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 27 0 0 9 100
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 0 0 3 90 1 2 32 360
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 1 522 0 1 21 1,386
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 143 1 2 21 395
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 0 0 606 1 1 11 2,013
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 0 0 0 878 0 1 14 2,246
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 0 0 0 4 0 0 3 19
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 0 0 9 148
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 0 0 19 0 0 10 54
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 0 14 796
Asymptotics for panel models with common shocks 0 0 0 11 2 2 9 91
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 0 1 13 403
Copula-Based Tests for Cross-Sectional Independence in Panel Models 1 1 2 151 1 2 11 388
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 1 1 19 448
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 0 1 299 1 2 22 1,199
Estimating and testing high dimensional factor models with multiple structural changes 0 0 1 17 2 5 13 65
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 0 0 0 80 0 3 16 140
Estimation of Heterogeneous Panels with Structural Breaks 0 0 1 110 0 1 16 201
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 0 1 37 0 0 8 334
High-Dimensional Weighted K-Means with Serial Dependence 1 2 18 18 2 3 32 32
Identification and Estimation of a Large Factor Model with Structural Instability 0 0 1 46 0 0 10 117
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 0 317 0 0 9 873
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 1 291 1 2 66 819
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 0 63 1 1 17 143
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 1 230 0 0 13 592
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 0 0 19 140
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 0 1 4 2,256 0 7 65 4,055
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 99 0 1 14 241
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 0 4 742 1 2 47 2,061
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 0 6 1,034 0 4 32 2,877
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 0 5 730 0 1 43 1,547
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 1 1 7 2,424
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 1 8 838
Panel Cointegration with Global Stochastic Trends 0 0 0 471 1 1 19 1,069
Robust Regression with Censored Data 1 1 1 3 1 1 4 15
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 0 0 0 3 0 0 1 12
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 63 1 4 11 458
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 593 1 1 27 1,682
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 8
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 0 44 0 0 8 493
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 0 79 1 1 15 292
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 1 14 536
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 0 0 2 1,012 0 1 37 2,918
Structural Changes in Heterogeneous Panels with Endogenous Regressors 0 0 0 85 1 2 10 118
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 1 1 10 630
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 119 0 1 12 116
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 0 81 1 2 15 201
Testing for Breaks in Cointegrated Panels 0 0 0 46 0 0 11 122
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 0 0 9 95
Testing for Instability in Covariance Structures 0 0 0 34 0 0 9 60
Testing for Instability in Covariance Structures 0 0 1 27 0 0 19 100
Testing for Instability in Factor Structure of Yield Curves 0 1 1 97 0 2 14 313
Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 67 1 1 14 92
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 0 0 15 440
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 521 1 2 10 1,646
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 7 386
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 1 3 11 365
The Bootstrap and the Censored Regression 0 0 1 5 0 0 5 25
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 0 0 19 177
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 0 1 4 43
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 22 0 0 8 41
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 0 0 14 495
Total Working Papers 3 6 58 14,330 29 72 1,006 40,493
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 4 16 207 5 13 97 1,124
A bias-corrected fixed effects estimator for the dynamic panel data model with exogenous variables 0 0 3 4 0 2 18 19
A bias-corrected fixed effects estimator in the dynamic panel data model 0 0 2 32 2 3 30 112
A residual-based test of the null of cointegration in panel data 0 0 3 234 0 3 40 937
An em algorithm for the heteroscedastic regression models with censored data 0 0 0 32 0 0 4 93
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 0 5 0 0 12 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 0 0 0 41 0 2 31 240
Asymptotics for Panel Models with Common Shocks 0 0 0 0 0 0 4 13
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 104 1 3 16 315
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 0 2 8 109
Copula-based tests for cross-sectional independence in panel models 0 0 0 46 0 2 11 147
Errors in variables in a random-effects probit model for panel data 0 0 0 45 1 1 6 130
Errors in variables in panel data with a binary dependent variable 0 0 0 40 0 0 9 153
Errors in variables in the multinomial response model 0 0 0 12 0 0 5 67
Estimating and testing high dimensional factor models with multiple structural changes 0 0 0 7 2 3 24 58
Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term 0 0 1 15 0 2 13 66
Estimation of heterogeneous panels with structural breaks 1 1 1 58 1 2 18 229
High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection 0 0 1 5 2 6 21 48
Identification and estimation of a large factor model with structural instability 0 0 1 25 0 0 14 108
Influence diagnostic for censored regression models 0 0 0 8 1 3 11 64
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 0 16 1 2 16 60
Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach 0 0 1 35 0 1 25 142
Mahalanobis Metric Based Clustering for Fixed Effects Model 0 0 1 2 0 1 12 25
On testing for sphericity with non-normality in a fixed effects panel data model 0 1 4 28 0 3 22 101
Panel cointegration with global stochastic trends 0 0 4 309 2 3 28 828
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 0 1 10 420
Serial dependence robust bootstrap test for cross-sectional correlation 0 0 0 0 0 0 0 0
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 33 0 0 11 229
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 0 1 8 132
Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic 0 0 1 21 0 1 15 62
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 0 1 9 62
Spurious regression and residual-based tests for cointegration in panel data 0 2 14 706 4 15 80 2,218
Structural changes in heterogeneous panels with endogenous regressors 0 0 1 12 0 1 14 71
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 0 1 31 0 3 18 127
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 1 1 3 51 1 5 29 200
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 20 0 1 13 83
Testing for shifts in a time trend panel data model with serially correlated error component disturbances 0 0 0 3 0 2 12 31
Testing for sphericity in a fixed effects panel data model 0 0 2 5 0 0 9 53
Testing for sphericity in a fixed effects panel data model 0 0 0 43 0 1 14 176
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 0 0 2 30 0 2 12 98
Testing the Stability of a Production Function with Urbanization as a Shift Factor 0 0 1 1 0 0 9 11
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 0 0 0 271 1 1 9 959
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 17 0 0 9 66
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 0 0 10 267
Variable selection problem in the censored regression models 0 0 0 21 0 0 10 76
Wasserstein worst-case scenarios and asset pricing 1 1 1 1 5 7 7 7
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 1 145 0 1 15 570
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 1 2 9 434
Total Journal Articles 5 10 65 2,818 30 102 827 11,581

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 2 37 0 1 13 84
Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes 0 0 2 25 1 1 14 79
Total Books 0 0 4 62 1 2 27 163

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 38
Factor-Augmented Panel Data Regression Models 0 0 0 12 0 0 1 29
Incidental Parameters Problem in Panel Data Models 0 0 5 64 2 8 41 212
Introduction 0 0 0 3 0 0 4 13
Latent-Grouped Structure in Panel Data Models 0 0 0 2 0 1 4 22
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 1 1 1 11 23
Panel Data Model with Stationary and Nonstationary Regressors and Error Terms 0 0 0 10 0 1 3 31
Panel Time Trend Model with Stationary and Nonstationary Error Terms 0 0 1 8 0 2 7 21
Structural Changes in Panel Data Models 0 0 1 24 0 1 13 66
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 11 1 1 11 91
Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models 0 0 1 17 0 0 9 41
Weak Instruments in Panel Data Models 0 0 0 11 0 1 6 46
Total Chapters 0 0 8 172 4 16 112 633

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Statistics updated 2026-10-11