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High dimensional econometrics and identification

Kao, Chihwa; Liu, Long - 2019

Panel data model with stationary and nonstationary regressors and error terms -- Panel time trend model with stationary … -- Weak instruments in panel data models -- Incidental parameters problem in panel data models -- Bibliography -- Index. …

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Long run effect of public grants and tax credits on R&D investment : a non-stationary panel data approach

Àlvarez Ayuso, Inmaculada; Kao, Chihwa; Romero … - In: Economic modelling 75 (2018), pp. 93-104

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Test of hypotheses in a time trend panel data model with serially correlated error component disturbances

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Essays in honor of Peter C. B. Phillips, (pp. 347-394). 2014

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Testing cross-sectional correlation in large panel data models with serial correlation

Baltagi, Badi H.; Kao, Chihwa; Bin, Peng - 2016

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Identification and estimation of a large factor model with structural instability

Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - 2016

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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

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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

Identification and estimation of a large factor model with structural instability

Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 197 (2017) 1, pp. 87-100

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Nonstationary panels, cointegration in panels and dynamic panels : a survey

Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000

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On the estimation and inference of a cointegrated regression in panel data

Kao, Chihwa; Chiang, Min-hsien - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 179-222). 2000

Persistent link: https://www.econbiz.de/10001583122