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 22 0 4 9 81
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 0 0 0 85 2 8 26 283
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 1 142 0 4 10 368
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 1 517 0 1 9 1,343
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 0 3 599 0 2 22 1,980
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 1 1 5 871 5 5 23 2,190
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 0 0 0 2 0 0 5 11
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 0 2 7 134
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 0 2 18 0 1 5 33
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 8 770
Asymptotics for panel models with common shocks 0 0 0 11 0 2 5 75
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 0 1 3 383
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 0 149 0 2 8 365
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 111 0 2 7 421
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 0 0 297 3 10 20 1,124
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 1 1 8 77 1 2 10 107
Estimation of Heterogeneous Panels with Structural Breaks 0 0 3 101 1 2 9 166
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 0 0 36 0 0 5 320
Identification and Estimation of a Large Factor Model with Structural Instability 0 1 3 44 3 5 11 82
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 0 314 0 2 2 841
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 0 282 0 0 13 710
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 4 59 1 3 22 106
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 0 227 0 1 2 565
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 2 22 1 2 5 113
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 0 0 1 2,233 4 6 42 3,835
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 95 0 1 8 211
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 1 8 1,006 0 1 24 2,740
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 0 0 721 0 3 30 1,888
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 0 0 719 0 5 14 1,469
On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors 0 1 3 413 3 6 11 2,388
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 0 2 7 822
Panel Cointegration with Global Stochastic Trends 0 0 0 468 1 6 25 1,002
Robust Regression with Censored Data 0 0 0 1 0 0 1 6
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 0 0 1 3 0 0 5 7
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 1 60 2 3 10 421
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 592 0 4 12 1,641
Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments 0 0 0 1 0 1 4 6
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 0 43 0 3 10 482
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 1 78 1 2 10 273
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 0 1 6 515
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 0 1 9 997 4 7 25 2,812
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 0 2 8 612
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 117 1 2 7 97
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 2 0 1 4 14
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 1 3 77 3 5 15 160
Testing for Breaks in Cointegrated Panels 0 0 0 46 0 1 7 101
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 0 2 4 75
Testing for Instability in Covariance Structures 0 0 1 29 0 2 7 40
Testing for Instability in Covariance Structures 0 0 0 24 0 2 2 74
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 0 0 5 296
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 0 3 6 420
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 520 0 0 5 1,606
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 0 0 4 373
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 1 5 348
The Bootstrap and the Censored Regression 0 0 0 1 1 3 7 10
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 1 1 5 33
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 0 1 6 152
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 20 0 1 6 28
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 0 1 6 478
Total Working Papers 2 7 61 13,931 38 141 599 38,006


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 2 3 18 82 4 21 110 429
A residual-based test of the null of cointegration in panel data 0 0 2 202 1 3 34 691
An em algorithm for the heteroscedastic regression models with censored data 0 0 0 31 0 0 1 84
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 0 2 0 0 4 17
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 40 1 1 2 198
Asymptotics for Panel Models with Common Shocks 0 0 0 0 0 0 2 5
Bootstrapping and hypothesis testing in non-stationary panel data 0 1 1 103 0 1 4 291
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 0 1 8 96
Copula-based tests for cross-sectional independence in panel models 0 0 0 43 0 1 5 124
Errors in variables in a random-effects probit model for panel data 0 0 1 44 0 0 2 120
Errors in variables in panel data with a binary dependent variable 0 0 1 39 1 2 33 139
Errors in variables in the multinomial response model 0 0 0 11 0 0 1 57
Estimation of heterogeneous panels with structural breaks 0 0 4 36 5 5 19 134
Identification and estimation of a large factor model with structural instability 1 1 1 18 1 1 6 74
Influence diagnostic for censored regression models 0 0 0 8 0 0 2 52
On testing for sphericity with non-normality in a fixed effects panel data model 0 0 0 23 0 1 3 68
Panel cointegration with global stochastic trends 0 2 10 281 1 4 36 704
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 0 1 3 403
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 1 32 1 3 9 207
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 1 1 2 121
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 1 1 4 39
Spurious regression and residual-based tests for cointegration in panel data 3 9 27 591 15 31 116 1,748
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 0 0 29 0 0 2 101
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 0 1 7 35 4 7 25 114
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 19 0 1 1 62
Testing for sphericity in a fixed effects panel data model 0 0 0 1 0 0 6 35
Testing for sphericity in a fixed effects panel data model 0 0 0 43 0 0 1 152
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 0 0 2 24 0 0 5 77
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 0 1 2 265 1 3 13 924
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 1 13 0 0 2 47
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 2 3 6 251
Variable selection problem in the censored regression models 0 0 0 21 0 0 3 64
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 1 143 2 3 9 547
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 1 1 6 410
Total Journal Articles 6 18 79 2,276 42 96 485 8,585


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 9 1 1 13 58
Total Chapters 0 0 0 9 1 1 13 58


Statistics updated 2020-11-03