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Copula-based tests for cross-sectional independence in panel models
Huang, Hueng-Ming (contributor); Kao, Chihwa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806837
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Testing for instability in factor structure of yield curves
Philip, Dennis (contributor); Kao, Chihwa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806862
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Asymptotics for panel models with common shocks
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2010
Persistent link: https://www.econbiz.de/10003988892
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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
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Testing cross-sectional correlation in large panel data models with serial correlation
Baltagi, Badi H.; Kao, Chihwa; Bin, Peng - 2016
Persistent link: https://www.econbiz.de/10011687485
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Testing for instability in covariance structures
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2016
Persistent link: https://www.econbiz.de/10011687504
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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
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Religiosity : identifying the effect of pluralism
Coşgel, Metin Murat; Hwang, Jungbin; Kao, Chihwa; … - 2017
Persistent link: https://www.econbiz.de/10011687546
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Testing for instability in covariance structures
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2014
Persistent link: https://www.econbiz.de/10010440730