Chihwa Kao
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Affiliations
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University of Connecticut
/ Department of Economics
Research profile
author of:
- Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models (RePEc:ags:cierdp:256045)
by Kao, Chihwa - An EM Algorithm for the Heteroscedastic Regression Models with Censored Data (RePEc:ags:cierdp:256046)
by Kao, Chihwa - Robust Regression with Censored Data (RePEc:ags:cierdp:256048)
by Kao, Chihwa - The Bootstrap and the Censored Regression (RePEc:ags:cierdp:256049)
by Kao, Chihwa - Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments (RePEc:ags:cierdp:256052)
by Kao, Chihwa - Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds (RePEc:bes:jnlbes:v:8:y:1990:i:3:p:317-25)
by Kao, Chihwa & Wu, Chunchi - Sinking Funds and the Agency Costs of Corporate Debt (RePEc:bla:finrev:v:25:y:1990:i:1:p:95-113)
by Kao, Chihwa & Wu, Chunchi - Testing the Stability of a Production Function with Urbanization as a Shift Factor (RePEc:bla:obuest:v:61:y:1999:i:s1:p:671-690)
by Suzanne McCoskey & Chihwa Kao - International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration (RePEc:bla:obuest:v:61:y:1999:i:s1:p:691-709)
by Chihwa Kao & Min‐Hsien Chiang & Bangtian Chen - Asymptotics for panel models with common shocks (RePEc:brh:wpaper:0615)
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga - Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends (RePEc:brh:wpaper:0708)
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga - Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models (RePEc:cpd:pd2002:a6-3)
by Min-Hsien Chiang & Yongmiao Hong & Chihwa Kao - Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints (RePEc:cuf:journl:y:2001:v:2:i:1:p:215-235)
by Chihwa Kao & Lung-fei Lee & Mark M. Pitt - Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints (RePEc:cuf:wpaper:50)
by Chihwa Kao & Lung-fei Lee & Mark M. Pitt - Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model (RePEc:ebl:ecbull:eb-04c10026)
by Min-Hsien Chiang & Chihwa Kao - Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth (RePEc:ebl:ecbull:eb-06c20009)
by Jamie Emerson & Chihwa Kao - Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (RePEc:ecm:emetrp:v:72:y:2004:i:5:p:1519-1563)
by Yongmiao Hong & Chihwa Kao - Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity (RePEc:ecm:feam04:753)
by Chihwa Kao & Yongmiao Hong - 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 (RePEc:ect:emjrnl:v:11:y:2008:i:3:p:554-572)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Testing for sphericity in a fixed effects panel data model (RePEc:ect:emjrnl:v:14:y:2011:i:1:p:25-47)
by Badi H. Baltagi & Qu Feng & Chihwa Kao - Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach (RePEc:eee:ecmode:v:75:y:2018:i:c:p:93-104)
by Álvarez-Ayuso, Inmaculada C. & Kao, Chihwa & Romero-Jordán, Desiderio - Copula-based tests for cross-sectional independence in panel models (RePEc:eee:ecolet:v:100:y:2008:i:2:p:224-228)
by Huang, Hongming & Kao, Chihwa & Urga, Giovanni - An em algorithm for the heteroscedastic regression models with censored data (RePEc:eee:ecolet:v:17:y:1985:i:1-2:p:91-96)
by Kao, Chihwa - Variable selection problem in the censored regression models (RePEc:eee:ecolet:v:22:y:1986:i:4:p:353-357)
by Kao, Chihwa - Errors in variables in panel data with a binary dependent variable (RePEc:eee:ecolet:v:24:y:1987:i:1:p:45-49)
by Kao, Chihwa & Schnell, John F. - Errors in variables in a random-effects probit model for panel data (RePEc:eee:ecolet:v:24:y:1987:i:4:p:339-342)
by Kao, Chihwa & Schnell, John F. - Errors in variables in the multinomial response model (RePEc:eee:ecolet:v:25:y:1987:i:3:p:249-254)
by Kao, Chihwa & Schnell, John F. - Panel cointegration with global stochastic trends (RePEc:eee:econom:v:149:y:2009:i:1:p:82-99)
by Bai, Jushan & Kao, Chihwa & Ng, Serena - A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model (RePEc:eee:econom:v:170:y:2012:i:1:p:164-177)
by Baltagi, Badi H. & Feng, Qu & Kao, Chihwa - Estimation of heterogeneous panels with structural breaks (RePEc:eee:econom:v:191:y:2016:i:1:p:176-195)
by Baltagi, Badi H. & Feng, Qu & Kao, Chihwa - Identification and estimation of a large factor model with structural instability (RePEc:eee:econom:v:197:y:2017:i:1:p:87-100)
by Baltagi, Badi H. & Kao, Chihwa & Wang, Fa - Estimating and testing high dimensional factor models with multiple structural changes (RePEc:eee:econom:v:220:y:2021:i:2:p:349-365)
by Baltagi, Badi H. & Kao, Chihwa & Wang, Fa - Spurious regression and residual-based tests for cointegration in panel data (RePEc:eee:econom:v:90:y:1999:i:1:p:1-44)
by Kao, Chihwa - Influence diagnostic for censored regression models (RePEc:eee:stapro:v:3:y:1985:i:6:p:337-342)
by Kao, Chihwa - On testing for sphericity with non-normality in a fixed effects panel data model (RePEc:eee:stapro:v:98:y:2015:i:c:p:123-130)
by Baltagi, Badi H. & Kao, Chihwa & Peng, Bin - On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments (RePEc:eme:aecozz:s0731-9053(2012)0000030012)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances (RePEc:eme:aecozz:s0731-905320140000033011)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation (RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088)
by Badi H. Baltagi & Chihwa Kao & Bin Peng - Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic (RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:139-:d:771721)
by Xinba Li & Chihwa Kao - High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection (RePEc:gam:jmathe:v:11:y:2023:i:5:p:1272-:d:1089282)
by Zhonghui Zhang & Huarui Jing & Chihwa Kao - On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors (RePEc:max:cprwps:1)
by Chihwa Kao & Jamie Emerson - Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) (RePEc:max:cprwps:112)
by Badi H. Baltagi & Qu Feng & Chihwa Kao - Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary (RePEc:max:cprwps:128)
by Badi H. Baltagi & Chihwa Kao & Sanggon Na - Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends (RePEc:max:cprwps:129)
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga - Testing for Instability in Covariance Structures (RePEc:max:cprwps:131)
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga - Testing for Breaks in Cointegrated Panels (RePEc:max:cprwps:135)
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga - A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model (RePEc:max:cprwps:137)
by Badi H. Baltagi & Qu Feng & Chihwa Kao - On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments (RePEc:max:cprwps:143)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Testing for Structural Change of a Time Trend Regression in Panel Data (RePEc:max:cprwps:15)
by Jamie Emerson & Chihwa Kao - The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term (RePEc:max:cprwps:150)
by Badi H. Baltagi & Chihwa Kao & Long Liu - The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term (RePEc:max:cprwps:151)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey (RePEc:max:cprwps:16)
by Badi H. Baltagi & Chihwa Kao - Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances (RePEc:max:cprwps:170)
by Badi Baltagi & Chihwa Kao & Long Liu - "On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model (RePEc:max:cprwps:176)
by Badi H. Baltagi & Chihwa Kao & Bin Peng - Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term (RePEc:max:cprwps:178)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Estimation of Heterogeneous Panels with Structural Breaks (RePEc:max:cprwps:179)
by Badi H. Baltagi & Qu Feng & Chihwa Kao - Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model (RePEc:max:cprwps:189)
by Badi Baltagi & Chihwa Kao & Fa wang - The Identification and Estimation of a Large Factor Model with Structural Instability (RePEc:max:cprwps:194)
by Badi H. Baltagi & Chihwa Kao & Fa Wang - On the Estimation and Inference of a Cointegrated Regression in Panel Data (RePEc:max:cprwps:2)
by Chihwa Kao & Min-Hsien Chiang - Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances (RePEc:max:cprwps:213)
by Badi Baltagi & Chihwa Kao & Long Liu - Structural Changes in Heterogeneous Panels with Endogenous Regressors (RePEc:max:cprwps:214)
by Badi Baltagi & Qu Feng & Chihwa Kao - A Monte Carlo Comparison of Tests for Cointegration in Panel Data (RePEc:max:cprwps:3)
by Suzanne McCoskey & Chihwa Kao - Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (RePEc:max:cprwps:32)
by Yongmiao Hong & Chihwa Kao - Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates (RePEc:max:cprwps:34)
by Chihwa Kao - Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH (RePEc:max:cprwps:35)
by Chihwa Kao - Asymptotic Inference in Censored Regression MOdels Revisited (RePEc:max:cprwps:36)
by Chihwa Kao - International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration (RePEc:max:cprwps:4)
by Chihwa Kao & Min-Hsien Chiang & Bangtian Chen - Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques (RePEc:max:cprwps:5)
by Suzanne McCoskey & Chihwa Kao - Entrepreneurship and Economic Growth: The Proof Is in the Productivity (RePEc:max:cprwps:50)
by Douglas Holtz-Eakin & Chihwa Kao - On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence (RePEc:max:cprwps:75)
by Jushan Bai & Chihwa Kao - Simulation-Based Two-Step Estimation with Endogenous Regressors (RePEc:max:cprwps:76)
by Kamhon Kan & Chihwa Kao - The Asymptotics for Panel Models with Common Shocks (RePEc:max:cprwps:77)
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga - Panel Cointegration with Global Stochastic Trends (RePEc:max:cprwps:90)
by Jushan Bai & Chihwa Kao & Serena Ng - Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend (RePEc:max:cprwps:92)
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga - 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 (RePEc:max:cprwps:93)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Consistent Estimation with Weak Instruments in Panel Data (RePEc:max:cprwps:95)
by Chihwa Kao & Long Liu - Testing for Instability in Factor Structure of Yield Curves (RePEc:max:cprwps:96)
by Dennis Philip & Chihwa Kao & Giovanni Urga - Copula-Based Tests for Cross-Sectional Independence in Panel Models (RePEc:max:cprwps:99)
by Hong-Ming Huang & Chihwa Kao & Giovanni Urga - Long run effect of public grants on the R&D investment: A non-stationary panel data approach (RePEc:oeg:wpaper:2016/04)
by Álvarez, Inmaculada C. & Kao, Chihwa & Romero-Jordán, Desiderio - Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model (RePEc:oup:ecinqu:v:36:y:1998:i:2:p:320-32)
by Hall, H Keith & Kao, Chihwa & Nelson, Douglas - Estimating and testing high dimensional factor models with multiple structural changes (RePEc:pra:mprapa:98489)
by Baltagi, Badi H. & Kao, Chihwa & Wang, Fa - Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models (RePEc:sce:scecf2:60)
by Min-Hsien Chiang & Chihwa Kao - Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (RePEc:spr:alstar:v:95:y:2011:i:4:p:329-350)
by Badi Baltagi & Chihwa Kao & Sanggon Na - A bias-corrected fixed effects estimator in the dynamic panel data model (RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01995-0)
by Chihwa Kao & Long Liu & Rui Sun - Mahalanobis Metric Based Clustering for Fixed Effects Model (RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-019-00211-z)
by Chihwa Kao & Min Seong Kim & Zhonghui Zhang - Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test (RePEc:spr:stpapr:v:54:y:2013:i:4:p:1067-1094)
by Badi Baltagi & Chihwa Kao & Sanggon Na - Bootstrapping and hypothesis testing in non-stationary panel data (RePEc:taf:apeclt:v:12:y:2005:i:5:p:313-318)
by Jamie Emerson & Chihwa Kao - Bounded influence estimator for GARCH models: evidence from foreign exchange rates (RePEc:taf:applec:v:42:y:2010:i:11:p:1437-1445)
by Jinliang Li & Chihwa Kao & Wei David Zhang - A residual-based test of the null of cointegration in panel data (RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84)
by Suzanne McCoskey & Chihwa Kao - Asymptotics for Panel Models with Common Shocks (RePEc:taf:emetrv:v:31:y:2012:i:4:p:390-439)
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga - Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:85-102)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:853-882)
by Badi H. Baltagi & Chihwa Kao & Fa Wang - Testing for shifts in a time trend panel data model with serially correlated error component disturbances (RePEc:taf:emetrv:v:39:y:2020:i:8:p:745-762)
by Badi H. Baltagi & Chihwa Kao & Long Liu - The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term (RePEc:taf:specan:v:8:y:2013:i:3:p:241-270)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings (RePEc:tpr:restat:v:76:y:1994:i:3:p:490-502)
by Kao, Chihwa & Wu, Chunchi - Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances (RePEc:tsa:wpaper:0190eco)
by Badi H. Baltagi & Chihwa Kao & Long Liu - Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach (RePEc:ucp:jnlbus:v:67:y:1994:i:1:p:45-68)
by Kao, Chihwa & Wu, Chunchi - Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation (RePEc:uct:uconnp:2016-32)
by Badi H. Baltagi & Chihwa Kao & Bin Peng - Testing for Instability in Covariance Structures (RePEc:uct:uconnp:2016-33)
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga - Identification and Estimation of a Large Factor Model with Structural Instability (RePEc:uct:uconnp:2016-34)
by Badi H. Baltagi & Chihwa Kao & Fa Wang - Testing for sphericity in a fixed effects panel data model (RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47)
by Badi H. Baltagi & Qu Feng & Chihwa Kao - Structural changes in heterogeneous panels with endogenous regressors (RePEc:wly:japmet:v:34:y:2019:i:6:p:883-892)
by Badi H. Baltagi & Qu Feng & Chihwa Kao - On the Estimation and Inference of a Cointegrated Regression in Panel Data (RePEc:wpa:wuwpem:9703001)
by Chihwa Kao & Min-Hsien Chiang - Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable (RePEc:wpa:wuwpem:9703002)
by Chihwa Kao - A Residual-Based Test Of The Null Of Cointegration In Panel Data (RePEc:wpa:wuwpem:9711002)
by Chihwa Kao & Suzanne McCoskey - A Monte Carlo Comparison of Tests for Cointegration in Panel Data (RePEc:wpa:wuwpem:9712002)
by Suzanne McCoskey & Chihwa Kao - On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors (RePEc:wpa:wuwpem:9805004)
by Chihwa Kao & Jamie Emerson - International R&D Spillovers: An Application of Estimation and Inference in Panel (RePEc:wpa:wuwpit:9712001)
by Min-Hsien Chiang & Chihwa Kao & Bangtian Chen - A Panel Data Investigation of the Relationship Between Urbanization and Growth (RePEc:wpa:wuwpur:9805004)
by Suzanne McCoskey & Chihwa Kao - High-Dimensional Econometrics and Identification (RePEc:wsi:wsbook:11273)
by Chihwa Kao & Long Liu - Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes (RePEc:wsi:wsbook:11842)
by Qu Feng & Chihwa Kao - Panel Data Model with Stationary and Nonstationary Regressors and Error Terms (RePEc:wsi:wschap:9789811200168_0001)
by Chihwa Kao & Long Liu - Panel Time Trend Model with Stationary and Nonstationary Error Terms (RePEc:wsi:wschap:9789811200168_0002)
by Chihwa Kao & Long Liu - Estimation of Change Points in Stationary and Nonstationary Regressors and Error Term (RePEc:wsi:wschap:9789811200168_0003)
by Chihwa Kao & Long Liu - Weak Instruments in Panel Data Models (RePEc:wsi:wschap:9789811200168_0004)
by Chihwa Kao & Long Liu - Incidental Parameters Problem in Panel Data Models (RePEc:wsi:wschap:9789811200168_0005)
by Chihwa Kao & Long Liu - Introduction (RePEc:wsi:wschap:9789811220784_0001)
by Qu Feng & Chihwa Kao - Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models (RePEc:wsi:wschap:9789811220784_0002)
by Qu Feng & Chihwa Kao - Factor-Augmented Panel Data Regression Models (RePEc:wsi:wschap:9789811220784_0003)
by Qu Feng & Chihwa Kao - Structural Changes in Panel Data Models (RePEc:wsi:wschap:9789811220784_0004)
by Qu Feng & Chihwa Kao - Latent-Grouped Structure in Panel Data Models (RePEc:wsi:wschap:9789811220784_0005)
by Qu Feng & Chihwa Kao