Dukpa Kim : Citation Profile


Are you Dukpa Kim?

Korea University

9

H index

9

i10 index

677

Citations

RESEARCH PRODUCTION:

15

Articles

6

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 45
   Journals where Dukpa Kim has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 5 (0.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki278
   Updated: 2024-12-03    RAS profile: 2022-07-19    
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Relations with other researchers


Works with:

Carrion-i-Silvestre, Josep (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dukpa Kim.

Is cited by:

Perron, Pierre (51)

Shahbaz, Muhammad (28)

Taylor, Robert (25)

Leybourne, Stephen (21)

Harvey, David (19)

Kejriwal, Mohitosh (15)

Tamarit, Cecilio (15)

Ketenci, Natalya (13)

Prats, Maria (11)

Camarero, Mariam (11)

Estrada, Francisco (10)

Cites to:

Perron, Pierre (43)

Bai, Jushan (21)

Reichlin, Lucrezia (12)

Andrews, Donald (11)

Vogelsang, Timothy (10)

Ng, Serena (10)

Estrada, Francisco (7)

Forni, Mario (7)

Lippi, Marco (7)

Marcellino, Massimiliano (6)

Montañés, Antonio (5)

Main data


Where Dukpa Kim has published?


Journals with more than one article published# docs
Journal of Econometrics5
Economics Letters2
Journal of Applied Econometrics2
Econometric Theory2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics3

Recent works citing Dukpa Kim (2024 and 2023)


YearTitle of citing document
2024Practical and robust $t$-test based inference for synthetic control and related methods. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2023Climate change heterogeneity: A new quantitative approach. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Papers. RePEc:arx:papers:2301.02648.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023Trends in Temperature Data: Micro-foundations of Their Nature. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2312.06379.

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2023Estimating the link between trade uncertainty, pandemic uncertainty and food price stability in Togo: New evidence for an asymmetric analysis. (2023). Sodji, Kuamvi. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:2:p:1113-1134.

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2023Trends in temperature data: micro-foundations of their nature. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores ; Ramos, Andrey. In: UC3M Working papers. Economics. RePEc:cte:werepe:39045.

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2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364.

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2023Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2.

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2023DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301.

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2023CO2 emissions, energy consumption, and economic growth: Determining the stability of the 3E relationship. (2023). Montaes, Antonio ; Gonzalez-Alvarez, Maria A. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s026499932300007x.

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2023Treatment effects in interactive fixed effects models with a small number of time periods. (2023). Callaway, Brantly ; Karami, Sonia. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:184-208.

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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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2023Large volatility matrix analysis using global and national factor models. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1917-1933.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023Linear panel regressions with two-way unobserved heterogeneity. (2023). Weidner, Martin ; Freeman, Hugo. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002142.

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2024Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319.

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2024Standard 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.

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2024Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223.

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2023Funding liquidity risk and the volatility of U.S. municipal green bonds during the COVID-19 pandemic. (2023). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009327.

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2024US 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.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.

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2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Jeribi, Ahmed ; Karamti, Chiraz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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2023Drivers and mitigants of resources consumption in China: Discovering the role of digital finance and environmental regulations. (2023). Razi, Ummara ; Wu, Qinghua ; Wang, Yuyan. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006237.

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2023How productive capacities influence trade-adjusted resources consumption in China: Testing resource-based EKC. (2023). Luo, Jia ; Shahzad, Mohsin ; Ajaz, Tahseen ; Xin, Yongrong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000375.

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2023Do recycling and regulations influence trade-adjusted resource consumption? Exploring the role of renewable energy. (2023). Ban, Nannan ; Hao, Jia ; Zheng, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001095.

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2023Do geopolitical risk, green finance, and the rule of law affect the sustainable environment in China? Findings from the BARDL approach. (2023). Li, Zhuolun. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001113.

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2023From black gold to green: Analyzing the consequences of oil price volatility on oil industry finances and carbon footprint. (2023). Sui, Anna ; Li, Ying ; Yang, Junhua. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003264.

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2023Asymmetric linkage between copper-cobalt productions and economic growth: Evidence from Republic Democratic of Congo. (2023). Hui, SU ; Wu, Qiaosheng ; Namahoro, Jean Pierre. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003410.

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2023Natural resources and economic performance: Understanding the volatilities caused by financial, political and economic risk in the context of China. (2023). Wei, Xuecheng ; Ghardallou, Wafa ; Li, Zeyun ; Zheng, Jingling. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004087.

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2023Validating resources curse hypothesis in US: Exploring the relevancy of financial market risk and technology innovation. (2023). Zhu, Mingqi. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004804.

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2023How do mineral resources influence eco-sustainability in China? Dynamic role of renewable energy and green finance. (2023). Sun, Aijun ; Huang, Baolian. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004476.

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2023The role of green financing and natural resources towards sustainable environment: A comparative study of US-China. (2023). Bai, Yang ; Wei, Xuecheng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006335.

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2023Sustaining environment through natural resource and human development: Revisiting EKC curve in China through BARDL. (2023). Otraki, Caner ; Li, Wen-Wei ; Long, Hai. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006840.

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2023The impact of natural resources on sustainable development in China: A critical analysis of globalization and renewable energy. (2023). Stan, Sebastian-Emanuel ; Zhang, Xiaoyan ; Li, Yang ; Chang, Tsangyao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009042.

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2023Resource curse or blessings hypothesis in Pakistan: The role of financial development and oil prices in era of globalization. (2023). Javid, Snober ; Imtiaz, Amir. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009170.

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2024Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Du, Qingfeng ; Li, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

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2024The interplay of Fintech, natural resources, globalization, and environmental sustainability in China: A BARDL investigation. (2024). Li, Ping ; Wang, Feilan ; Guo, Yulian. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301187x.

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2024Navigating 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.

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2024Understanding 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.

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2024The role of natural resources, fintech, political stability, and social globalization in environmental sustainability: Evidence from the United Kingdom. (2024). scicchitano, sergio ; Ul, Ihtsham ; Andlib, Zubaria. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002897.

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2023Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach. (2023). Kirikkaleli, Dervis ; Chen, Fuzhong ; Khan, Zeeshan ; Ma, Qiang ; Siqun, Yang ; Murshed, Muntasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:266-274.

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2023Drivers of renewable energy transition: The role of ICT, human development, financialization, and R&D investment in China. (2023). Xiang, Zejia ; Cao, Ning ; Li, Wei. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:441-450.

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2023The effects of environmental taxation on stock returns of renewable energy producers: Evidence from Turkey. (2023). Katircioglu, Salih. In: Renewable Energy. RePEc:eee:renene:v:208:y:2023:i:c:p:311-323.

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2023External sustainability in Spanish economy: bubbles and crises, 1970–2020. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114887.

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2023.

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2024Stein-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.

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2023Deficit sustainability and fiscal theory of price level: the case of Italy, 1861–2020. (2023). Esteve, Vicente ; Diaz-Roldan, Carmen ; Congregado, Emilio. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09577-w.

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2023Non-convergent incomes with a new DF-Fourier test: most likely you go your way (and Ill go mine). (2023). Silva Lopes, Artur. In: MPRA Paper. RePEc:pra:mprapa:120171.

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2024Tourism and the shadow economy: Long-run and short-run implications for resource allocation. (2024). Fethi, Sami ; Seetaram, Neelu ; Kahyalar, Neslihan. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:749-766.

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2023Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models. (2023). Hartkopf, Jan Patrick. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02245-1.

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2023Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216.

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2023Is the Fisher effect asymmetric? Cointegration analysis and expectations measurement. (2023). de Vita, Glauco ; Cushman, David O ; Trachanas, Emmanouil. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3727-3748.

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2023.

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2023The impact of technological innovation and public?private partnership investment on sustainable environment in China: Consumption?based carbon emissions analysis. (2020). Kirikkaleli, Dervis ; Jiao, Zhilun ; Wahab, Salman ; Ali, Muhsin ; Khan, Zeeshan. In: Sustainable Development. RePEc:wly:sustdv:v:28:y:2020:i:5:p:1317-1330.

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2023Regulatory Sentiment and Economic Performance. (2023). Kim, Jinkyeong. In: KDI Journal of Economic Policy. RePEc:zbw:kdijep:271321.

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Works by Dukpa Kim:


YearTitleTypeCited
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers.
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paper10
2018Inference 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.
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This paper has nother version. Agregated cites: 10
paper
2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures.(2020) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 10
article
2014Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean) In: Economic Analysis (Quarterly).
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article1
2006Assessing 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]
paper34
2009Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope.(2009) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 34
article
2007GLS-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]
paper13
2017Multi-level factor analysis of bond risk premia In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES In: Econometric Theory.
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article241
2010IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE In: Econometric Theory.
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article3
2014Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility In: Economics Letters.
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article8
2020Testing for the null of block zero restrictions in common factor models In: Economics Letters.
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article1
2009Unit 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.
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article250
2011Estimating a common deterministic time trend break in large panels with cross sectional dependence In: Journal of Econometrics.
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article13
2021Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration In: Journal of Econometrics.
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article0
2013Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR In: Global COE Hi-Stat Discussion Paper Series.
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paper1
2016A Multilevel Factor Model: Identification, Asymptotic Theory and Applications In: Working Papers.
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paper32
2018A multilevel factor model: Identification, asymptotic theory and applications.(2018) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 32
article
2019Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending In: Econometric Reviews.
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article3
2014Common breaks in time trends for large panel data with a factor structure In: Econometrics Journal.
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article18
2014DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH In: Journal of Applied Econometrics.
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article48

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