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Chihwa KAO
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 Related authors
 TRAPANI, Lorenzo
URGA, Giovanni
| | Working papers and articles: (42)
 Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) 
Badi H. Baltagi & Qu Feng & Chihwa Kao (2009)
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated
Badi H. Baltagi & Chihwa Kao & Long Liu (2008)
Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors
Badi H. Baltagi & Chihwa KAO
& Long Liu (2007)
Panel Cointegration with Global Stochastic Trends
Jushan Bai & Chihwa KAO
& Serena Ng (2007)
Consistent Estimation with Weak Instruments in Panel Data
Chihwa KAO
& Long Liu (2007)
Testing for Instability in Factor Structure of Yield Curves
Dennis Philip & Chihwa KAO
& Giovanni URGA
(2007)
Copula-Based Tests for Cross-Sectional Independence in Panel Models
Hong-Ming Huang & Chihwa KAO
& Giovanni URGA
(2007)
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend
Chihwa KAO
& Lorenzo TRAPANI
& Giovanni URGA
(2007)
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth
Jamie Emerson & Chihwa KAO
(2006)
The Asymptotics for Panel Models with Common Shocks
Chihwa KAO
& Lorenzo TRAPANI
& Giovanni URGA
(2006)
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model
Min-Hsien Chiang & Chihwa KAO
(2005)
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence
Jushan Bai & Chihwa KAO
(2005)
Simulation-Based Two-Step Estimation with Endogenous Regressors
Kamhon Kan & Chihwa KAO
(2005)
Bootstrapping and hypothesis testing in non-stationary panel data
Jamie Emerson & Chihwa KAO
(2005)
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity
Chihwa KAO
& Yongmiao Hong (2004)
Entrepreneurship and Economic Growth: The Proof Is in the Productivity
Douglas Holtz-Eakin & Chihwa KAO
(2003)
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covari
Min-Hsien Chiang & Yongmiao Hong & Chihwa KAO
(2002)
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models
Min-Hsien Chiang & Chihwa KAO
(2002)
Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Excha
Chihwa KAO
(2001)
Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH
Chihwa KAO
(2001)
Asymptotic Inference in Censored Regression MOdels Revisited
Chihwa KAO
(2001)
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
Yongmiao Hong & Chihwa KAO
(2000)
Testing for Structural Change of a Time Trend Regression in Panel Data
Jamie Emerson & Chihwa KAO
(2000)
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey
Badi H. Baltagi & Chihwa KAO
(2000)
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration
Chihwa KAO
& Min-Hsien Chiang & Bangtian Chen (1999)
Spurious regression and residual-based tests for cointegration in panel data
KAO, Chihwa
(1999)
A Monte Carlo Comparison of Tests for Cointegration in Panel Data
Suzanne McCoskey & Chihwa KAO
(1999)
On the Estimation and Inference of a Cointegrated Regression in Panel Data
Chihwa KAO
& Min-Hsien Chiang (1999)
Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data
Suzanne McCoskey & Chihwa KAO
(1999)
Testing the Stability of a Production Function with Urbanization as a Shift Factor
McCoskey, Suzanne & KAO, Chihwa
(1999)
On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated
Chihwa KAO
& Jamie Emerson (1999)
Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model
Hall, H Keith & KAO, Chihwa
& Nelson, Douglas (1998)
A Panel Data Investigation of the Relationship Between Urbanization and Growth
Suzanne McCoskey & Chihwa KAO
(1998)
A residual-based test of the null of cointegration in panel data
Suzanne McCoskey & Chihwa KAO
(1998)
On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated
Chihwa KAO
& Jamie Emerson (1998)
International R&D Spillovers: An Application of Estimation and Inference in Panel
Min-Hsien Chiang & Chihwa KAO
& Bangtian Chen (1997)
Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions a
Chihwa KAO
(1997)
A cusum test in the linear regression model with serially correlated disturbances
Kao Chihwa & Stephen. Ross (1995)
Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings
KAO, Chihwa
& Wu, Chunchi (1994)
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach
KAO, Chihwa
& Wu, Chunchi (1994)
Sinking Funds and the Agency Costs of Corporate Debt
KAO, Chihwa
& Wu, Chunchi (1990)
Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds
KAO, Chihwa
& Wu, Chunchi (1990)
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