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A maximum simulated likelihood estimation of consumer demand systems with zero expenditures : a double hurdle model

Kan, Kamhon; Kao, Chihwa - 1996

Persistent link: https://www.econbiz.de/10000634133

Testing for instability in factor structure of yield curves

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

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

Testing for sphericity in a fixed effects panel data model

Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: The econometrics journal 14 (2011) 1, pp. 25-47

Persistent link: https://www.econbiz.de/10009007612

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

Women and tariffs : testing the gender gap hypothesis in a Downs-Mayer political-economy model

Hall, Homer K. - In: Economic inquiry : journal of the Western Economic … 36 (1998) 2, pp. 320-332

Persistent link: https://www.econbiz.de/10001243554

Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach

Kao, Chihwa - In: The journal of business : B 67 (1994) 1, pp. 45-68

Persistent link: https://www.econbiz.de/10001157487

Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes

Baltagi, Badi H. - 2020

This paper considers multiple changes in the factor loadings of a high dimensional factor model occurring at dates that are unknown but common to all subjects. Since the factors are unobservable, the problem is converted to estimating and testing structural changes in the second moments of the...

Persistent link: https://www.econbiz.de/10012842360

Estimating and testing high dimensional factor models with multiple structural changes

Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 220 (2021) 2, pp. 349-365

Persistent link: https://www.econbiz.de/10012618518

Identification and estimation of a large factor model with structural instability

Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - 2016

Persistent link: https://www.econbiz.de/10011687505

Long run effect of public grants and tax credits on R&D investment : a non-stationary panel data approach

Àlvarez Ayuso, Inmaculada; Kao, Chihwa; Romero … - In: Economic modelling 75 (2018), pp. 93-104

Persistent link: https://www.econbiz.de/10012101447