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 1 1 26 3 5 6 97
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 1 2 2 89 7 17 27 349
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 521 6 10 12 1,376
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 143 5 13 16 389
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 0 0 606 3 4 5 2,006
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 0 0 1 878 6 7 9 2,240
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 0 0 0 4 1 2 2 18
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 2 3 5 143
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 0 0 19 1 3 7 48
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 6 12 13 794
Asymptotics for panel models with common shocks 0 0 0 11 3 5 6 87
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 1 3 6 396
Copula-Based Tests for Cross-Sectional Independence in Panel Models 1 1 1 150 2 6 7 383
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 6 10 12 441
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 1 1 299 5 10 16 1,189
Estimating and testing high dimensional factor models with multiple structural changes 0 0 0 16 1 3 5 55
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 0 0 0 80 4 5 7 129
Estimation of Heterogeneous Panels with Structural Breaks 0 0 0 109 3 6 7 191
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 0 0 36 0 4 5 330
High-Dimensional Weighted K-Means with Serial Dependence 0 4 13 13 4 14 20 20
Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 45 3 4 5 112
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 0 317 2 5 6 869
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 1 290 15 43 44 796
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 0 63 9 12 13 138
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 1 1 1 230 6 7 7 586
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 6 9 10 130
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 1 2 6 2,254 16 33 58 4,026
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 99 4 5 9 234
On the Estimation and Inference of a Cointegrated Regression in Panel Data 1 3 9 741 6 31 47 2,048
On the Estimation and Inference of a Cointegrated Regression in Panel Data 1 2 3 1,030 4 8 14 2,854
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 0 3 726 5 13 20 1,519
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 2 2 4 2,420
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 4 833
Panel Cointegration with Global Stochastic Trends 0 0 0 471 4 11 17 1,062
Robust Regression with Censored Data 0 0 0 2 1 1 1 12
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 0 0 0 3 1 1 2 12
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 63 1 2 6 450
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 593 5 13 16 1,670
Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments 0 0 0 1 0 0 1 7
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 0 44 1 4 5 490
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 0 79 2 3 5 282
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 4 8 10 531
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 0 0 1 1,011 6 19 34 2,906
Structural Changes in Heterogeneous Panels with Endogenous Regressors 0 0 1 85 1 2 6 110
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 3 4 6 625
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 119 2 5 9 111
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 0 81 3 5 6 191
Testing for Breaks in Cointegrated Panels 0 0 0 46 1 6 6 117
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 4 6 7 92
Testing for Instability in Covariance Structures 0 0 0 26 2 6 7 87
Testing for Instability in Covariance Structures 0 0 2 34 4 6 8 57
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 3 4 5 303
Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 67 3 8 12 87
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 8 10 11 435
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 521 3 5 6 1,641
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 1 5 5 384
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 6 7 11 361
The Bootstrap and the Censored Regression 1 1 1 5 3 3 7 24
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 2 10 12 168
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 1 2 3 42
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 22 3 6 7 39
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 2 3 3 484
Total Working Papers 7 18 47 14,301 228 482 668 40,026
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 2 5 19 196 15 38 103 1,073
A bias-corrected fixed effects estimator in the dynamic panel data model 0 1 5 32 2 14 31 101
A residual-based test of the null of cointegration in panel data 0 2 9 234 7 20 47 919
An em algorithm for the heteroscedastic regression models with censored data 0 0 0 32 3 3 6 93
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 0 5 1 2 5 32
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 7 23 25 232
Asymptotics for Panel Models with Common Shocks 0 0 0 0 2 2 2 11
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 104 4 5 8 305
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 0 2 6 105
Copula-based tests for cross-sectional independence in panel models 0 0 0 46 5 5 8 142
Errors in variables in a random-effects probit model for panel data 0 0 0 45 2 2 3 126
Errors in variables in panel data with a binary dependent variable 0 0 0 40 4 4 8 150
Errors in variables in the multinomial response model 0 0 0 12 2 3 5 65
Estimating and testing high dimensional factor models with multiple structural changes 0 0 1 7 5 8 16 45
Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term 1 1 3 15 2 6 12 59
Estimation of heterogeneous panels with structural breaks 0 0 1 57 4 8 13 219
High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection 0 0 2 5 3 5 14 33
Identification and estimation of a large factor model with structural instability 0 0 3 24 4 5 13 100
Influence diagnostic for censored regression models 0 0 0 8 1 3 3 56
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 1 16 3 5 11 51
Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach 0 0 2 34 5 9 16 126
Mahalanobis Metric Based Clustering for Fixed Effects Model 0 0 0 1 3 6 9 20
On testing for sphericity with non-normality in a fixed effects panel data model 2 2 2 26 4 8 12 88
Panel cointegration with global stochastic trends 0 1 2 306 5 14 22 817
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 3 4 6 414
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 33 1 2 5 222
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 4 5 6 130
Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic 0 0 0 20 6 8 13 56
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 2 6 9 59
Spurious regression and residual-based tests for cointegration in panel data 3 8 16 700 11 28 65 2,171
Structural changes in heterogeneous panels with endogenous regressors 0 0 0 11 1 4 6 61
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 0 0 30 4 9 10 118
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 0 1 2 50 4 10 13 183
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 20 3 5 9 76
Testing for shifts in a time trend panel data model with serially correlated error component disturbances 0 0 0 3 5 7 9 26
Testing for sphericity in a fixed effects panel data model 0 1 1 4 2 3 5 49
Testing for sphericity in a fixed effects panel data model 0 0 0 43 1 3 6 165
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 1 1 1 29 2 4 5 90
Testing the Stability of a Production Function with Urbanization as a Shift Factor 1 1 1 1 4 5 7 9
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 0 0 0 271 3 7 10 957
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 1 17 3 4 8 62
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 2 4 6 263
Variable selection problem in the censored regression models 0 0 0 21 5 8 10 75
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 144 4 7 10 564
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 4 5 7 431
Total Journal Articles 10 24 72 2,780 167 338 623 11,149

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 1 1 36 5 7 8 79
Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes 0 1 2 24 4 6 9 72
Total Books 0 2 3 60 9 13 17 151

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 1 1 3 37
Factor-Augmented Panel Data Regression Models 0 0 1 12 0 0 1 28
Incidental Parameters Problem in Panel Data Models 1 1 5 61 2 5 16 178
Introduction 0 0 0 3 0 0 1 9
Latent-Grouped Structure in Panel Data Models 0 0 0 2 1 2 3 20
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 1 2 2 8 18
Panel Data Model with Stationary and Nonstationary Regressors and Error Terms 0 0 0 10 1 1 1 29
Panel Time Trend Model with Stationary and Nonstationary Error Terms 0 1 1 8 2 4 6 19
Structural Changes in Panel Data Models 0 0 4 24 2 4 12 59
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 11 4 5 8 86
Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models 0 0 0 16 3 4 5 36
Weak Instruments in Panel Data Models 0 0 0 11 0 0 2 41
Total Chapters 1 2 11 168 18 28 66 560

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Statistics updated 2026-02-12