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Copula-based tests for cross-sectional independence in panel models
Huang, Hongming; Kao, Chihwa; Urga, Giovanni - In: Economics Letters 100 (2008) 2, pp. 224-228
This paper proposes the copula-based tests for testing cross-sectional independence of panel models.
Persistent link: https://www.econbiz.de/10005296407
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An em algorithm for the heteroscedastic regression models with censored data
Kao, Chihwa - In: Economics Letters 17 (1985) 1-2, pp. 91-96
Persistent link: https://www.econbiz.de/10005361855
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Errors in variables in the multinomial response model
Kao, Chihwa; Schnell, John F. - In: Economics Letters 25 (1987) 3, pp. 249-254
Persistent link: https://www.econbiz.de/10005287994
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Errors in variables in a random-effects probit model for panel data
Kao, Chihwa; Schnell, John F. - In: Economics Letters 24 (1987) 4, pp. 339-342
Persistent link: https://www.econbiz.de/10005269618
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Errors in variables in panel data with a binary dependent variable
Kao, Chihwa; Schnell, John F. - In: Economics Letters 24 (1987) 1, pp. 45-49
Persistent link: https://www.econbiz.de/10005269932
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Variable selection problem in the censored regression models
Kao, Chihwa - In: Economics Letters 22 (1986) 4, pp. 353-357
Persistent link: https://www.econbiz.de/10005275317