Details about Chihwa Kao

Access statistics for papers by Chihwa Kao.

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Short-id: pka371

Working Papers

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
2. Consistent Estimation with Weak Instruments in Panel Data
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
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
   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
5. Panel Cointegration with Global Stochastic Trends
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations
6. Testing for Instability in Factor Structure of Yield Curves
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University

2006

7. The Asymptotics for Panel Models with Common Shocks
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations

2005

8. 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
9. Simulation-Based Two-Step Estimation with Endogenous Regressors
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University

2004

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

2003

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

2002

12. 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
    See Also Journal Article in Economics Bulletin (2005)
13. 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

2001

14. Asymptotic Inference in Censored Regression MOdels Revisited
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
15. 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
16. 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

2000

17. Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations
18. 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
19. 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
    See Also Journal Article in Econometrica (2004)

1999

20. 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
    Also in
    Econometrics, EconWPA (1997) View citations
21. 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 View citations
    See Also Journal Article in Oxford Bulletin of Economics and Statistics (1999)
22. 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 View citations
    Also in
    Econometrics, EconWPA (1997) View citations
23. 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
    Also in
    Econometrics, EconWPA (1998)
24. 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 View citations

1998

25. A Panel Data Investigation of the Relationship Between Urbanization and Growth
    Urban/Regional, EconWPA

1997

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

Journal Articles

2008

1. Copula-based tests for cross-sectional independence in panel models
   Economics Letters, 2008, 100, (2), 224-228
   See Also Working Paper (2007)

2006

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

2005

3. Bootstrapping and hypothesis testing in non-stationary panel data
   Applied Economics Letters, 2005, 12, (5), 313-318
4. 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
   See Also Working Paper (2002)

2004

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

1999

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

1998

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

1995

11. A cusum test in the linear regression model with serially correlated disturbances
    Econometric Reviews, 1995, 14, (3), 331-346 View citations

1994

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

1990

14. Sinking Funds and the Agency Costs of Corporate Debt
    The Financial Review, 1990, 25, (1), 95-113
15. 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

1987

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

1986

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

1985

20. An em algorithm for the heteroscedastic regression models with censored data
    Economics Letters, 1985, 17, (1-2), 91-96