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Chihwa Kao

Personal Details

First Name:Chihwa
Middle Name:
Last Name:Kao
Suffix:
RePEc Short-ID:pka371
[This author has chosen not to make the email address public]
http://faculty.maxwell.syr.edu/cdkao/
Terminal Degree:1983 Economics Department; Stony Brook University - SUNY (from RePEc Genealogy)

Affiliation

Department of Economics
University of Connecticut

Storrs, Connecticut (United States)
http://www.econ.uconn.edu/
RePEc:edi:deuctus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Badi Baltagi & Qu Feng & Chihwa Kao, 2019. "Structural Changes in Heterogeneous Panels with Endogenous Regressors," Center for Policy Research Working Papers 214, Center for Policy Research, Maxwell School, Syracuse University.
  2. Badi Baltagi & Chihwa Kao & Long Liu, 2019. "Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Center for Policy Research Working Papers 213, Center for Policy Research, Maxwell School, Syracuse University.
  3. Álvarez, Inmaculada C. & Kao, Chihwa & Romero-Jordán, Desiderio, 2016. "Long run effect of public grants on the R&D investment: A non-stationary panel data approach," Efficiency Series Papers 2016/04, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
  4. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers 2016-32, University of Connecticut, Department of Economics.
  5. Badi Baltagi & Chihwa Kao & Fa wang, 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 189, Center for Policy Research, Maxwell School, Syracuse University.
  6. Badi H. Baltagi & Chihwa Kao & Fa Wang, 2016. "The Identification and Estimation of a Large Factor Model with Structural Instability," Center for Policy Research Working Papers 194, Center for Policy Research, Maxwell School, Syracuse University.
  7. Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2016. "Estimating and testing high dimensional factor models with multiple structural changes," MPRA Paper 98489, University Library of Munich, Germany, revised 26 Jul 2019.
  8. Badi H. Baltagi & Chihwa Kao & Long Liu, 2015. "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers 178, Center for Policy Research, Maxwell School, Syracuse University.
  9. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2015. "Estimation of Heterogeneous Panels with Structural Breaks," Center for Policy Research Working Papers 179, Center for Policy Research, Maxwell School, Syracuse University.
  10. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2014. ""On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers 176, Center for Policy Research, Maxwell School, Syracuse University.
  11. Badi Baltagi & Chihwa Kao & Long Liu, 2014. "Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Center for Policy Research Working Papers 170, Center for Policy Research, Maxwell School, Syracuse University.
  12. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2012. "A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers 137, Center for Policy Research, Maxwell School, Syracuse University.
  13. Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers 150, Center for Policy Research, Maxwell School, Syracuse University.
  14. Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Center for Policy Research Working Papers 143, Center for Policy Research, Maxwell School, Syracuse University.
  15. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012. "Testing for Breaks in Cointegrated Panels," Center for Policy Research Working Papers 135, Center for Policy Research, Maxwell School, Syracuse University.
  16. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012. "Testing for Instability in Covariance Structures," Center for Policy Research Working Papers 131, Center for Policy Research, Maxwell School, Syracuse University.
  17. Badi H. Baltagi & Chihwa Kao & Sanggon Na, 2011. "Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary," Center for Policy Research Working Papers 128, Center for Policy Research, Maxwell School, Syracuse University.
  18. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2011. "Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends," Center for Policy Research Working Papers 129, Center for Policy Research, Maxwell School, Syracuse University.
  19. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2009. "Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)," Center for Policy Research Working Papers 112, Center for Policy Research, Maxwell School, Syracuse University.
  20. Dennis Philip & Chihwa Kao & Giovanni Urga, 2007. "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers 96, Center for Policy Research, Maxwell School, Syracuse University.
  21. Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers 90, Center for Policy Research, Maxwell School, Syracuse University.
  22. Chihwa Kao & Long Liu, 2007. "Consistent Estimation with Weak Instruments in Panel Data," Center for Policy Research Working Papers 95, Center for Policy Research, Maxwell School, Syracuse University.
  23. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers 0708, Department of Management, Information and Production Engineering, University of Bergamo.
  24. Badi H. Baltagi & Chihwa Kao & Long Liu, 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 93, Center for Policy Research, Maxwell School, Syracuse University.
  25. Hong-Ming Huang & Chihwa Kao & Giovanni Urga, 2007. "Copula-Based Tests for Cross-Sectional Independence in Panel Models," Center for Policy Research Working Papers 99, Center for Policy Research, Maxwell School, Syracuse University.
  26. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006. "Asymptotics for panel models with common shocks," Working Papers 0615, Department of Management, Information and Production Engineering, University of Bergamo.
  27. Jushan Bai & Chihwa Kao, 2005. "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers 75, Center for Policy Research, Maxwell School, Syracuse University.
  28. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University.
  29. Chihwa Kao & Yongmiao Hong, 2004. "Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity," Econometric Society 2004 Far Eastern Meetings 753, Econometric Society.
  30. Douglas Holtz-Eakin & Chihwa Kao, 2003. "Entrepreneurship and Economic Growth: The Proof Is in the Productivity," Center for Policy Research Working Papers 50, Center for Policy Research, Maxwell School, Syracuse University.
  31. Min-Hsien Chiang & Yongmiao Hong & Chihwa Kao, 2002. "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 A6-3, International Conferences on Panel Data.
  32. Min-Hsien Chiang & Chihwa Kao, 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 60, Society for Computational Economics.
  33. Chihwa Kao, 2001. "Asymptotic Inference in Censored Regression MOdels Revisited," Center for Policy Research Working Papers 36, Center for Policy Research, Maxwell School, Syracuse University.
  34. Chihwa Kao, 2001. "Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH," Center for Policy Research Working Papers 35, Center for Policy Research, Maxwell School, Syracuse University.
  35. Chihwa Kao, 2001. "Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates," Center for Policy Research Working Papers 34, Center for Policy Research, Maxwell School, Syracuse University.
  36. Jamie Emerson & Chihwa Kao, 2000. "Testing for Structural Change of a Time Trend Regression in Panel Data," Center for Policy Research Working Papers 15, Center for Policy Research, Maxwell School, Syracuse University.
  37. Yongmiao Hong & Chihwa Kao, 2000. "Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," Center for Policy Research Working Papers 32, Center for Policy Research, Maxwell School, Syracuse University.
  38. Chihwa Kao & Lung-fei Lee & Mark M. Pitt, 2000. "Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints," CEMA Working Papers 50, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2001.
  39. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
  40. Chihwa Kao & Min-Hsien Chiang & Bangtian Chen, 1999. "International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration," Center for Policy Research Working Papers 4, Center for Policy Research, Maxwell School, Syracuse University.
  41. Suzanne McCoskey & Chihwa Kao, 1999. "A Monte Carlo Comparison of Tests for Cointegration in Panel Data," Center for Policy Research Working Papers 3, Center for Policy Research, Maxwell School, Syracuse University.
  42. Chihwa Kao & Min-Hsien Chiang, 1999. "On the Estimation and Inference of a Cointegrated Regression in Panel Data," Center for Policy Research Working Papers 2, Center for Policy Research, Maxwell School, Syracuse University.
  43. Chihwa Kao & Jamie Emerson, 1999. "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 1, Center for Policy Research, Maxwell School, Syracuse University.
  44. Suzanne McCoskey & Chihwa Kao, 1999. "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 5, Center for Policy Research, Maxwell School, Syracuse University.
  45. Suzanne McCoskey & Chihwa Kao, 1998. "A Panel Data Investigation of the Relationship Between Urbanization and Growth," Urban/Regional 9805004, University Library of Munich, Germany.
  46. Chihwa Kao & Suzanne McCoskey, 1997. "A Residual-Based Test Of The Null Of Cointegration In Panel Data," Econometrics 9711002, University Library of Munich, Germany.
  47. Min-Hsien Chiang & Chihwa Kao & Bangtian Chen, 1997. "International R&D Spillovers: An Application of Estimation and Inference in Panel," International Trade 9712001, University Library of Munich, Germany.
  48. Chihwa Kao, 1997. "Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable," Econometrics 9703002, University Library of Munich, Germany.
  49. Kao, Chihwa, 1984. "An EM Algorithm for the Heteroscedastic Regression Models with Censored Data," Discussion Papers 256046, Chung-Hua Institution for Economic Research.
  50. Kao, Chihwa, 1984. "Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models," Discussion Papers 256045, Chung-Hua Institution for Economic Research.
  51. Kao, Chihwa, 1984. "Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments," Discussion Papers 256052, Chung-Hua Institution for Economic Research.
  52. Kao, Chihwa, 1984. "Robust Regression with Censored Data," Discussion Papers 256048, Chung-Hua Institution for Economic Research.
  53. Kao, Chihwa, 1984. "The Bootstrap and the Censored Regression," Discussion Papers 256049, Chung-Hua Institution for Economic Research.

Articles

  1. Zhonghui Zhang & Huarui Jing & Chihwa Kao, 2023. "High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection," Mathematics, MDPI, vol. 11(5), pages 1-16, March.
  2. Xinba Li & Chihwa Kao, 2022. "Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic," JRFM, MDPI, vol. 15(3), pages 1-25, March.
  3. Chihwa Kao & Long Liu & Rui Sun, 2021. "A bias-corrected fixed effects estimator in the dynamic panel data model," Empirical Economics, Springer, vol. 60(1), pages 205-225, January.
  4. Chihwa Kao & Min Seong Kim & Zhonghui Zhang, 2021. "Mahalanobis Metric Based Clustering for Fixed Effects Model," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 493-506, November.
  5. Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2021. "Estimating and testing high dimensional factor models with multiple structural changes," Journal of Econometrics, Elsevier, vol. 220(2), pages 349-365.
  6. Badi H. Baltagi & Chihwa Kao & Long Liu, 2020. "Testing for shifts in a time trend panel data model with serially correlated error component disturbances," Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 745-762, September.
  7. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2019. "Structural changes in heterogeneous panels with endogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 883-892, September.
  8. Álvarez-Ayuso, Inmaculada C. & Kao, Chihwa & Romero-Jordán, Desiderio, 2018. "Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach," Economic Modelling, Elsevier, vol. 75(C), pages 93-104.
  9. Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2017. "Identification and estimation of a large factor model with structural instability," Journal of Econometrics, Elsevier, vol. 197(1), pages 87-100.
  10. Badi H. Baltagi & Chihwa Kao & Fa Wang, 2017. "Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 853-882, October.
  11. Badi H. Baltagi & Chihwa Kao & Long Liu, 2017. "Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 85-102, March.
  12. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.
  13. Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
  14. Baltagi, Badi H. & Kao, Chihwa & Peng, Bin, 2015. "On testing for sphericity with non-normality in a fixed effects panel data model," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 123-130.
  15. Badi Baltagi & Chihwa Kao & Sanggon Na, 2013. "Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test," Statistical Papers, Springer, vol. 54(4), pages 1067-1094, November.
  16. Badi H. Baltagi & Chihwa Kao & Long Liu, 2013. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 241-270, September.
  17. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012. "Asymptotics for Panel Models with Common Shocks," Econometric Reviews, Taylor & Francis Journals, vol. 31(4), pages 390-439.
  18. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2012. "A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model," Journal of Econometrics, Elsevier, vol. 170(1), pages 164-177.
  19. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2011. "Testing for sphericity in a fixed effects panel data model," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-47, February.
  20. Badi Baltagi & Chihwa Kao & Sanggon Na, 2011. "Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 329-350, December.
  21. Jinliang Li & Chihwa Kao & Wei David Zhang, 2010. "Bounded influence estimator for GARCH models: evidence from foreign exchange rates," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1437-1445.
  22. Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009. "Panel cointegration with global stochastic trends," Journal of Econometrics, Elsevier, vol. 149(1), pages 82-99, April.
  23. Badi H. Baltagi & Chihwa Kao & Long Liu, 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 residu," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 554-572, November.
  24. Huang, Hongming & Kao, Chihwa & Urga, Giovanni, 2008. "Copula-based tests for cross-sectional independence in panel models," Economics Letters, Elsevier, vol. 100(2), pages 224-228, August.
  25. Jamie Emerson & Chihwa Kao, 2006. "Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth," Economics Bulletin, AccessEcon, vol. 3(14), pages 1-12.
  26. Min-Hsien Chiang & Chihwa Kao, 2005. "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model," Economics Bulletin, AccessEcon, vol. 3(10), pages 1-13.
  27. Jamie Emerson & Chihwa Kao, 2005. "Bootstrapping and hypothesis testing in non-stationary panel data," Applied Economics Letters, Taylor & Francis Journals, vol. 12(5), pages 313-318.
  28. Yongmiao Hong & Chihwa Kao, 2004. "Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," Econometrica, Econometric Society, vol. 72(5), pages 1519-1563, September.
  29. Chihwa Kao & Lung-fei Lee & Mark M. Pitt, 2001. "Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 215-235, May.
  30. Suzanne McCoskey & Chihwa Kao, 1999. "Testing the Stability of a Production Function with Urbanization as a Shift Factor," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(S1), pages 671-690, November.
  31. Chihwa Kao & Min‐Hsien Chiang & Bangtian Chen, 1999. "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, vol. 61(S1), pages 691-709, November.
  32. Kao, Chihwa, 1999. "Spurious regression and residual-based tests for cointegration in panel data," Journal of Econometrics, Elsevier, vol. 90(1), pages 1-44, May.
  33. Suzanne McCoskey & Chihwa Kao, 1998. "A residual-based test of the null of cointegration in panel data," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 57-84.
  34. Hall, H Keith & Kao, Chihwa & Nelson, Douglas, 1998. "Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model," Economic Inquiry, Western Economic Association International, vol. 36(2), pages 320-332, April.
  35. Kao, Chihwa & Wu, Chunchi, 1994. "Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach," The Journal of Business, University of Chicago Press, vol. 67(1), pages 45-68, January.
  36. Kao, Chihwa & Wu, Chunchi, 1994. "Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings," The Review of Economics and Statistics, MIT Press, vol. 76(3), pages 490-502, August.
  37. Kao, Chihwa & Wu, Chunchi, 1990. "Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(3), pages 317-325, July.
  38. Kao, Chihwa & Wu, Chunchi, 1990. "Sinking Funds and the Agency Costs of Corporate Debt," The Financial Review, Eastern Finance Association, vol. 25(1), pages 95-113, February.
  39. Kao, Chihwa & Schnell, John F., 1987. "Errors in variables in a random-effects probit model for panel data," Economics Letters, Elsevier, vol. 24(4), pages 339-342.
  40. Kao, Chihwa & Schnell, John F., 1987. "Errors in variables in the multinomial response model," Economics Letters, Elsevier, vol. 25(3), pages 249-254.
  41. Kao, Chihwa & Schnell, John F., 1987. "Errors in variables in panel data with a binary dependent variable," Economics Letters, Elsevier, vol. 24(1), pages 45-49.
  42. Kao, Chihwa, 1986. "Variable selection problem in the censored regression models," Economics Letters, Elsevier, vol. 22(4), pages 353-357.
  43. Kao, Chihwa, 1985. "Influence diagnostic for censored regression models," Statistics & Probability Letters, Elsevier, vol. 3(6), pages 337-342, October.
  44. Kao, Chihwa, 1985. "An em algorithm for the heteroscedastic regression models with censored data," Economics Letters, Elsevier, vol. 17(1-2), pages 91-96.

Chapters

  1. Qu Feng & Chihwa Kao, 2020. "Introduction," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 1, pages 1-5, World Scientific Publishing Co. Pte. Ltd..
  2. Qu Feng & Chihwa Kao, 2020. "Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 2, pages 7-34, World Scientific Publishing Co. Pte. Ltd..
  3. Qu Feng & Chihwa Kao, 2020. "Latent-Grouped Structure in Panel Data Models," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 5, pages 115-143, World Scientific Publishing Co. Pte. Ltd..
  4. Qu Feng & Chihwa Kao, 2020. "Factor-Augmented Panel Data Regression Models," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 3, pages 35-55, World Scientific Publishing Co. Pte. Ltd..
  5. Qu Feng & Chihwa Kao, 2020. "Structural Changes in Panel Data Models," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 4, pages 57-114, World Scientific Publishing Co. Pte. Ltd..
  6. Chihwa Kao & Long Liu, 2019. "Panel Time Trend Model with Stationary and Nonstationary Error Terms," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 2, pages 35-56, World Scientific Publishing Co. Pte. Ltd..
  7. Chihwa Kao & Long Liu, 2019. "Weak Instruments in Panel Data Models," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 4, pages 109-127, World Scientific Publishing Co. Pte. Ltd..
  8. Chihwa Kao & Long Liu, 2019. "Panel Data Model with Stationary and Nonstationary Regressors and Error Terms," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 1, pages 1-34, World Scientific Publishing Co. Pte. Ltd..
  9. Chihwa Kao & Long Liu, 2019. "Incidental Parameters Problem in Panel Data Models," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 5, pages 129-153, World Scientific Publishing Co. Pte. Ltd..
  10. Chihwa Kao & Long Liu, 2019. "Estimation of Change Points in Stationary and Nonstationary Regressors and Error Term," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 3, pages 57-107, World Scientific Publishing Co. Pte. Ltd..
  11. Badi H. Baltagi & Chihwa Kao & Long Liu, 2014. "Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 347-394, Emerald Group Publishing Limited.
  12. Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Advances in Econometrics, in: 30th Anniversary Edition, pages 199-235, Emerald Group Publishing Limited.

Books

  1. Qu Feng & Chihwa Kao, 2020. "Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11842, September.
  2. Chihwa Kao & Long Liu, 2019. "High-Dimensional Econometrics and Identification," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11273, September.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 34 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (31) 1998-10-02 2002-07-10 2003-10-28 2004-10-30 2005-12-20 2005-12-20 2006-11-25 2007-01-23 2007-04-09 2007-05-19 2007-05-26 2007-09-02 2008-02-09 2009-03-22 2011-04-16 2011-04-16 2013-01-07 2013-01-07 2013-01-07 2013-01-07 2013-01-19 2014-10-03 2015-05-02 2015-05-02 2015-05-02 2016-08-21 2016-10-30 2016-11-06 2016-12-18 2019-03-04 2019-04-29. Author is listed
  2. NEP-ETS: Econometric Time Series (20) 1998-10-02 1998-10-02 2002-07-04 2003-10-28 2004-10-30 2005-12-20 2006-11-25 2007-01-23 2007-04-09 2007-05-19 2011-04-16 2011-04-16 2013-01-07 2013-01-19 2014-10-03 2015-05-02 2015-05-02 2016-10-30 2016-10-30 2019-03-04. Author is listed
  3. NEP-ORE: Operations Research (4) 2014-10-03 2015-05-02 2016-12-18 2019-03-04
  4. NEP-GEO: Economic Geography (2) 2009-03-22 2013-01-19
  5. NEP-CFN: Corporate Finance (1) 2003-10-28
  6. NEP-ENV: Environmental Economics (1) 1998-10-02
  7. NEP-FMK: Financial Markets (1) 2007-09-02
  8. NEP-INO: Innovation (1) 2016-09-25
  9. NEP-MON: Monetary Economics (1) 2007-09-02
  10. NEP-SBM: Small Business Management (1) 2016-09-25
  11. NEP-SEA: South East Asia (1) 2019-04-29
  12. NEP-TID: Technology and Industrial Dynamics (1) 2016-09-25

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