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 1 1 2 27 2 2 9 100
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 0 1 3 90 1 5 33 357
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 143 2 3 18 392
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 1 522 2 7 20 1,385
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 0 0 606 1 5 11 2,012
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 0 0 1 878 1 4 14 2,245
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 0 0 0 4 0 1 3 19
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 0 3 8 147
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 0 0 19 0 4 11 53
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 13 795
Asymptotics for panel models with common shocks 0 0 0 11 1 2 7 89
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 0 4 11 401
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 1 150 0 2 9 385
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 1 3 17 446
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 0 1 299 1 6 20 1,196
Estimating and testing high dimensional factor models with multiple structural changes 0 0 0 16 1 4 7 59
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 0 0 0 80 1 4 13 136
Estimation of Heterogeneous Panels with Structural Breaks 0 1 1 110 1 7 15 200
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 0 1 37 1 2 8 334
High-Dimensional Weighted K-Means with Serial Dependence 0 1 14 14 1 5 27 27
Identification and Estimation of a Large Factor Model with Structural Instability 0 1 1 46 0 4 10 117
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 0 317 0 4 9 873
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 2 291 1 10 64 816
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 0 63 0 3 16 141
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 1 230 0 5 12 591
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 0 10 19 140
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 0 1 4 2,255 4 15 71 4,048
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 99 0 5 14 240
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 0 8 742 2 8 56 2,059
On the Estimation and Inference of a Cointegrated Regression in Panel Data 1 3 5 1,033 4 15 27 2,871
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 1 1 4 729 11 17 42 1,543
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 0 3 7 2,423
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 4 8 837
Panel Cointegration with Global Stochastic Trends 0 0 0 471 0 5 21 1,068
Robust Regression with Censored Data 0 0 0 2 0 2 3 14
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 0 0 0 3 0 0 2 12
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 63 1 3 7 453
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 593 0 5 25 1,679
Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments 0 0 0 1 0 1 1 8
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 0 44 0 3 8 493
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 0 79 0 2 13 290
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 3 14 535
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 2 10 39 2,917
Structural Changes in Heterogeneous Panels with Endogenous Regressors 0 0 0 85 1 4 8 115
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 1 4 10 629
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 119 0 2 11 114
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 0 81 0 6 13 199
Testing for Breaks in Cointegrated Panels 0 0 0 46 0 2 11 122
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 0 2 9 95
Testing for Instability in Covariance Structures 0 0 0 34 0 1 9 60
Testing for Instability in Covariance Structures 0 1 1 27 0 6 19 100
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 0 4 10 309
Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 67 0 2 14 90
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 0 5 15 440
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 521 1 2 8 1,644
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 2 7 386
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 1 11 362
The Bootstrap and the Censored Regression 0 0 1 5 0 1 6 25
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 0 7 18 176
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 0 0 3 42
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 22 0 2 8 41
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 3 9 13 494
Total Working Papers 3 11 54 14,319 50 272 965 40,389
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 3 5 22 202 9 26 106 1,107
A bias-corrected fixed effects estimator in the dynamic panel data model 0 0 3 32 0 6 31 109
A residual-based test of the null of cointegration in panel data 0 0 5 234 2 10 41 932
An em algorithm for the heteroscedastic regression models with censored data 0 0 0 32 0 0 5 93
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 0 5 1 6 13 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 1 4 29 238
Asymptotics for Panel Models with Common Shocks 0 0 0 0 1 2 4 13
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 104 0 4 14 311
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 0 1 7 106
Copula-based tests for cross-sectional independence in panel models 0 0 0 46 0 3 10 145
Errors in variables in a random-effects probit model for panel data 0 0 0 45 0 1 5 128
Errors in variables in panel data with a binary dependent variable 0 0 0 40 0 2 11 153
Errors in variables in the multinomial response model 0 0 0 12 0 0 7 67
Estimating and testing high dimensional factor models with multiple structural changes 0 0 1 7 5 7 25 55
Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term 0 0 2 15 2 4 15 64
Estimation of heterogeneous panels with structural breaks 0 0 0 57 3 7 17 227
High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection 0 0 1 5 1 5 17 41
Identification and estimation of a large factor model with structural instability 0 0 1 24 3 6 16 107
Influence diagnostic for censored regression models 0 0 0 8 0 5 8 61
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 1 16 1 3 16 57
Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach 0 0 1 35 1 6 26 140
Mahalanobis Metric Based Clustering for Fixed Effects Model 0 1 1 2 1 3 12 24
On testing for sphericity with non-normality in a fixed effects panel data model 0 1 3 27 2 6 21 97
Panel cointegration with global stochastic trends 1 3 5 309 2 5 27 823
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 0 3 9 418
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 33 0 5 12 229
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 0 1 7 131
Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic 0 0 0 20 0 4 14 60
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 0 2 9 61
Spurious regression and residual-based tests for cointegration in panel data 3 4 18 704 5 24 81 2,197
Structural changes in heterogeneous panels with endogenous regressors 0 1 1 12 1 6 15 70
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 1 1 31 2 6 15 124
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 2 50 2 6 24 195
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 20 1 4 14 82
Testing for shifts in a time trend panel data model with serially correlated error component disturbances 0 0 0 3 0 1 12 29
Testing for sphericity in a fixed effects panel data model 0 1 2 5 1 3 9 53
Testing for sphericity in a fixed effects panel data model 0 0 0 43 2 7 14 174
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 0 1 2 30 1 6 11 96
Testing the Stability of a Production Function with Urbanization as a Shift Factor 0 0 1 1 0 2 9 11
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 0 0 0 271 0 1 9 958
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 17 0 3 9 66
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 0 3 10 267
Variable selection problem in the censored regression models 0 0 0 21 0 1 11 76
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 1 1 145 1 5 14 569
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 0 1 7 432
Total Journal Articles 7 19 74 2,801 51 216 798 11,437

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 1 36 0 2 11 82
Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes 0 1 3 25 0 6 14 78
Total Books 0 1 4 61 0 8 25 160

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 37
Factor-Augmented Panel Data Regression Models 0 0 1 12 0 1 2 29
Incidental Parameters Problem in Panel Data Models 2 3 6 64 8 18 35 202
Introduction 0 0 0 3 0 4 4 13
Latent-Grouped Structure in Panel Data Models 0 0 0 2 0 1 4 21
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 1 0 3 11 22
Panel Data Model with Stationary and Nonstationary Regressors and Error Terms 0 0 0 10 0 0 1 29
Panel Time Trend Model with Stationary and Nonstationary Error Terms 0 0 1 8 0 0 6 19
Structural Changes in Panel Data Models 0 0 2 24 0 5 16 65
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 11 2 4 10 90
Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models 1 1 1 17 1 5 10 41
Weak Instruments in Panel Data Models 0 0 0 11 2 4 6 45
Total Chapters 3 4 11 172 13 45 107 613

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Statistics updated 2026-06-04