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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

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/10010202741

Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: The econometrics journal 11 (2008) 3, pp. 554-572

Persistent link: https://www.econbiz.de/10003802390

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

Persistent link: https://www.econbiz.de/10010442857

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 39 (2020) 8, pp. 745-762

Persistent link: https://www.econbiz.de/10012295578

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

A bias-corrected fixed effects estimator in the dynamic panel data model

Kao, Chihwa; Liu, Long; Sun, Rui - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 205-225

Persistent link: https://www.econbiz.de/10012488913

Consistent Estimation with Weak Instruments in Panel Data

Kao, Chihwa; Liu, Long - 2011

Persistent link: https://www.econbiz.de/10014183162

Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors : The Case of Stationary and Non-Stationary Regress...

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - 2011

This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Asymptotic distributions are...

Persistent link: https://www.econbiz.de/10014183167

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/10001353772