EconPapers    
Economics at your fingertips  
 

Details about Chihwa Kao

E-mail:
Homepage:http://faculty.maxwell.syr.edu/cdkao/
Workplace:Department of Economics, University of Connecticut, (more information at EDIRC)

Access statistics for papers by Chihwa Kao.

Last updated 2017-05-23. Update your information in the RePEc Author Service.

Short-id: pka371


Jump to Journal Articles

Working Papers

2017

  1. Religiosity: Identifying the Effect of Pluralism
    Working papers, University of Connecticut, Department of Economics Downloads

2016

  1. Identification and Estimation of a Large Factor Model with Structural Instability
    Working papers, University of Connecticut, Department of Economics Downloads
  2. Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation
    Working papers, University of Connecticut, Department of Economics Downloads
  3. Testing for Instability in Covariance Structures
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012) Downloads

2015

  1. Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (1)
  2. Estimation of Heterogeneous Panels with Structural Breaks
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)

2014

  1. "On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    See also Journal Article in Statistics & Probability Letters (2015)
  2. Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads

2012

  1. A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (16)
    See also Journal Article in Journal of Econometrics (2012)
  2. On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  3. Testing for Breaks in Cointegrated Panels
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  4. The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012) Downloads

    See also Journal Article in Spatial Economic Analysis (2013)

2011

  1. Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (5)
    See also Journal Article in AStA Advances in Statistical Analysis (2011)
  2. Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads

2009

  1. Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads

2007

  1. 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
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (3)
  2. Consistent Estimation with Weak Instruments in Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  3. Copula-Based Tests for Cross-Sectional Independence in Panel Models
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    See also Journal Article in Economics Letters (2008)
  4. Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (1)
    Also in Working Papers, Department of Economics and Technology Management, University of Bergamo (2007) Downloads View citations (1)
  5. Panel Cointegration with Global Stochastic Trends
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2009)
  6. Testing for Instability in Factor Structure of Yield Curves
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads

2006

  1. Asymptotics for panel models with common shocks
    Working Papers, Department of Economics and Technology Management, University of Bergamo Downloads
  2. The Asymptotics for Panel Models with Common Shocks
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (5)

2005

  1. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (4)
  2. Simulation-Based Two-Step Estimation with Endogenous Regressors
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (1)

2004

  1. Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads

2003

  1. Entrepreneurship and Economic Growth: The Proof Is in the Productivity
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (9)

2002

  1. Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads
    See also Journal Article in Economics Bulletin (2005)
  2. Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data Downloads

2001

  1. Asymptotic Inference in Censored Regression MOdels Revisited
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  2. Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  3. Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (8)
    See also Journal Article in Annals of Economics and Finance (2001)
  4. Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads

2000

  1. Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (260)
  2. Testing for Structural Change of a Time Trend Regression in Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)
  3. Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    See also Journal Article in Econometrica (2004)

1999

  1. A Monte Carlo Comparison of Tests for Cointegration in Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    Also in Econometrics, EconWPA (1997) Downloads View citations (13)
  2. International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (61)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1999)
  3. On the Estimation and Inference of a Cointegrated Regression in Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (60)
    Also in Econometrics, EconWPA (1997) Downloads View citations (14)
  4. On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    Also in Econometrics, EconWPA (1998) Downloads
  5. Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (4)

1998

  1. A Panel Data Investigation of the Relationship Between Urbanization and Growth
    Urban/Regional, EconWPA Downloads View citations (3)

1997

  1. A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA
    Econometrics, EconWPA Downloads View citations (119)
    See also Journal Article in Econometric Reviews (1998)
  2. International R&D Spillovers: An Application of Estimation and Inference in Panel
    International Trade, EconWPA Downloads View citations (1)
  3. Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable
    Econometrics, EconWPA Downloads View citations (1)

Journal Articles

2015

  1. On testing for sphericity with non-normality in a fixed effects panel data model
    Statistics & Probability Letters, 2015, 98, (C), 123-130 Downloads
    See also Working Paper (2014)

2013

  1. Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test
    Statistical Papers, 2013, 54, (4), 1067-1094 Downloads View citations (1)
  2. The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term
    Spatial Economic Analysis, 2013, 8, (3), 241-270 Downloads View citations (4)
    See also Working Paper (2012)

2012

  1. A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
    Journal of Econometrics, 2012, 170, (1), 164-177 Downloads View citations (9)
    See also Working Paper (2012)

2011

  1. Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary
    AStA Advances in Statistical Analysis, 2011, 95, (4), 329-350 Downloads View citations (2)
    See also Working Paper (2011)
  2. Testing for sphericity in a fixed effects panel data model
    Econometrics Journal, 2011, 14, (1), 25-47 Downloads View citations (13)
    Also in Econometrics Journal, 2011, 14, 25-47 (2011) Downloads View citations (6)

2010

  1. Bounded influence estimator for GARCH models: evidence from foreign exchange rates
    Applied Economics, 2010, 42, (11), 1437-1445 Downloads View citations (1)

2009

  1. Panel cointegration with global stochastic trends
    Journal of Econometrics, 2009, 149, (1), 82-99 Downloads View citations (95)
    See also Working Paper (2007)

2008

  1. 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
    Econometrics Journal, 2008, 11, (3), 554-572 Downloads View citations (5)
  2. Copula-based tests for cross-sectional independence in panel models
    Economics Letters, 2008, 100, (2), 224-228 Downloads
    See also Working Paper (2007)

2006

  1. Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth
    Economics Bulletin, 2006, 3, (14), 1-12 Downloads View citations (1)

2005

  1. Bootstrapping and hypothesis testing in non-stationary panel data
    Applied Economics Letters, 2005, 12, (5), 313-318 Downloads
  2. Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model
    Economics Bulletin, 2005, 3, (10), 1-13 Downloads
    See also Working Paper (2002)

2004

  1. Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
    Econometrica, 2004, 72, (5), 1519-1563 Downloads View citations (22)
    See also Working Paper (2000)

2001

  1. Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
    Annals of Economics and Finance, 2001, 2, (1), 215-235 Downloads View citations (8)
    See also Working Paper (2001)

1999

  1. International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration
    Oxford Bulletin of Economics and Statistics, 1999, 61, 691-709 Downloads View citations (53)
    See also Working Paper (1999)
  2. Spurious regression and residual-based tests for cointegration in panel data
    Journal of Econometrics, 1999, 90, (1), 1-44 Downloads View citations (773)
  3. Testing the Stability of a Production Function with Urbanization as a Shift Factor
    Oxford Bulletin of Economics and Statistics, 1999, 61, 671-90 Downloads View citations (21)

1998

  1. A residual-based test of the null of cointegration in panel data
    Econometric Reviews, 1998, 17, (1), 57-84 Downloads View citations (133)
    See also Working Paper (1997)
  2. Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model
    Economic Inquiry, 1998, 36, (2), 320-32 View citations (7)

1994

  1. Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings
    The Review of Economics and Statistics, 1994, 76, (3), 490-502 Downloads View citations (5)
  2. Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach
    The Journal of Business, 1994, 67, (1), 45-68 Downloads View citations (10)

1990

  1. Sinking Funds and the Agency Costs of Corporate Debt
    The Financial Review, 1990, 25, (1), 95-113 View citations (1)
  2. Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds
    Journal of Business & Economic Statistics, 1990, 8, (3), 317-25 View citations (14)

1987

  1. Errors in variables in a random-effects probit model for panel data
    Economics Letters, 1987, 24, (4), 339-342 Downloads View citations (2)
  2. Errors in variables in panel data with a binary dependent variable
    Economics Letters, 1987, 24, (1), 45-49 Downloads View citations (2)
  3. Errors in variables in the multinomial response model
    Economics Letters, 1987, 25, (3), 249-254 Downloads View citations (2)

1986

  1. Variable selection problem in the censored regression models
    Economics Letters, 1986, 22, (4), 353-357 Downloads View citations (1)

1985

  1. An em algorithm for the heteroscedastic regression models with censored data
    Economics Letters, 1985, 17, (1-2), 91-96 Downloads
  2. Influence diagnostic for censored regression models
    Statistics & Probability Letters, 1985, 3, (6), 337-342 Downloads
 
Page updated 2017-06-27