//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Schätztheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Kim, Dukpa"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätztheorie
Structural break
9
Strukturbruch
9
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
6
Theorie
5
Theory
5
Cointegration
4
Kointegration
4
Statistical test
4
Statistischer Test
4
Einheitswurzeltest
3
Factor analysis
3
Faktorenanalyse
3
Unit root test
3
Welt
3
World
3
Anleihe
2
Bond
2
Bond market
2
Capital income
2
Estimation
2
Forecast
2
Globalisierung
2
Globalization
2
Heteroskedasticity
2
Iteratively reweighted least squares
2
Kapitaleinkommen
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Local scale
2
Multivariate Analyse
2
Multivariate analysis
2
Panel
2
Panel study
2
Prognose
2
Rentenmarkt
2
Risikoprämie
2
Risk premium
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Kim, Dukpa
6
Carrion i Silvestre, Josep Lluís
2
Estrada, Francisco
1
Oka, Tatsushi
1
Perron, Pierre
1
Published in...
All
Journal of econometrics
3
Econometric reviews
1
Econometric theory
1
Economics letters
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10013275377
Saved in:
2
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
3
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
Saved in:
4
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa
- In:
Economics letters
123
(
2014
)
3
,
pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
Saved in:
5
Estimating a common deterministic time trend break in large panels with cross sectional dependence
Kim, Dukpa
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 310-330
Persistent link: https://www.econbiz.de/10009301908
Saved in:
6
Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
Kim, Dukpa
- In:
Econometric theory
26
(
2010
)
4
,
pp. 994-1031
Persistent link: https://www.econbiz.de/10003993819
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->