Similar Search Results

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

Persistent link: https://www.econbiz.de/10003768233

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

Testing for instability in factor structure of yield curves

Philip, Dennis (contributor); Kao, Chihwa (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003806862

Asymptotics for panel models with common shocks

Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2010

Persistent link: https://www.econbiz.de/10003988892

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

Asymptotics for Panel Models with Common Shocks - Extended Version

Kao, Chihwa - 2010

This paper develops a novel asymptotic theory for panel models with common shocks. We assume that contemporaneous correlation can be generated by both the presence of common regressors among units and weak spatial dependence among the error terms. Several characteristics of the panel are...

Persistent link: https://www.econbiz.de/10013136583