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Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - 2016
Persistent link: https://www.econbiz.de/10011687505
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Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 36 (2017) 1/3, pp. 85-102
Persistent link: https://www.econbiz.de/10011794682
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Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Econometric reviews 36 (2017) 6/9, pp. 853-882
Persistent link: https://www.econbiz.de/10011795516
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On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan; Kao, Chihwa - In: Panel data econometrics : theoretical contributions and …, (pp. 1-30). 2006
Persistent link: https://www.econbiz.de/10003331420
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Panel cointegration with global stochastic trends
Bai, Jushan; Kao, Chihwa; Ng, Serena - In: Journal of econometrics 149 (2009) 1, pp. 82-99
Persistent link: https://www.econbiz.de/10003833733
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Copula-based tests for cross-sectional independence in panel models
Huang, Hueng-Ming (contributor); Kao, Chihwa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806837
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Asymptotics for panel models with common shocks
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2010
Persistent link: https://www.econbiz.de/10003988892
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Testing for sphericity in a fixed effects panel data model
Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: The econometrics journal 14 (2011) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10009007612
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Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009381370
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On the estimation and testing of fixed effects panel data models with weak instruments
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: 30th anniversary edition, (pp. 199-235). 2012
Persistent link: https://www.econbiz.de/10009711980