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 0 25 0 0 0 91
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 0 0 0 87 0 3 6 328
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 143 0 0 3 374
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 521 0 0 3 1,365
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 0 0 606 1 1 1 2,002
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 0 1 1 878 0 1 2 2,232
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 0 0 0 4 0 0 1 16
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 0 0 1 139
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 0 0 19 0 2 3 44
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 1 782
Asymptotics for panel models with common shocks 0 0 0 11 0 0 2 82
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 0 0 0 390
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 0 149 0 1 1 377
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 0 0 0 429
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 0 0 298 0 0 5 1,177
Estimating and testing high dimensional factor models with multiple structural changes 0 0 1 16 0 0 3 52
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 0 0 0 80 0 1 2 124
Estimation of Heterogeneous Panels with Structural Breaks 0 0 0 109 0 0 2 185
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 0 0 36 0 0 1 326
High-Dimensional Weighted K-Means with Serial Dependence 0 0 0 0 0 0 0 0
Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 45 0 0 1 107
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 0 317 0 0 2 864
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 2 290 0 0 5 753
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 1 63 0 1 2 126
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 0 229 0 0 0 579
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 0 0 2 121
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 0 1 5 2,252 2 10 28 3,990
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 1 99 0 1 3 227
On the Estimation and Inference of a Cointegrated Regression in Panel Data 1 4 6 738 1 11 18 2,014
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 0 1 1,028 0 1 9 2,845
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 0 3 725 0 2 10 1,504
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 1 417 1 1 2 2,417
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 1 830
Panel Cointegration with Global Stochastic Trends 0 0 0 471 0 2 6 1,050
Robust Regression with Censored Data 0 0 0 2 0 0 0 11
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 0 0 0 3 0 1 1 11
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 1 63 0 1 5 447
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 593 0 1 1 1,655
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 7
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 0 44 0 0 0 485
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 0 79 0 0 0 277
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 0 2 522
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 0 0 1 1,010 1 3 14 2,881
Structural Changes in Heterogeneous Panels with Endogenous Regressors 0 0 1 85 0 1 5 108
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 0 1 1 620
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 119 0 1 2 104
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 0 81 0 0 2 186
Testing for Breaks in Cointegrated Panels 0 0 0 46 0 0 0 111
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 0 0 1 86
Testing for Instability in Covariance Structures 0 0 0 26 0 0 2 81
Testing for Instability in Covariance Structures 0 0 3 34 0 0 3 51
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 0 0 1 299
Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 67 0 2 5 78
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 0 0 1 425
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 521 0 0 2 1,636
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 1 379
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 0 4 354
The Bootstrap and the Censored Regression 0 0 0 4 0 1 3 20
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 0 0 0 39
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 0 0 2 158
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 22 0 0 2 33
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 0 0 0 481
Total Working Papers 1 6 28 14,272 6 51 187 39,487
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 9 22 191 6 20 99 1,027
A bias-corrected fixed effects estimator in the dynamic panel data model 1 1 6 30 2 3 17 82
A residual-based test of the null of cointegration in panel data 1 2 6 231 2 6 33 897
An em algorithm for the heteroscedastic regression models with censored data 0 0 0 32 0 1 2 89
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 0 5 0 1 2 29
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 0 5 209
Asymptotics for Panel Models with Common Shocks 0 0 0 0 0 0 0 9
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 104 1 2 3 299
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 0 2 2 101
Copula-based tests for cross-sectional independence in panel models 0 0 1 46 0 1 3 136
Errors in variables in a random-effects probit model for panel data 0 0 0 45 0 1 2 124
Errors in variables in panel data with a binary dependent variable 0 0 0 40 0 2 2 144
Errors in variables in the multinomial response model 0 0 0 12 1 2 2 62
Estimating and testing high dimensional factor models with multiple structural changes 0 0 1 7 0 1 7 34
Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term 0 1 2 14 1 4 7 53
Estimation of heterogeneous panels with structural breaks 0 0 1 57 0 1 9 211
High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection 0 0 1 4 0 1 11 27
Identification and estimation of a large factor model with structural instability 1 1 3 24 1 3 7 94
Influence diagnostic for censored regression models 0 0 0 8 0 0 0 53
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 6 16 0 1 11 44
Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach 0 0 4 34 0 2 12 117
Mahalanobis Metric Based Clustering for Fixed Effects Model 0 0 0 1 0 1 2 13
On testing for sphericity with non-normality in a fixed effects panel data model 0 0 0 24 1 3 3 79
Panel cointegration with global stochastic trends 1 1 1 305 1 4 6 800
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 0 0 2 410
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 1 33 0 0 3 218
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 0 0 0 124
Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic 0 0 0 20 0 1 4 47
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 0 1 4 53
Spurious regression and residual-based tests for cointegration in panel data 3 3 10 692 4 12 59 2,138
Structural changes in heterogeneous panels with endogenous regressors 0 0 0 11 0 2 3 57
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 0 0 30 0 0 1 109
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 0 48 0 0 4 171
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 20 0 2 4 70
Testing for shifts in a time trend panel data model with serially correlated error component disturbances 0 0 0 3 0 2 3 19
Testing for sphericity in a fixed effects panel data model 0 0 0 43 0 1 6 162
Testing for sphericity in a fixed effects panel data model 0 0 1 3 0 0 3 44
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 0 0 0 28 0 1 2 86
Testing the Stability of a Production Function with Urbanization as a Shift Factor 0 0 0 0 0 0 0 2
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 0 0 0 271 1 1 4 950
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 1 17 0 0 3 57
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 0 0 2 257
Variable selection problem in the censored regression models 0 0 0 21 0 1 1 66
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 144 0 0 2 555
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 0 0 1 425
Total Journal Articles 9 18 67 2,752 21 86 358 10,753

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 35 0 0 3 71
Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes 0 1 1 23 0 1 2 65
Total Books 0 1 3 58 0 1 5 136

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 3 36
Factor-Augmented Panel Data Regression Models 0 1 1 12 0 1 1 28
Incidental Parameters Problem in Panel Data Models 1 1 5 59 2 4 13 171
Introduction 0 0 0 3 0 0 1 9
Latent-Grouped Structure in Panel Data Models 0 0 0 2 0 0 3 18
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 1 0 0 5 12
Panel Data Model with Stationary and Nonstationary Regressors and Error Terms 0 0 0 10 0 0 0 28
Panel Time Trend Model with Stationary and Nonstationary Error Terms 0 0 0 7 0 0 2 14
Structural Changes in Panel Data Models 0 1 4 23 0 4 8 53
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 11 0 0 2 80
Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models 0 0 0 16 1 1 1 32
Weak Instruments in Panel Data Models 0 0 1 11 0 0 3 40
Total Chapters 1 3 11 164 3 10 42 521

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06