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 21 0 2 9 74
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 0 0 1 85 1 7 31 264
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 2 516 1 4 10 1,338
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 1 1 1 142 2 3 6 361
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 1 4 597 1 7 14 1,965
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 0 1 4 867 4 9 19 2,176
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 0 0 2 2 0 3 9 9
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 2 5 6 132
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 1 1 1 17 2 2 5 30
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 2 5 10 767
Asymptotics for panel models with common shocks 0 0 0 11 1 2 6 72
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 0 0 7 380
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 0 149 0 3 7 360
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 111 2 5 9 419
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 0 0 297 2 7 19 1,111
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 0 1 3 70 0 1 10 98
Estimation of Heterogeneous Panels with Structural Breaks 1 1 3 99 1 3 17 160
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 0 0 0 36 1 3 4 318
Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 41 2 3 7 74
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 1 314 0 0 4 839
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 1 282 3 4 7 701
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 4 55 0 8 26 92
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 0 227 0 1 10 564
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 1 2 21 1 2 8 110
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 0 0 2 2,232 5 15 48 3,808
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 95 2 6 10 209
On the Estimation and Inference of a Cointegrated Regression in Panel Data 1 3 14 1,001 2 8 33 2,724
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 0 0 721 3 10 47 1,868
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 0 0 719 1 4 11 1,459
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 0 1 6 2,378
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 3 7 818
Panel Cointegration with Global Stochastic Trends 0 0 1 468 2 6 13 983
Robust Regression with Censored Data 0 0 1 1 0 1 4 6
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 0 0 2 2 2 4 6 6
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 1 59 2 2 13 413
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 592 2 5 8 1,634
Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments 0 0 1 1 0 3 5 5
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH 0 0 0 43 3 4 4 476
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 0 77 4 5 8 268
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 3 3 10 512
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 1 2 4 990 2 4 20 2,791
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 3 6 13 610
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 4 117 0 1 10 91
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 1 2 0 0 4 10
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 3 74 0 4 21 149
Testing for Breaks in Cointegrated Panels 0 0 0 46 1 3 9 97
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 0 2 6 73
Testing for Instability in Covariance Structures 0 0 2 28 1 3 9 36
Testing for Instability in Covariance Structures 0 0 0 24 0 0 4 72
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 3 4 8 295
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 1 1 5 415
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 520 0 2 4 1,603
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 2 5 371
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 2 4 8 347
The Bootstrap and the Censored Regression 0 0 1 1 1 4 6 7
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 2 4 7 32
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 72 1 3 7 149
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 1 20 0 1 8 23
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 2 4 7 476
Total Working Papers 5 12 69 13,882 79 221 654 37,628


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 3 13 67 15 40 80 359
A residual-based test of the null of cointegration in panel data 0 0 2 200 3 8 25 665
An em algorithm for the heteroscedastic regression models with censored data 0 0 1 31 0 0 3 83
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 1 2 2 3 7 16
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 1 196
Asymptotics for Panel Models with Common Shocks 0 0 0 0 1 2 4 5
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 102 0 1 3 288
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 2 2 5 90
Copula-based tests for cross-sectional independence in panel models 0 0 0 43 0 1 5 120
Errors in variables in a random-effects probit model for panel data 0 1 1 44 0 2 6 120
Errors in variables in panel data with a binary dependent variable 0 0 0 38 0 28 30 134
Errors in variables in the multinomial response model 0 0 1 11 0 1 3 57
Estimation of heterogeneous panels with structural breaks 1 2 8 34 3 5 20 120
Identification and estimation of a large factor model with structural instability 0 0 1 17 1 4 14 72
Influence diagnostic for censored regression models 0 0 0 8 1 1 2 51
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 5 10 148 4 17 35 410
On testing for sphericity with non-normality in a fixed effects panel data model 0 0 1 23 0 1 6 66
Panel cointegration with global stochastic trends 1 1 8 272 2 6 31 674
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 0 1 8 401
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 1 31 4 4 9 202
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 0 1 3 120
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 2 3 7 38
Spurious regression and residual-based tests for cointegration in panel data 1 4 26 568 11 27 105 1,659
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 0 1 29 0 0 5 99
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 1 3 5 31 2 4 22 93
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 19 0 0 1 61
Testing for sphericity in a fixed effects panel data model 0 0 0 1 1 2 8 31
Testing for sphericity in a fixed effects panel data model 0 0 1 43 0 0 8 151
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 0 1 2 23 1 4 6 76
Testing the Stability of a Production Function with Urbanization as a Shift Factor 0 0 0 68 2 2 4 480
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 0 0 2 263 1 4 15 915
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 12 1 1 3 46
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 3 3 4 248
Variable selection problem in the censored regression models 0 0 0 21 2 2 3 63
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 1 1 1 143 2 3 9 541
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 3 3 6 407
Total Journal Articles 6 21 86 2,429 69 186 506 9,157


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 0 4 9 4 5 26 50
Total Chapters 0 0 4 9 4 5 26 50


Statistics updated 2020-02-04