Access Statistics for Chihwa Kao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 5 9 31 59 8 16 45 139
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 3 3 21 481 7 13 55 1,165
A Panel Data Investigation of the Relationship Between Urbanization and Growth 2 8 24 539 3 17 49 1,758
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 4 15 62 680 6 24 119 1,663
Asymptotic Inference in Censored Regression MOdels Revisited 1 1 3 15 1 2 11 82
Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals 7 12 48 136 16 34 132 310
Consistent Estimation with Weak Instruments in Panel Data 1 7 32 76 3 12 52 111
Copula-Based Tests for Cross-Sectional Independence in Panel Models 4 5 30 82 5 8 52 120
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 1 1 15 90 4 9 58 269
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 5 14 58 178 10 37 126 407
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 2 3 27 6 13 33 205
International R&D Spillovers: An Application of Estimation and Inference in Panel 2 2 9 299 2 3 19 763
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 7 50 149 6 25 107 319
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 4 8 43 121 5 15 77 229
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 11 51 273 1,151 27 84 398 1,645
On the Estimation and Inference of a Cointegrated Regression in Panel Data 7 19 67 204 17 33 123 439
On the Estimation and Inference of a Cointegrated Regression in Panel Data 4 13 64 807 12 27 117 2,218
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 8 17 77 362 16 34 140 636
On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors 2 5 23 354 14 33 134 1,980
On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors 1 6 21 65 11 24 72 286
Panel Cointegration with Global Stochastic Trends 7 21 79 257 13 41 151 476
Simulation-Based Two-Step Estimation with Endogenous Regressors 11 32 92 341 24 74 231 899
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 7 34 1 6 27 171
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 1 1 5 65 3 5 13 202
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 2 3 9 131 2 4 22 442
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 4 15 57 884 16 50 184 2,359
Testing for Instability in Factor Structure of Yield Curves 3 4 19 64 5 11 44 107
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 6 20 88 88 14 53 137 137
Testing for Structural Change of a Time Trend Regression in Panel Data 5 13 80 228 18 52 220 605
Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques 0 2 10 41 1 12 40 156
The Asymptotics for Panel Models with Common Shocks 0 2 14 57 4 9 38 158
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 1 5 26 78 4 14 60 229
Total Working Papers 112 323 1,440 8,143 284 794 3,086 20,685

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cusum test in the linear regression model with serially correlated disturbances 1 4 35 69 10 22 128 264
A residual-based test of the null of cointegration in panel data 2 5 28 54 4 10 63 134
An em algorithm for the heteroscedastic regression models with censored data 0 0 4 18 1 1 8 41
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals 2 5 9 9 2 7 24 24
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 9 70 2 3 31 179
Copula-based tests for cross-sectional independence in panel models 1 1 18 20 2 4 33 40
Errors in variables in a random-effects probit model for panel data 0 0 3 30 0 1 11 65
Errors in variables in panel data with a binary dependent variable 1 1 9 24 2 2 14 48
Errors in variables in the multinomial response model 0 0 2 7 0 0 5 22
Influence diagnostic for censored regression models 0 0 1 1 0 0 5 5
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 3 3 10 77 4 7 35 186
Panel cointegration with global stochastic trends 3 14 29 29 9 37 72 72
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 1 2 6 53 14 17 48 256
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 0 0 5 65
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 1 8 52 2 7 43 222
Spurious regression and residual-based tests for cointegration in panel data 2 11 50 172 6 25 101 386
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 2 3 27 122 5 16 75 266
Testing the Stability of a Production Function with Urbanization as a Shift Factor 0 4 14 58 4 17 48 349
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 1 3 9 178 2 7 37 636
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 0 2 17 172
Variable selection problem in the censored regression models 0 0 7 11 1 1 13 25
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 1 6 104 1 2 19 403
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 1 3 15 316
Total Journal Articles 19 58 284 1,158 72 191 850 4,176

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Statistics updated 2009-11-04