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Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
Hong, Yongmiao; Kao, Chihwa - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1519-1564
Persistent link: https://www.econbiz.de/10006755900
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Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach
Kao, Chihwa; Wu, Chunchi - In: The journal of business : B 67 (1994) 1, pp. 45-68
Persistent link: https://www.econbiz.de/10006071790
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Spurious regression and residual-based tests for cointegration in panel data
Kao, Chihwa - In: Journal of econometrics 90 (1999) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10006786596
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ESTIMATION AND INFERENCE OF A COINTEGRATED REGRESSION IN PANEL DATA: A MONTE CARLO STUDY
Chen, Bangtian; McCoskey, Suzanne K.; Kao, Chihwa - In: American journal of mathematical and management sciences 19 (1999) 1-2, pp. 75-114
Persistent link: https://www.econbiz.de/10006841537
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Bounded influence estimator for GARCH models: evidence from foreign exchange rates
Li, Jinliang; Kao, Chihwa; Zhang, Wei David - In: Applied economics 42 (2010) 11, pp. 1437-1446
Persistent link: https://www.econbiz.de/10008419347
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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
Persistent link: https://www.econbiz.de/10008237913
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Asymptotics for Panel Models with Common Shocks
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - In: Econometric reviews 31 (2012) 4, pp. 390-440
Persistent link: https://www.econbiz.de/10009986256
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The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 241-270
Persistent link: https://www.econbiz.de/10010175351
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The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 241-270
Persistent link: https://www.econbiz.de/10010175982
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Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy
Hall, Model H.Keith; Kao, Chihwa; Nelson, Douglas - In: Economic inquiry : journal of the Western Economic … 36 (1998) 2, pp. 320
Persistent link: https://www.econbiz.de/10006307186