EconPapers    
Economics at your fingertips  
 

Details about Chihwa Kao

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 2023-07-06. Update your information in the RePEc Author Service.

Short-id: pka371


Jump to Journal Articles Books Chapters

Working Papers

2019

  1. Estimating and testing high dimensional factor models with multiple structural changes
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article Estimating and testing high dimensional factor models with multiple structural changes, Journal of Econometrics, Elsevier (2021) Downloads View citations (10) (2021)
  2. Structural Changes in Heterogeneous Panels with Endogenous Regressors
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (6)
    See also Journal Article Structural changes in heterogeneous panels with endogenous regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) Downloads View citations (5) (2019)
  3. Testing for Shifts 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 View citations (1)
    See also Journal Article Testing for shifts in a time trend panel data model with serially correlated error component disturbances, Econometric Reviews, Taylor & Francis Journals (2020) Downloads View citations (2) (2020)

2016

  1. Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (1)
    See also Journal Article Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model, Econometric Reviews, Taylor & Francis Journals (2017) Downloads View citations (2) (2017)
  2. Identification and Estimation of a Large Factor Model with Structural Instability
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2016) Downloads View citations (2)

    See also Journal Article Identification and estimation of a large factor model with structural instability, Journal of Econometrics, Elsevier (2017) Downloads View citations (34) (2017)
  3. Long run effect of public grants on the R&D investment: A non-stationary panel data approach
    Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG) Downloads
  4. Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation
    Working papers, University of Connecticut, Department of Economics Downloads View citations (20)
    See also Journal Article Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation, Econometrics, MDPI (2016) Downloads View citations (19) (2016)
  5. Testing for Instability in Covariance Structures
    Working papers, University of Connecticut, Department of Economics Downloads View citations (5)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012) Downloads View citations (1)

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 (2)
    See also Journal Article Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term, Econometric Reviews, Taylor & Francis Journals (2017) Downloads View citations (28) (2017)
  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 (6)
    See also Journal Article Estimation of heterogeneous panels with structural breaks, Journal of Econometrics, Elsevier (2016) Downloads View citations (58) (2016)
  3. Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
    Working Papers, College of Business, University of Texas at San Antonio Downloads
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2014) Downloads View citations (3)

    See also Chapter Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances, Advances in Econometrics, Emerald Group Publishing Limited (2014) Downloads View citations (3) (2014)

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 On testing for sphericity with non-normality in a fixed effects panel data model, Statistics & Probability Letters, Elsevier (2015) Downloads View citations (4) (2015)

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 (242)
    See also Journal Article A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model, Journal of Econometrics, Elsevier (2012) Downloads View citations (220) (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 View citations (5)
    See also Chapter On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments, Advances in Econometrics, Emerald Group Publishing Limited (2012) Downloads (2012)
  3. Testing for Breaks in Cointegrated Panels
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (3)
  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
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012)

    See also Journal Article The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term, Spatial Economic Analysis, Taylor & Francis Journals (2013) Downloads View citations (6) (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 (7)
    See also Journal Article Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary, AStA Advances in Statistical Analysis, Springer (2011) Downloads View citations (7) (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 View citations (1)

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 View citations (1)

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 Copula-based tests for cross-sectional independence in panel models, Economics Letters, Elsevier (2008) Downloads (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 (3)
    Also in Working Papers, Department of Management, Information and Production Engineering, University of Bergamo (2007) Downloads View citations (3)
  5. Panel Cointegration with Global Stochastic Trends
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (6)
    See also Journal Article Panel cointegration with global stochastic trends, Journal of Econometrics, Elsevier (2009) Downloads View citations (214) (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 Management, Information and Production Engineering, University of Bergamo Downloads View citations (13)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2006) Downloads View citations (6)

    See also Journal Article Asymptotics for Panel Models with Common Shocks, Econometric Reviews, Taylor & Francis Journals (2012) Downloads View citations (9) (2012)

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 (11)
  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 (2)

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 (23)

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 Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model, Economics Bulletin, AccessEcon (2005) Downloads (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 (24)
    See also Journal Article Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints, Annals of Economics and Finance, Society for AEF (2001) Downloads View citations (23) (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 (389)
  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 (9)
  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 Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models, Econometrica, Econometric Society (2004) Downloads View citations (38) (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 View citations (4)
    Also in Econometrics, University Library of Munich, Germany (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 (256)
    See also Journal Article International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1999) Downloads View citations (253) (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 (142)
    Also in Econometrics, University Library of Munich, Germany (1997) Downloads View citations (24)
  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 View citations (1)
    Also in Econometrics, University Library of Munich, Germany (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 (8)

1998

  1. A Panel Data Investigation of the Relationship Between Urbanization and Growth
    Urban/Regional, University Library of Munich, Germany Downloads View citations (7)

1997

  1. A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA
    Econometrics, University Library of Munich, Germany Downloads View citations (142)
    See also Journal Article A residual-based test of the null of cointegration in panel data, Econometric Reviews, Taylor & Francis Journals (1998) Downloads View citations (244) (1998)
  2. International R&D Spillovers: An Application of Estimation and Inference in Panel
    International Trade, University Library of Munich, Germany 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, University Library of Munich, Germany Downloads View citations (2)

1984

  1. An EM Algorithm for the Heteroscedastic Regression Models with Censored Data
    Discussion Papers, Chung-Hua Institution for Economic Research Downloads
    See also Journal Article An em algorithm for the heteroscedastic regression models with censored data, Economics Letters, Elsevier (1985) Downloads (1985)
  2. Robust Regression with Censored Data
    Discussion Papers, Chung-Hua Institution for Economic Research Downloads
  3. Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models
    Discussion Papers, Chung-Hua Institution for Economic Research Downloads
  4. Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments
    Discussion Papers, Chung-Hua Institution for Economic Research Downloads
  5. The Bootstrap and the Censored Regression
    Discussion Papers, Chung-Hua Institution for Economic Research Downloads

Journal Articles

2023

  1. High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection
    Mathematics, 2023, 11, (5), 1-16 Downloads

2022

  1. Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic
    JRFM, 2022, 15, (3), 1-25 Downloads View citations (1)

2021

  1. A bias-corrected fixed effects estimator in the dynamic panel data model
    Empirical Economics, 2021, 60, (1), 205-225 Downloads View citations (3)
  2. Estimating and testing high dimensional factor models with multiple structural changes
    Journal of Econometrics, 2021, 220, (2), 349-365 Downloads View citations (10)
    See also Working Paper Estimating and testing high dimensional factor models with multiple structural changes, MPRA Paper (2019) Downloads View citations (1) (2019)
  3. Mahalanobis Metric Based Clustering for Fixed Effects Model
    Sankhya B: The Indian Journal of Statistics, 2021, 83, (2), 493-506 Downloads

2020

  1. Testing for shifts in a time trend panel data model with serially correlated error component disturbances
    Econometric Reviews, 2020, 39, (8), 745-762 Downloads View citations (2)
    See also Working Paper Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances, Center for Policy Research Working Papers (2019) Downloads View citations (1) (2019)

2019

  1. Structural changes in heterogeneous panels with endogenous regressors
    Journal of Applied Econometrics, 2019, 34, (6), 883-892 Downloads View citations (5)
    See also Working Paper Structural Changes in Heterogeneous Panels with Endogenous Regressors, Center for Policy Research Working Papers (2019) Downloads View citations (6) (2019)

2018

  1. Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach
    Economic Modelling, 2018, 75, (C), 93-104 Downloads View citations (18)

2017

  1. Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
    Econometric Reviews, 2017, 36, (6-9), 853-882 Downloads View citations (2)
    See also Working Paper Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model, Center for Policy Research Working Papers (2016) Downloads View citations (1) (2016)
  2. Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
    Econometric Reviews, 2017, 36, (1-3), 85-102 Downloads View citations (28)
    See also Working Paper Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term, Center for Policy Research Working Papers (2015) Downloads View citations (2) (2015)
  3. Identification and estimation of a large factor model with structural instability
    Journal of Econometrics, 2017, 197, (1), 87-100 Downloads View citations (34)
    See also Working Paper Identification and Estimation of a Large Factor Model with Structural Instability, Working papers (2016) Downloads View citations (2) (2016)

2016

  1. Estimation of heterogeneous panels with structural breaks
    Journal of Econometrics, 2016, 191, (1), 176-195 Downloads View citations (58)
    See also Working Paper Estimation of Heterogeneous Panels with Structural Breaks, Center for Policy Research Working Papers (2015) Downloads View citations (6) (2015)
  2. Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation
    Econometrics, 2016, 4, (4), 1-24 Downloads View citations (19)
    See also Working Paper Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation, Working papers (2016) Downloads View citations (20) (2016)

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 View citations (4)
    See also Working Paper "On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model, Center for Policy Research Working Papers (2014) Downloads (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 (7)
  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 (6)
    See also Working Paper The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term, Center for Policy Research Working Papers (2012) (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 (220)
    See also Working Paper A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model, Center for Policy Research Working Papers (2012) Downloads View citations (242) (2012)
  2. Asymptotics for Panel Models with Common Shocks
    Econometric Reviews, 2012, 31, (4), 390-439 Downloads View citations (9)
    See also Working Paper Asymptotics for panel models with common shocks, Working Papers (2006) Downloads View citations (13) (2006)

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 (7)
    See also Working Paper Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary, Center for Policy Research Working Papers (2011) Downloads View citations (7) (2011)
  2. Testing for sphericity in a fixed effects panel data model
    Econometrics Journal, 2011, 14, 25-47 Downloads View citations (16)
    Also in Econometrics Journal, 2011, 14, (1), 25-47 (2011) Downloads View citations (20)

2010

  1. Bounded influence estimator for GARCH models: evidence from foreign exchange rates
    Applied Economics, 2010, 42, (11), 1437-1445 Downloads View citations (2)

2009

  1. Panel cointegration with global stochastic trends
    Journal of Econometrics, 2009, 149, (1), 82-99 Downloads View citations (214)
    See also Working Paper Panel Cointegration with Global Stochastic Trends, Center for Policy Research Working Papers (2007) Downloads View citations (6) (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 View citations (16)
  2. Copula-based tests for cross-sectional independence in panel models
    Economics Letters, 2008, 100, (2), 224-228 Downloads
    See also Working Paper Copula-Based Tests for Cross-Sectional Independence in Panel Models, Center for Policy Research Working Papers (2007) Downloads (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 (5)

2005

  1. Bootstrapping and hypothesis testing in non-stationary panel data
    Applied Economics Letters, 2005, 12, (5), 313-318 Downloads View citations (1)
  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 Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models, Computing in Economics and Finance 2002 (2002) Downloads (2002)

2004

  1. Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
    Econometrica, 2004, 72, (5), 1519-1563 Downloads View citations (38)
    See also Working Paper Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models, Center for Policy Research Working Papers (2000) Downloads (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 (23)
    See also Working Paper Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints, CEMA Working Papers (2001) Downloads View citations (24) (2001)

1999

  1. International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration
    Oxford Bulletin of Economics and Statistics, 1999, 61, (S1), 691-709 Downloads View citations (253)
    See also Working Paper International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration, Center for Policy Research Working Papers (1999) Downloads View citations (256) (1999)
  2. Spurious regression and residual-based tests for cointegration in panel data
    Journal of Econometrics, 1999, 90, (1), 1-44 Downloads View citations (2001)
  3. Testing the Stability of a Production Function with Urbanization as a Shift Factor
    Oxford Bulletin of Economics and Statistics, 1999, 61, (S1), 671-690 Downloads View citations (29)

1998

  1. A residual-based test of the null of cointegration in panel data
    Econometric Reviews, 1998, 17, (1), 57-84 Downloads View citations (244)
    See also Working Paper A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA, Econometrics (1997) Downloads View citations (142) (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 (7)
  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 (14)

1990

  1. Sinking Funds and the Agency Costs of Corporate Debt
    The Financial Review, 1990, 25, (1), 95-113 View citations (2)
  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 (21)

1987

  1. Errors in variables in a random-effects probit model for panel data
    Economics Letters, 1987, 24, (4), 339-342 Downloads View citations (4)
  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 (4)

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
    See also Working Paper An EM Algorithm for the Heteroscedastic Regression Models with Censored Data, Discussion Papers (1984) Downloads (1984)
  2. Influence diagnostic for censored regression models
    Statistics & Probability Letters, 1985, 3, (6), 337-342 Downloads

Books

2020

  1. Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

2019

  1. High-Dimensional Econometrics and Identification
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

Chapters

2020

  1. Factor-Augmented Panel Data Regression Models
    Chapter 3 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 35-55 Downloads
  2. Introduction
    Chapter 1 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 1-5 Downloads
  3. Latent-Grouped Structure in Panel Data Models
    Chapter 5 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 115-143 Downloads
  4. Structural Changes in Panel Data Models
    Chapter 4 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 57-114 Downloads
  5. Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models
    Chapter 2 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 7-34 Downloads

2019

  1. Estimation of Change Points in Stationary and Nonstationary Regressors and Error Term
    Chapter 3 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 57-107 Downloads
  2. Incidental Parameters Problem in Panel Data Models
    Chapter 5 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 129-153 Downloads
  3. Panel Data Model with Stationary and Nonstationary Regressors and Error Terms
    Chapter 1 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 1-34 Downloads
  4. Panel Time Trend Model with Stationary and Nonstationary Error Terms
    Chapter 2 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 35-56 Downloads
  5. Weak Instruments in Panel Data Models
    Chapter 4 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 109-127 Downloads

2014

  1. Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
    A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 347-394 Downloads View citations (3)
    See also Working Paper Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances, College of Business, University of Texas at San Antonio (2015) Downloads (2015)

2012

  1. On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
    A chapter in 30th Anniversary Edition, 2012, pp 199-235 Downloads
    See also Working Paper On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments, Center for Policy Research, Maxwell School, Syracuse University (2012) Downloads View citations (5) (2012)
 
Page updated 2024-05-18