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 27 0 2 9 100
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 0 1 3 90 1 6 33 358
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 1 522 0 3 20 1,385
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 143 1 3 19 393
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 0 0 606 0 4 11 2,012
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 0 0 1 878 0 3 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 1 2 9 148
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 0 0 19 1 2 12 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 1 1 14 796
Asymptotics for panel models with common shocks 0 0 0 11 0 2 7 89
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 1 4 12 402
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 1 150 1 2 10 386
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 1 4 18 447
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 0 1 299 1 7 20 1,197
Estimating and testing high dimensional factor models with multiple structural changes 1 1 1 17 1 3 8 60
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 0 0 0 80 1 3 14 137
Estimation of Heterogeneous Panels with Structural Breaks 0 0 1 110 0 6 15 200
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 0 1 37 0 1 8 334
High-Dimensional Weighted K-Means with Serial Dependence 2 2 16 16 2 4 29 29
Identification and Estimation of a Large Factor Model with Structural Instability 0 0 1 46 0 2 10 117
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 0 317 0 3 9 873
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 1 291 1 7 64 817
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 0 63 1 3 17 142
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 1 230 1 5 13 592
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 0 6 19 140
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 0 0 4 2,255 0 10 68 4,048
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 99 0 4 14 240
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 0 8 742 0 5 56 2,059
On the Estimation and Inference of a Cointegrated Regression in Panel Data 1 2 6 1,034 2 13 29 2,873
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 1 2 5 730 3 18 44 1,546
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 0 2 8 837
Panel Cointegration with Global Stochastic Trends 0 0 0 471 0 4 20 1,068
Robust Regression with Censored Data 0 0 0 2 0 1 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 8 454
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 593 2 5 27 1,681
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 1 3 14 291
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 2 13 535
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 0 7 39 2,917
Structural Changes in Heterogeneous Panels with Endogenous Regressors 0 0 0 85 1 5 9 116
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 0 4 10 629
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 119 1 2 12 115
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 0 81 0 5 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 1 1 27 0 5 19 100
Testing for Instability in Covariance Structures 0 0 0 34 0 1 9 60
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 2 6 12 311
Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 67 1 2 15 91
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 0 4 15 440
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 521 0 1 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 8 362
The Bootstrap and the Censored Regression 0 0 1 5 0 0 6 25
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 Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 1 6 19 177
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 22 0 1 8 41
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 1 9 14 495
Total Working Papers 5 10 58 14,324 32 231 985 40,421
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 1 4 21 203 4 24 104 1,111
A bias-corrected fixed effects estimator in the dynamic panel data model 0 0 3 32 0 4 30 109
A residual-based test of the null of cointegration in panel data 0 0 5 234 2 7 43 934
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 0 4 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 0 3 29 238
Asymptotics for Panel Models with Common Shocks 0 0 0 0 0 2 4 13
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 104 1 4 15 312
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 1 2 8 107
Copula-based tests for cross-sectional independence in panel models 0 0 0 46 0 0 10 145
Errors in variables in a random-effects probit model for panel data 0 0 0 45 1 2 6 129
Errors in variables in panel data with a binary dependent variable 0 0 0 40 0 1 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 0 7 0 6 22 55
Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term 0 0 2 15 0 3 15 64
Estimation of heterogeneous panels with structural breaks 0 0 0 57 0 6 17 227
High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection 0 0 1 5 1 2 16 42
Identification and estimation of a large factor model with structural instability 1 1 2 25 1 5 17 108
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 0 16 1 4 15 58
Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach 0 0 1 35 1 4 26 141
Mahalanobis Metric Based Clustering for Fixed Effects Model 0 0 1 2 0 2 12 24
On testing for sphericity with non-normality in a fixed effects panel data model 0 0 3 27 1 5 22 98
Panel cointegration with global stochastic trends 0 2 5 309 2 5 29 825
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 1 3 9 419
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 33 0 4 11 229
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 1 1 1 21 1 4 15 61
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 61
Spurious regression and residual-based tests for cointegration in panel data 0 3 15 704 6 21 77 2,203
Structural changes in heterogeneous panels with endogenous regressors 0 1 1 12 0 6 15 70
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 0 1 31 0 5 15 124
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 2 50 0 3 24 195
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 20 0 2 14 82
Testing for shifts in a time trend panel data model with serially correlated error component disturbances 0 0 0 3 0 0 12 29
Testing for sphericity in a fixed effects panel data model 0 1 2 5 0 3 9 53
Testing for sphericity in a fixed effects panel data model 0 0 0 43 1 6 14 175
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 0 1 2 30 0 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 2 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 0 1 145 0 4 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 3 14 70 2,804 25 179 795 11,462

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
High-Dimensional Econometrics and Identification 1 1 2 37 1 3 12 83
Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes 0 1 3 25 0 6 14 78
Total Books 1 2 5 62 1 9 26 161

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 2 38
Factor-Augmented Panel Data Regression Models 0 0 1 12 0 1 2 29
Incidental Parameters Problem in Panel Data Models 0 3 6 64 2 18 37 204
Introduction 0 0 0 3 0 4 4 13
Latent-Grouped Structure in Panel Data Models 0 0 0 2 0 1 3 21
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 1 0 3 10 22
Panel Data Model with Stationary and Nonstationary Regressors and Error Terms 0 0 0 10 1 1 2 30
Panel Time Trend Model with Stationary and Nonstationary Error Terms 0 0 1 8 0 0 5 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 0 4 10 90
Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models 0 1 1 17 0 3 10 41
Weak Instruments in Panel Data Models 0 0 0 11 0 4 5 45
Total Chapters 0 4 11 172 4 45 106 617

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Statistics updated 2026-07-10