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 1 26 1 4 7 98
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model 0 1 2 89 3 17 30 352
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 1 1 1 522 2 10 13 1,378
A Monte Carlo Comparison of Tests for Cointegration in Panel Data 0 0 0 143 0 7 15 389
A Panel Data Investigation of the Relationship Between Urbanization and Growth 0 0 0 606 1 4 6 2,007
A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA 0 0 1 878 1 8 10 2,241
An EM Algorithm for the Heteroscedastic Regression Models with Censored Data 0 0 0 4 0 1 2 18
Asymptotic Inference in Censored Regression MOdels Revisited 0 0 0 26 1 3 5 144
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model 0 0 0 19 1 3 7 49
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 9 14 795
Asymptotics for panel models with common shocks 0 0 0 11 0 3 5 87
Consistent Estimation with Weak Instruments in Panel Data 0 0 0 170 1 3 7 397
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 1 1 150 0 5 7 383
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 2 11 14 443
Entrepreneurship and Economic Growth: The Proof Is in the Productivity 0 1 1 299 1 8 16 1,190
Estimating and testing high dimensional factor models with multiple structural changes 0 0 0 16 0 2 5 55
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term 0 0 0 80 3 7 9 132
Estimation of Heterogeneous Panels with Structural Breaks 0 0 0 109 2 7 9 193
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates 1 1 1 37 2 4 7 332
High-Dimensional Weighted K-Means with Serial Dependence 0 1 13 13 2 12 22 22
Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 45 1 4 6 113
International R&D Spillovers: An Application of Estimation and Inference in Panel 0 0 0 317 0 3 6 869
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 1 1 2 291 10 50 54 806
Long run effect of public grants on the R&D investment: A non-stationary panel data approach 0 0 0 63 0 10 13 138
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 1 1 230 0 6 7 586
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 0 8 10 130
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey 0 2 6 2,254 7 32 64 4,033
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 99 1 6 9 235
On the Estimation and Inference of a Cointegrated Regression in Panel Data 0 2 3 1,030 2 10 16 2,856
On the Estimation and Inference of a Cointegrated Regression in Panel Data 1 3 9 742 3 28 49 2,051
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 2 2 4 728 7 18 26 1,526
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 2 4 2,420
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 4 833
Panel Cointegration with Global Stochastic Trends 0 0 0 471 1 11 18 1,063
Robust Regression with Censored Data 0 0 0 2 0 1 1 12
Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models 0 0 0 3 0 1 2 12
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 63 0 2 6 450
Simulation-Based Two-Step Estimation with Endogenous Regressors 0 0 0 593 4 16 20 1,674
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 4 5 490
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models 0 0 0 79 6 9 11 288
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 5 11 532
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable 1 1 2 1,012 1 17 34 2,907
Structural Changes in Heterogeneous Panels with Endogenous Regressors 0 0 1 85 1 3 7 111
Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary 0 0 0 200 0 4 6 625
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 119 1 4 9 112
Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 0 81 2 7 7 193
Testing for Breaks in Cointegrated Panels 0 0 0 46 3 8 9 120
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 1 7 7 93
Testing for Instability in Covariance Structures 0 0 0 26 7 12 13 94
Testing for Instability in Covariance Structures 0 0 1 34 2 7 9 59
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 2 6 6 305
Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 67 1 8 13 88
Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 0 0 0 185 0 10 11 435
Testing for Structural Change of a Time Trend Regression in Panel Data 0 0 0 521 1 5 6 1,642
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 4 5 384
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 6 10 361
The Bootstrap and the Censored Regression 0 1 1 5 0 3 6 24
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 0 3 0 2 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 10 12 169
The Identification and Estimation of a Large Factor Model with Structural Instability 0 0 0 22 0 4 7 39
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 1 4 4 485
Total Working Papers 7 19 51 14,308 91 488 737 40,117
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 20 197 8 31 102 1,081
A bias-corrected fixed effects estimator in the dynamic panel data model 0 1 4 32 2 10 30 103
A residual-based test of the null of cointegration in panel data 0 2 8 234 3 18 45 922
An em algorithm for the heteroscedastic regression models with censored data 0 0 0 32 0 3 5 93
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model 0 0 0 5 3 5 7 35
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 2 21 27 234
Asymptotics for Panel Models with Common Shocks 0 0 0 0 0 2 2 11
Bootstrapping and hypothesis testing in non-stationary panel data 0 0 0 104 2 6 10 307
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 0 0 6 105
Copula-based tests for cross-sectional independence in panel models 0 0 0 46 0 5 7 142
Errors in variables in a random-effects probit model for panel data 0 0 0 45 1 3 4 127
Errors in variables in panel data with a binary dependent variable 0 0 0 40 1 5 9 151
Errors in variables in the multinomial response model 0 0 0 12 2 4 7 67
Estimating and testing high dimensional factor models with multiple structural changes 0 0 1 7 3 11 19 48
Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term 0 1 2 15 1 7 12 60
Estimation of heterogeneous panels with structural breaks 0 0 0 57 1 7 13 220
High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection 0 0 2 5 3 7 17 36
Identification and estimation of a large factor model with structural instability 0 0 3 24 1 6 14 101
Influence diagnostic for censored regression models 0 0 0 8 0 3 3 56
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration 0 0 1 16 3 8 14 54
Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach 1 1 3 35 8 16 23 134
Mahalanobis Metric Based Clustering for Fixed Effects Model 0 0 0 1 1 5 10 21
On testing for sphericity with non-normality in a fixed effects panel data model 0 2 2 26 3 10 15 91
Panel cointegration with global stochastic trends 0 0 2 306 1 12 23 818
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings 0 0 0 75 1 5 7 415
Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints 0 0 0 33 2 3 7 224
Sinking Funds and the Agency Costs of Corporate Debt 0 0 0 0 0 4 6 130
Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic 0 0 0 20 0 8 12 56
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model 0 0 0 5 0 6 9 59
Spurious regression and residual-based tests for cointegration in panel data 0 5 15 700 2 22 64 2,173
Structural changes in heterogeneous panels with endogenous regressors 0 0 0 11 3 6 9 64
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary 0 0 0 30 0 5 10 118
Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation 0 0 2 50 6 14 19 189
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test 0 0 0 20 2 7 10 78
Testing for shifts in a time trend panel data model with serially correlated error component disturbances 0 0 0 3 2 7 11 28
Testing for sphericity in a fixed effects panel data model 0 1 1 4 1 4 6 50
Testing for sphericity in a fixed effects panel data model 0 0 0 43 2 4 7 167
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth 0 1 1 29 0 3 5 90
Testing the Stability of a Production Function with Urbanization as a Shift Factor 0 1 1 1 0 5 7 9
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach 0 0 0 271 0 7 9 957
The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term 0 0 1 17 1 5 7 63
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds 0 0 0 0 1 3 7 264
Variable selection problem in the censored regression models 0 0 0 21 0 5 10 75
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 144 0 5 9 564
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model 0 0 0 0 0 5 6 431
Total Journal Articles 2 19 69 2,782 72 338 661 11,221

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 1 6 9 80
Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes 0 0 2 24 0 5 8 72
Total Books 0 0 3 60 1 11 17 152

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 1 3 37
Factor-Augmented Panel Data Regression Models 0 0 1 12 0 0 1 28
Incidental Parameters Problem in Panel Data Models 0 1 5 61 6 11 22 184
Introduction 0 0 0 3 0 0 0 9
Latent-Grouped Structure in Panel Data Models 0 0 0 2 0 1 3 20
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments 0 0 0 1 1 3 9 19
Panel Data Model with Stationary and Nonstationary Regressors and Error Terms 0 0 0 10 0 1 1 29
Panel Time Trend Model with Stationary and Nonstationary Error Terms 0 1 1 8 0 4 6 19
Structural Changes in Panel Data Models 0 0 4 24 1 4 13 60
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances 0 0 0 11 0 4 6 86
Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models 0 0 0 16 0 3 5 36
Weak Instruments in Panel Data Models 0 0 0 11 0 0 2 41
Total Chapters 0 2 11 168 8 32 71 568

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Statistics updated 2026-03-04