:eee:renene:v:251:y:2025:i:c:s0960148125010158. Full description at Econpapers || Download paper |
| 2025 | A step toward the attainment of carbon neutrality and SDG-13: Role of financial depth and green technology innovation. (2025). Sharif, Arshian ; Nuta, Florian ; Sofuolu, Emrah ; Tiwari, Sunil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004240. Full description at Econpapers || Download paper |
| 2024 | Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:11-:d:1378087. Full description at Econpapers || Download paper |
| 2024 | Stein-like Common Correlated Effects Estimation Under Structural Breaks. (2024). Parsaeian, Shahnaz. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202409. Full description at Econpapers || Download paper |
| 2024 | The Rise of Transnational Financial Crimes and Tropical Deforestation. (2024). Kassouri, Yacouba. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:10:d:10.1007_s10640-024-00905-7. Full description at Econpapers || Download paper |
| 2025 | Reserve currency and the time-varying link between uncertainties in commodity and financial markets. (2025). Kocaarslan, Baris. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:3:d:10.1007_s11408-025-00472-x. Full description at Econpapers || Download paper |
| 2024 | Exact Likelihood for Inverse Gamma Stochastic Volatility Models. (2024). Leon-Gonzalez, Roberto ; Majon, Blessings. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:24-03. Full description at Econpapers || Download paper |
| 2024 | Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors. (2024). Payne, James ; Lee, Junsoo. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:67-103. Full description at Econpapers || Download paper |
| 2024 | Tourism and the shadow economy: Long-run and short-run implications for resource allocation. (2024). Fethi, Sami ; Kahyalar, Neslihan ; Seetaram, Neelu. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:749-766. Full description at Econpapers || Download paper |
| 2024 | Decoupling of CO2 emissions and income in the U.S.: A new look from EKC. (2024). WANG, ZUYI ; Kim, Man-Keun. In: Climatic Change. RePEc:spr:climat:v:177:y:2024:i:3:d:10.1007_s10584-024-03706-5. Full description at Econpapers || Download paper |
| 2024 | Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark. (2024). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02599-8. Full description at Econpapers || Download paper |
| 2024 | Persistence of shocks on non-renewable and renewable energy consumption: evidence from 15 leading countries with Fourier unit root test. (2024). Il, Nilgn ; Baygin, Burcu Kiran. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:3:d:10.1007_s10668-023-02944-4. Full description at Econpapers || Download paper |
| 2024 | Determining Energy Consumption Function under Nonlinearity and Structural Break in India: An Empirical Investigation. (2024). Sharma, Rajesh ; Kautish, Pradeep ; Mehta, Dhyani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00391-0. Full description at Econpapers || Download paper |
| 2025 | Optimal Multivariate EWMA Chart for Detecting Common Change in Mean. (2025). Wu, Wei Biao. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10155-9. Full description at Econpapers || Download paper |
| 2025 | Mineral rents, renewable energy, and real growth nexus: evidence from top-rich countries in minerals across East-Central African regions. (2025). Wang, Deyun ; Qiaosheng, WU ; Namahoro, Jean Pierre. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:2:d:10.1007_s13563-025-00487-w. Full description at Econpapers || Download paper |
| 2024 | The impact of technological innovation on unemployment in Nigeria: an Autoregressive distributed lag and Frequency Domain Causality approach. (2024). Somoye, Oluwatoyin Abidemi. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:5:d:10.1007_s43546-024-00657-y. Full description at Econpapers || Download paper |
| 2024 | Long-run inequality persistence in the U.S., 1870–2019. (2024). Sanso-Navarro, Marcos ; Gayn-Navarro, Carlos. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:1:d:10.1007_s11205-024-03309-8. Full description at Econpapers || Download paper |
| 2024 | Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Oh, Minseog ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202420. Full description at Econpapers || Download paper |
| 2024 | The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation. (2024). Totty, Evan ; Nguyen, Linh ; Li, Xiaoxiao ; Kejriwal, Mohitosh. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:3-21. Full description at Econpapers || Download paper |
| 2024 | Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942. Full description at Econpapers || Download paper |
| 2024 | The asymmetric impact of fossil fuel and renewable energy consumption on life expectancy in Nigeria. (2024). Seraj, Mehdi ; Ozdeser, Huseyin ; Somoye, Oluwatoyin Abidemi. In: Natural Resources Forum. RePEc:wly:natres:v:48:y:2024:i:2:p:385-403. Full description at Econpapers || Download paper |
| 2025 | Revisiting natural resources and financial development nexus in China under the lens of time‐frequency approach. (2025). Wang, Zhaohan ; Ali, Kishwar ; Ullah, Sami. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:1:p:541-560. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2018 | Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures.(2018) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2020 | Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2014 | Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 1 |
| 2006 | Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 36 |
| 2009 | Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope.(2009) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2007 | GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 13 |
| 2017 | Multi-level factor analysis of bond risk premia In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2009 | GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES In: Econometric Theory. [Full Text][Citation analysis] | article | 254 |
| 2010 | IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2014 | Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2020 | Testing for the null of block zero restrictions in common factor models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2009 | Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses In: Journal of Econometrics. [Full Text][Citation analysis] | article | 262 |
| 2011 | Estimating a common deterministic time trend break in large panels with cross sectional dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2021 | Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2016 | A Multilevel Factor Model: Identification, Asymptotic Theory and Applications In: Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 2018 | A multilevel factor model: Identification, asymptotic theory and applications.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2019 | Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
| 2014 | Common breaks in time trends for large panel data with a factor structure In: Econometrics Journal. [Full Text][Citation analysis] | article | 20 |
| 2014 | DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 51 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team