Details about Chihwa Kao
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Working Papers
2019
- Estimating and testing high dimensional factor models with multiple structural changes
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article Estimating and testing high dimensional factor models with multiple structural changes, Journal of Econometrics, Elsevier (2021) View citations (17) (2021)
- Structural Changes in Heterogeneous Panels with Endogenous Regressors
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (7)
See also Journal Article Structural changes in heterogeneous panels with endogenous regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (6) (2019)
- 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 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) View citations (2) (2020)
2016
- 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 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) View citations (2) (2017)
- Identification and Estimation of a Large Factor Model with Structural Instability
Working papers, University of Connecticut, Department of Economics View citations (2)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2016) View citations (2)
See also Journal Article Identification and estimation of a large factor model with structural instability, Journal of Econometrics, Elsevier (2017) View citations (36) (2017)
- 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)
- Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation
Working papers, University of Connecticut, Department of Economics View citations (21)
See also Journal Article Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation, Econometrics, MDPI (2016) View citations (19) (2016)
- Testing for Instability in Covariance Structures
Working papers, University of Connecticut, Department of Economics View citations (5)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012) View citations (1)
2015
- 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 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) View citations (30) (2017)
- Estimation of Heterogeneous Panels with Structural Breaks
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (6)
See also Journal Article Estimation of heterogeneous panels with structural breaks, Journal of Econometrics, Elsevier (2016) View citations (64) (2016)
- 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 
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2014) 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) View citations (3) (2014)
2014
- "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 
See also Journal Article On testing for sphericity with non-normality in a fixed effects panel data model, Statistics & Probability Letters, Elsevier (2015) View citations (5) (2015)
2012
- 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 View citations (279)
See also Journal Article A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model, Journal of Econometrics, Elsevier (2012) View citations (269) (2012)
- 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 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) (2012)
- Testing for Breaks in Cointegrated Panels
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
- 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) View citations (7) (2013)
2011
- 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 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) View citations (7) (2011)
- 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 View citations (1)
2009
- 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 View citations (1)
2007
- 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 View citations (3)
- Consistent Estimation with Weak Instruments in Panel Data
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
- 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 Copula-based tests for cross-sectional independence in panel models, Economics Letters, Elsevier (2008) (2008)
- 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 View citations (3)
Also in Working Papers, Department of Management, Information and Production Engineering, University of Bergamo (2007) View citations (3)
- Panel Cointegration with Global Stochastic Trends
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (6)
See also Journal Article Panel cointegration with global stochastic trends, Journal of Econometrics, Elsevier (2009) View citations (227) (2009)
- Testing for Instability in Factor Structure of Yield Curves
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
2006
- Asymptotics for panel models with common shocks
Working Papers, Department of Management, Information and Production Engineering, University of Bergamo View citations (13)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2006) View citations (6)
See also Journal Article Asymptotics for Panel Models with Common Shocks, Econometric Reviews, Taylor & Francis Journals (2012) View citations (9) (2012)
2005
- 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 View citations (11)
- Simulation-Based Two-Step Estimation with Endogenous Regressors
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
2004
- Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity
Econometric Society 2004 Far Eastern Meetings, Econometric Society
2003
- 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 (24)
2002
- 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 Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model, Economics Bulletin, AccessEcon (2005) (2005)
- 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
- Asymptotic Inference in Censored Regression MOdels Revisited
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
- 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
- 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 View citations (26)
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) View citations (25) (2001)
- 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
- 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 (390)
- 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 View citations (9)
- 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 Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models, Econometrica, Econometric Society (2004) View citations (39) (2004)
1999
- 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 View citations (4)
Also in Econometrics, University Library of Munich, Germany (1997) View citations (13)
- 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 (267)
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) View citations (264) (1999)
- 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 (142)
Also in Econometrics, University Library of Munich, Germany (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 View citations (1)
Also in Econometrics, University Library of Munich, Germany (1998)
- 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 (8)
1998
- A Panel Data Investigation of the Relationship Between Urbanization and Growth
Urban/Regional, University Library of Munich, Germany View citations (7)
1997
- A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA
Econometrics, University Library of Munich, Germany 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) View citations (260) (1998)
- International R&D Spillovers: An Application of Estimation and Inference in Panel
International Trade, University Library of Munich, Germany View citations (1)
- 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 View citations (2)
1984
- An EM Algorithm for the Heteroscedastic Regression Models with Censored Data
Discussion Papers, Chung-Hua Institution for Economic Research 
See also Journal Article An em algorithm for the heteroscedastic regression models with censored data, Economics Letters, Elsevier (1985) (1985)
- Robust Regression with Censored Data
Discussion Papers, Chung-Hua Institution for Economic Research
- Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models
Discussion Papers, Chung-Hua Institution for Economic Research
- 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
- The Bootstrap and the Censored Regression
Discussion Papers, Chung-Hua Institution for Economic Research
Journal Articles
2023
- High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection
Mathematics, 2023, 11, (5), 1-16
2022
- Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic
JRFM, 2022, 15, (3), 1-25 View citations (1)
2021
- A bias-corrected fixed effects estimator in the dynamic panel data model
Empirical Economics, 2021, 60, (1), 205-225 View citations (3)
- Estimating and testing high dimensional factor models with multiple structural changes
Journal of Econometrics, 2021, 220, (2), 349-365 View citations (17)
See also Working Paper Estimating and testing high dimensional factor models with multiple structural changes, MPRA Paper (2019) View citations (1) (2019)
- Mahalanobis Metric Based Clustering for Fixed Effects Model
Sankhya B: The Indian Journal of Statistics, 2021, 83, (2), 493-506
2020
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Econometric Reviews, 2020, 39, (8), 745-762 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) View citations (1) (2019)
2019
- Structural changes in heterogeneous panels with endogenous regressors
Journal of Applied Econometrics, 2019, 34, (6), 883-892 View citations (6)
See also Working Paper Structural Changes in Heterogeneous Panels with Endogenous Regressors, Center for Policy Research Working Papers (2019) View citations (7) (2019)
2018
- 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 View citations (21)
2017
- 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 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) View citations (1) (2016)
- 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 View citations (30)
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) View citations (2) (2015)
- Identification and estimation of a large factor model with structural instability
Journal of Econometrics, 2017, 197, (1), 87-100 View citations (36)
See also Working Paper Identification and Estimation of a Large Factor Model with Structural Instability, Working papers (2016) View citations (2) (2016)
2016
- Estimation of heterogeneous panels with structural breaks
Journal of Econometrics, 2016, 191, (1), 176-195 View citations (64)
See also Working Paper Estimation of Heterogeneous Panels with Structural Breaks, Center for Policy Research Working Papers (2015) View citations (6) (2015)
- Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation
Econometrics, 2016, 4, (4), 1-24 View citations (19)
See also Working Paper Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation, Working papers (2016) View citations (21) (2016)
2015
- On testing for sphericity with non-normality in a fixed effects panel data model
Statistics & Probability Letters, 2015, 98, (C), 123-130 View citations (5)
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) (2014)
2013
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test
Statistical Papers, 2013, 54, (4), 1067-1094 View citations (7)
- 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 View citations (7)
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
- A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Journal of Econometrics, 2012, 170, (1), 164-177 View citations (269)
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) View citations (279) (2012)
- Asymptotics for Panel Models with Common Shocks
Econometric Reviews, 2012, 31, (4), 390-439 View citations (9)
See also Working Paper Asymptotics for panel models with common shocks, Working Papers (2006) View citations (13) (2006)
2011
- 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 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) View citations (7) (2011)
- Testing for sphericity in a fixed effects panel data model
Econometrics Journal, 2011, 14, 25-47 View citations (17)
Also in Econometrics Journal, 2011, 14, (1), 25-47 (2011) View citations (21)
2010
- Bounded influence estimator for GARCH models: evidence from foreign exchange rates
Applied Economics, 2010, 42, (11), 1437-1445 View citations (2)
2009
- Panel cointegration with global stochastic trends
Journal of Econometrics, 2009, 149, (1), 82-99 View citations (227)
See also Working Paper Panel Cointegration with Global Stochastic Trends, Center for Policy Research Working Papers (2007) View citations (6) (2007)
2008
- 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)
- Copula-based tests for cross-sectional independence in panel models
Economics Letters, 2008, 100, (2), 224-228 
See also Working Paper Copula-Based Tests for Cross-Sectional Independence in Panel Models, Center for Policy Research Working Papers (2007) (2007)
2006
- Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth
Economics Bulletin, 2006, 3, (14), 1-12 View citations (5)
2005
- Bootstrapping and hypothesis testing in non-stationary panel data
Applied Economics Letters, 2005, 12, (5), 313-318 View citations (1)
- 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 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) (2002)
2004
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
Econometrica, 2004, 72, (5), 1519-1563 View citations (39)
See also Working Paper Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models, Center for Policy Research Working Papers (2000) (2000)
2001
- Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
Annals of Economics and Finance, 2001, 2, (1), 215-235 View citations (25)
See also Working Paper Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints, CEMA Working Papers (2001) View citations (26) (2001)
1999
- International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration
Oxford Bulletin of Economics and Statistics, 1999, 61, (S1), 691-709 View citations (264)
See also Working Paper International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration, Center for Policy Research Working Papers (1999) View citations (267) (1999)
- Spurious regression and residual-based tests for cointegration in panel data
Journal of Econometrics, 1999, 90, (1), 1-44 View citations (2183)
- Testing the Stability of a Production Function with Urbanization as a Shift Factor
Oxford Bulletin of Economics and Statistics, 1999, 61, (S1), 671-690 View citations (29)
1998
- A residual-based test of the null of cointegration in panel data
Econometric Reviews, 1998, 17, (1), 57-84 View citations (260)
See also Working Paper A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA, Econometrics (1997) View citations (142) (1997)
- 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
- Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings
The Review of Economics and Statistics, 1994, 76, (3), 490-502 View citations (7)
- Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach
The Journal of Business, 1994, 67, (1), 45-68 View citations (14)
1990
- Sinking Funds and the Agency Costs of Corporate Debt
The Financial Review, 1990, 25, (1), 95-113 View citations (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 (22)
1987
- Errors in variables in a random-effects probit model for panel data
Economics Letters, 1987, 24, (4), 339-342 View citations (4)
- Errors in variables in panel data with a binary dependent variable
Economics Letters, 1987, 24, (1), 45-49 View citations (2)
- Errors in variables in the multinomial response model
Economics Letters, 1987, 25, (3), 249-254 View citations (4)
1986
- Variable selection problem in the censored regression models
Economics Letters, 1986, 22, (4), 353-357 View citations (1)
1985
- An em algorithm for the heteroscedastic regression models with censored data
Economics Letters, 1985, 17, (1-2), 91-96 
See also Working Paper An EM Algorithm for the Heteroscedastic Regression Models with Censored Data, Discussion Papers (1984) (1984)
- Influence diagnostic for censored regression models
Statistics & Probability Letters, 1985, 3, (6), 337-342
Books
2020
- Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
2019
- High-Dimensional Econometrics and Identification
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
Chapters
2020
- Factor-Augmented Panel Data Regression Models
Chapter 3 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 35-55
- Introduction
Chapter 1 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 1-5
- Latent-Grouped Structure in Panel Data Models
Chapter 5 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 115-143
- Structural Changes in Panel Data Models
Chapter 4 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 57-114
- 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
2019
- Estimation of Change Points in Stationary and Nonstationary Regressors and Error Term
Chapter 3 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 57-107
- Incidental Parameters Problem in Panel Data Models
Chapter 5 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 129-153
- Panel Data Model with Stationary and Nonstationary Regressors and Error Terms
Chapter 1 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 1-34
- Panel Time Trend Model with Stationary and Nonstationary Error Terms
Chapter 2 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 35-56
- Weak Instruments in Panel Data Models
Chapter 4 in HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, 2019, pp 109-127
2014
- 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 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) (2015)
2012
- On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
A chapter in 30th Anniversary Edition, 2012, pp 199-235 
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) View citations (5) (2012)
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