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 2 21 1 2 9 75
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 0 0 1 85 1 5 32 265
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 2 516 1 5 11 1,339
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 1 1 142 1 4 7 362
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 0 4 597 1 5 15 1,966
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 0 1 4 867 0 7 19 2,176
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 0 0 2 2 0 0 9 9
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 0 3 6 132
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 1 1 17 0 2 5 30
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 2 9 767
Asymptotics for panel models with common shocks 0 0 0 11 0 1 6 72
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 0 0 7 380
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 0 149 0 2 7 360
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 111 0 2 9 419
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 0 0 297 0 6 17 1,111
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 1 2 4 71 1 2 11 99
Estimation of Heterogeneous Panels with Structural Breaks 0 1 3 99 1 2 18 161
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 0 0 36 0 1 4 318
Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 41 0 3 7 74
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 1 314 0 0 4 839
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 1 282 1 4 8 702
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 4 55 1 4 26 93
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 0 227 0 0 9 564
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 2 21 0 1 8 110
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 0 0 2 2,232 2 11 47 3,810
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 95 1 3 11 210
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 0 0 721 3 7 45 1,871
On the Estimation and Inference of a Cointegrated Regression in Panel Data 2 4 15 1,003 5 9 36 2,729
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 0 0 719 1 3 11 1,460
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 0 410 0 0 6 2,378
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 8 819
Panel Cointegration with Global Stochastic Trends 0 0 1 468 0 3 12 983
Robust Regression with Censored Data 0 0 1 1 0 0 4 6
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 0 0 2 2 0 2 6 6
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 1 59 1 3 13 414
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 592 0 2 8 1,634
Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments 0 0 1 1 0 0 5 5
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 0 43 1 4 5 477
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 0 77 1 6 9 269
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 3 10 512
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 1 2 5 991 3 6 21 2,794
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 0 4 13 610
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 4 117 0 1 10 91
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 1 2 0 0 4 10
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 3 74 0 0 21 149
Testing for Breaks in Cointegrated Panels 0 0 0 46 0 2 9 97
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 0 2 6 73
Testing for Instability in Covariance Structures 0 0 2 28 0 2 8 36
Testing for Instability in Covariance Structures 0 0 0 24 0 0 4 72
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 0 3 7 295
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 0 1 5 415
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 520 0 0 4 1,603
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 2 6 372
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 3 8 347
The Bootstrap and the Censored Regression 0 0 1 1 0 2 6 7
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 0 1 7 149
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 0 2 7 32
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 1 20 0 1 8 23
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 0 2 7 476
Total Working Papers 4 12 72 13,886 29 156 660 37,657


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 1 3 13 68 4 32 80 363
A residual-based test of the null of cointegration in panel data 1 1 3 201 4 9 28 669
An em algorithm for the heteroscedastic regression models with censored data 0 0 1 31 1 1 4 84
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 1 2 0 3 7 16
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 0 0 1 196
Asymptotics for Panel Models with Common Shocks 0 0 0 0 0 2 4 5
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 102 0 1 3 288
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 0 2 4 90
Copula-based tests for cross-sectional independence in panel models 0 0 0 43 0 1 5 120
Errors in variables in a random-effects probit model for panel data 0 1 1 44 0 1 6 120
Errors in variables in panel data with a binary dependent variable 0 0 0 38 0 28 29 134
Errors in variables in the multinomial response model 0 0 1 11 0 0 3 57
Estimation of heterogeneous panels with structural breaks 1 3 8 35 1 6 20 121
Identification and estimation of a large factor model with structural instability 0 0 1 17 1 4 15 73
Influence diagnostic for censored regression models 0 0 0 8 0 1 2 51
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 3 10 148 2 15 37 412
On testing for sphericity with non-normality in a fixed effects panel data model 0 0 0 23 1 2 4 67
Panel cointegration with global stochastic trends 1 2 8 273 1 5 30 675
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 1 2 8 402
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 1 31 0 4 9 202
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 0 0 3 120
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 0 2 7 38
Spurious regression and residual-based tests for cointegration in panel data 2 3 27 570 10 29 109 1,669
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 0 1 29 0 0 5 99
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 0 2 4 31 0 3 18 93
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 19 0 0 1 61
Testing for sphericity in a fixed effects panel data model 0 0 0 1 0 1 8 31
Testing for sphericity in a fixed effects panel data model 0 0 1 43 0 0 8 151
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 0 0 2 23 0 3 6 76
Testing the Stability of a Production Function with Urbanization as a Shift Factor 0 0 0 68 0 2 4 480
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 0 0 2 263 0 2 13 915
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 12 0 1 3 46
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 0 3 4 248
Variable selection problem in the censored regression models 0 0 0 21 0 2 3 63
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 1 1 143 0 3 9 541
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 1 4 6 408
Total Journal Articles 6 19 86 2,435 27 174 506 9,184


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 4 9 1 5 25 51
Total Chapters 0 0 4 9 1 5 25 51


Statistics updated 2020-03-04