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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

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

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 and nonstationary error terms -- Estimation of change points in stationary and nonstationary regressors and error term -- Weak instruments in panel data models -- Incidental...