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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

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

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

Bootstrapping and hypothesis testing in non-stationary panel data

Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318

Persistent link: https://www.econbiz.de/10002753378

International R&D spillovers : an application of estimation and inference in panel cointegration

Kao, Chihwa; Chiang, Min-Hsien; Chen, Bangtian - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 691-709

Persistent link: https://www.econbiz.de/10001437550

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

Persistent link: https://www.econbiz.de/10001583110

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

Estimation of heterogeneous panels with structural breaks

Baltagi, Badi H.; Qu, Feng; Kao, Chihwa - In: Journal of econometrics 191 (2016) 1, pp. 176-195

Persistent link: https://www.econbiz.de/10011598096

Panel Cointegration with Global Stochastic Trends

Bai, Jushan; Kao, Chihwa; Ng, Serena - 2011

This paper studies estimation of panel co-integration models with cross-sectional dependence Generated by unobserved global stochastic trends. The standard least squares estimator is, in General, inconsistent owing to the spuriousness induced by the unobservable i(1) trends. We propose two...

Persistent link: https://www.econbiz.de/10014183177

International R&D Spillovers : An Application of Estimation and Inference in Panel Cointegration

Kao, Chihwa; Chiang, Min-Hsien; Chen, Bangtian - 2011

In this paper, we apply the asymptotic theory of panel cointegration developed by Kao and Chiang (1997) to Coe and Helpman's (1995) international R&D spillovers regression. The OLS with bias-correction, the fully-modified (FM) and the dynamic OLS (DOLS) estimations produce different predictions...

Persistent link: https://www.econbiz.de/10014183549