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 2 20 0 3 10 70
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 0 0 1 85 2 9 25 251
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 141 2 3 3 358
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 1 2 2 516 4 6 9 1,334
A Panel Data Investigation of the Relationship Between Urbanization and Growth 1 1 6 595 1 4 22 1,956
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 1 2 2 865 2 5 12 2,166
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 1 1 2 2 1 2 4 4
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 0 0 0 126
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 0 0 16 0 1 2 27
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 1 2 6 762
Asymptotics for panel models with common shocks 0 0 0 11 0 1 4 69
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 2 3 3 376
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 1 149 0 1 7 357
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 111 0 0 1 410
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 0 0 297 2 4 16 1,102
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 0 0 3 69 1 2 15 96
Estimation of Heterogeneous Panels with Structural Breaks 1 1 2 97 4 6 11 150
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 0 0 36 1 1 1 315
Identification and Estimation of a Large Factor Model with Structural Instability 0 0 2 41 0 1 6 69
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 1 314 0 0 5 838
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 1 1 282 0 2 5 697
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 1 1 5 53 1 2 16 74
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 0 227 1 2 7 560
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 19 0 1 3 104
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 1 1 2 2,232 7 13 39 3,786
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 1 95 1 2 5 203
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 2 13 996 2 8 31 2,712
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 0 0 721 5 15 49 1,853
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 0 0 719 0 0 12 1,453
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 2 2 7 2,376
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 1 1 812
Panel Cointegration with Global Stochastic Trends 0 0 0 467 0 1 10 973
Robust Regression with Censored Data 0 0 1 1 0 1 4 4
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 1 1 2 2 1 1 2 2
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 58 0 3 17 409
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 592 0 0 2 1,628
Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments 0 0 1 1 0 1 2 2
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 0 43 0 0 1 472
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 0 77 1 1 4 262
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 4 6 507
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 0 2 3 988 4 6 17 2,783
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 0 4 10 603
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 2 2 0 0 7 10
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 1 4 117 0 3 14 90
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 2 4 74 2 6 26 142
Testing for Breaks in Cointegrated Panels 0 0 0 46 1 2 4 91
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 1 2 3 70
Testing for Instability in Covariance Structures 0 0 0 24 2 2 5 71
Testing for Instability in Covariance Structures 1 1 2 28 1 1 5 31
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 0 0 4 289
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 1 2 4 413
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 520 0 2 10 1,601
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 3 4 369
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 0 1 340
The Bootstrap and the Censored Regression 0 0 1 1 0 0 2 2
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 1 2 6 145
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 1 1 1 26
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 19 0 1 6 19
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 0 2 2 471
Total Working Papers 9 20 66 13,858 60 153 516 37,291


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 2 7 60 4 16 47 310
A residual-based test of the null of cointegration in panel data 0 2 2 200 1 6 16 651
An em algorithm for the heteroscedastic regression models with censored data 0 0 1 31 1 1 3 83
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 2 2 1 1 7 12
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 5 196
Asymptotics for Panel Models with Common Shocks 0 0 0 0 1 1 3 3
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 102 0 2 2 287
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 0 0 4 87
Copula-based tests for cross-sectional independence in panel models 0 0 0 43 0 1 5 118
Errors in variables in a random-effects probit model for panel data 0 0 0 43 2 2 2 116
Errors in variables in panel data with a binary dependent variable 0 0 0 38 1 1 4 106
Errors in variables in the multinomial response model 0 0 1 11 0 0 2 55
Estimation of heterogeneous panels with structural breaks 0 1 7 31 1 3 13 110
Identification and estimation of a large factor model with structural instability 0 0 4 16 2 2 14 63
Influence diagnostic for censored regression models 0 0 0 8 0 0 1 49
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 2 3 6 143 6 12 26 392
On testing for sphericity with non-normality in a fixed effects panel data model 0 0 2 23 0 1 12 65
Panel cointegration with global stochastic trends 1 4 15 270 4 12 37 663
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 0 1 7 398
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 30 1 1 11 197
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 1 1 3 118
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 0 0 5 32
Spurious regression and residual-based tests for cointegration in panel data 5 11 25 564 10 32 86 1,618
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 0 2 29 1 2 6 98
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 5 27 1 4 23 83
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 2 19 0 0 4 61
Testing for sphericity in a fixed effects panel data model 0 1 1 43 2 3 5 146
Testing for sphericity in a fixed effects panel data model 0 0 0 1 0 1 4 25
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 0 1 1 22 0 2 3 72
Testing the Stability of a Production Function with Urbanization as a Shift Factor 0 0 0 68 1 1 2 477
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 2 2 2 263 3 4 15 911
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 1 12 0 0 1 43
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 0 0 2 245
Variable selection problem in the censored regression models 0 0 0 21 1 1 1 61
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 142 1 1 4 535
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 0 0 2 403
Total Journal Articles 10 27 86 2,399 46 115 387 8,889


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 1 5 9 4 8 34 45
Total Chapters 0 1 5 9 4 8 34 45


Statistics updated 2019-09-09