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
"On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model 0 0 1 26 0 1 7 98
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 1 1 3 90 4 7 33 356
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 143 0 1 16 390
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 1 1 522 1 7 18 1,383
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 0 0 606 3 5 10 2,011
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 0 0 1 878 2 4 13 2,244
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 0 0 0 4 1 1 3 19
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 1 4 8 147
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 0 0 19 1 5 11 53
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 0 0 0 248 0 1 13 795
Asymptotics for panel models with common shocks 0 0 0 11 1 1 6 88
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 3 5 11 401
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 1 150 1 2 9 385
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 2 4 16 445
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 0 1 299 5 6 19 1,195
Estimating and testing high dimensional factor models with multiple structural changes 0 0 0 16 1 3 7 58
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 0 0 0 80 1 6 12 135
Estimation of Heterogeneous Panels with Structural Breaks 0 1 1 110 5 8 14 199
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 1 1 37 0 3 7 333
High-Dimensional Weighted K-Means with Serial Dependence 0 1 14 14 1 6 26 26
Identification and Estimation of a Large Factor Model with Structural Instability 0 1 1 46 2 5 10 117
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 0 317 3 4 9 873
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 1 2 291 5 19 63 815
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 0 63 2 3 16 141
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 1 230 4 5 12 591
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 6 10 20 140
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 0 1 5 2,255 6 18 69 4,044
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 99 4 6 14 240
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 2 4 1,032 7 13 24 2,867
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 1 8 742 3 9 54 2,057
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 2 3 728 4 13 31 1,532
On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors 0 0 0 417 3 3 7 2,423
On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors 0 0 0 142 1 3 7 836
Panel Cointegration with Global Stochastic Trends 0 0 0 471 4 6 21 1,068
Robust Regression with Censored Data 0 0 0 2 1 2 3 14
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 0 0 0 3 0 0 2 12
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 63 1 2 6 452
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 593 3 9 25 1,679
Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments 0 0 0 1 1 1 2 8
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 0 44 3 3 8 493
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 0 79 2 8 13 290
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 1 3 13 534
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 0 1 2 1,012 5 9 39 2,915
Structural Changes in Heterogeneous Panels with Endogenous Regressors 0 0 0 85 3 4 9 114
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 3 3 9 628
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 119 1 3 11 114
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 0 81 5 8 13 199
Testing for Breaks in Cointegrated Panels 0 0 0 46 2 5 11 122
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 2 3 9 95
Testing for Instability in Covariance Structures 1 1 1 27 5 13 19 100
Testing for Instability in Covariance Structures 0 0 0 34 1 3 9 60
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 4 6 10 309
Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 67 1 3 14 90
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 4 5 16 440
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 521 0 2 7 1,643
Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques 0 0 0 71 2 2 7 386
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 1 1 11 362
The Bootstrap and the Censored Regression 0 0 1 5 0 1 7 25
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 5 8 18 176
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 0 0 3 42
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 22 1 2 9 41
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 5 7 10 491
Total Working Papers 2 15 52 14,316 149 313 929 40,339
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model 0 3 21 199 11 25 107 1,098
A bias-corrected fixed effects estimator in the dynamic panel data model 0 0 3 32 4 8 31 109
A residual-based test of the null of cointegration in panel data 0 0 7 234 3 11 44 930
An em algorithm for the heteroscedastic regression models with censored data 0 0 0 32 0 0 5 93
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 0 5 3 8 12 40
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 0 0 0 41 2 5 29 237
Asymptotics for Panel Models with Common Shocks 0 0 0 0 1 1 3 12
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 104 3 6 14 311
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 1 1 7 106
Copula-based tests for cross-sectional independence in panel models 0 0 0 46 0 3 10 145
Errors in variables in a random-effects probit model for panel data 0 0 0 45 1 2 5 128
Errors in variables in panel data with a binary dependent variable 0 0 0 40 1 3 11 153
Errors in variables in the multinomial response model 0 0 0 12 0 2 7 67
Estimating and testing high dimensional factor models with multiple structural changes 0 0 1 7 1 5 21 50
Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term 0 0 2 15 1 3 13 62
Estimation of heterogeneous panels with structural breaks 0 0 0 57 3 5 16 224
High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection 0 0 2 5 0 7 17 40
Identification and estimation of a large factor model with structural instability 0 0 3 24 1 4 16 104
Influence diagnostic for censored regression models 0 0 0 8 5 5 8 61
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 1 16 2 5 15 56
Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach 0 1 2 35 2 13 27 139
Mahalanobis Metric Based Clustering for Fixed Effects Model 0 1 1 2 1 3 11 23
On testing for sphericity with non-normality in a fixed effects panel data model 0 1 3 27 2 7 19 95
Panel cointegration with global stochastic trends 1 2 4 308 1 4 25 821
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 2 4 9 418
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 33 4 7 12 229
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 1 1 7 131
Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic 0 0 0 20 3 4 15 60
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 1 2 10 61
Spurious regression and residual-based tests for cointegration in panel data 0 1 16 701 10 21 77 2,192
Structural changes in heterogeneous panels with endogenous regressors 1 1 1 12 5 8 14 69
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 1 1 31 3 4 14 122
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 2 50 1 10 22 193
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 20 1 5 13 81
Testing for shifts in a time trend panel data model with serially correlated error component disturbances 0 0 0 3 0 3 12 29
Testing for sphericity in a fixed effects panel data model 0 0 0 43 3 7 12 172
Testing for sphericity in a fixed effects panel data model 1 1 2 5 2 3 8 52
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 1 1 2 30 5 5 10 95
Testing the Stability of a Production Function with Urbanization as a Shift Factor 0 0 1 1 2 2 9 11
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 0 0 0 271 1 1 9 958
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 17 2 4 9 66
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 3 4 10 267
Variable selection problem in the censored regression models 0 0 0 21 1 1 11 76
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 1 1 145 3 4 13 568
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 1 1 7 432
Total Journal Articles 4 14 76 2,794 103 237 776 11,386

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
High-Dimensional Econometrics and Identification 0 0 1 36 2 3 11 82
Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes 1 1 3 25 6 6 14 78
Total Books 1 1 4 61 8 9 25 160

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of Change Points in Stationary and Nonstationary Regressors and Error Term 0 0 0 9 0 0 2 37
Factor-Augmented Panel Data Regression Models 0 0 1 12 1 1 2 29
Incidental Parameters Problem in Panel Data Models 1 1 5 62 8 16 29 194
Introduction 0 0 0 3 4 4 4 13
Latent-Grouped Structure in Panel Data Models 0 0 0 2 1 1 4 21
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 1 3 4 11 22
Panel Data Model with Stationary and Nonstationary Regressors and Error Terms 0 0 0 10 0 0 1 29
Panel Time Trend Model with Stationary and Nonstationary Error Terms 0 0 1 8 0 0 6 19
Structural Changes in Panel Data Models 0 0 3 24 5 6 17 65
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 11 2 2 8 88
Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models 0 0 0 16 2 4 9 40
Weak Instruments in Panel Data Models 0 0 0 11 2 2 4 43
Total Chapters 1 1 10 169 28 40 97 600

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Statistics updated 2026-05-06