| GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses JL Carrion-i-Silvestre, D Kim, P Perron Econometric theory 25 (6), 1754-1792, 2009 | 585 | 2009 |
| Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses D Kim, P Perron Journal of econometrics 148 (1), 1-13, 2009 | 490 | 2009 |
| Estimating a common deterministic time trend break in large panels with cross sectional dependence D Kim Journal of Econometrics 164 (2), 310-330, 2011 | 103 | 2011 |
| Divorce law reforms and divorce rates in the USA: an interactive fixed‐effects approach D Kim, T Oka Journal of Applied Econometrics 29 (2), 231-245, 2014 | 96 | 2014 |
| A multilevel factor model: Identification, asymptotic theory and applications I Choi, D Kim, YJ Kim, NS Kwark Journal of Applied Econometrics 33 (3), 355-377, 2018 | 75 | 2018 |
| Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope D Kim, P Perron Journal of Econometrics 149 (1), 26-51, 2009 | 59 | 2009 |
| Common breaks in time trends for large panel data with a factor structure D Kim The Econometrics Journal 17 (3), 301-337, 2014 | 58 | 2014 |
| Spatial variations in the warming trend and the transition to more severe weather in midlatitudes F Estrada, D Kim, P Perron Scientific Reports 11 (1), 145, 2021 | 47 | 2021 |
| Anthropogenic influence in observed regional warming trends and the implied social time of emergence F Estrada, D Kim, P Perron Communications Earth & Environment 2 (1), 31, 2021 | 25 | 2021 |
| Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures D Kim, T Oka, F Estrada, P Perron Journal of Econometrics 214 (1), 130-152, 2020 | 24 | 2020 |
| Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility D Kim Economics Letters 123 (3), 282-286, 2014 | 15 | 2014 |
| Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending JL Carrion-i-Silvestre, D Kim Econometric Reviews, 2019 | 10 | 2019 |
| Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure D Kim Econometric Theory 26 (4), 994-1031, 2010 | 6 | 2010 |
| Unit root tests with a consistent break fraction estimator D Kim, P Perron Manuscript, Department of Economics, Boston University, 2005 | 6 | 2005 |
| Common local breaks in time trends for large panel data D Kim Manuscript, Department of Economics, University of Virginia, 2010 | 4 | 2010 |
| On the invalidity of the ordinary least squares estimate of the equilibrium climate sensitivity D Kim Theoretical and Applied Climatology 146 (1), 21-27, 2021 | 3 | 2021 |
| Testing for the null of block zero restrictions in common factor models C Han, D Kim Economics Letters 188, 108903, 2020 | 3 | 2020 |
| iscussion Paper D Kim, Y Yamamoto | 3 | 2013 |
| Macroeconomic impacts of climate change: A semi-structural analysis of unexpected weather conditions in Korea D Kim, YJ Kim Economic Modelling, 107131, 2025 | 2 | 2025 |
| Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration JL Carrion-i-Silvestre, D Kim Journal of Econometrics 224 (1), 22-38, 2021 | 2 | 2021 |
Pierre PerronDepartment of Economics, Boston UniversityVerified email at bu.edu
