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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
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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
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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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Bounded influence estimator for GARCH models : evidence from foreign exchange rates
Li, Jinliang; Kao, Chihwa; Zhang, Wei - In: Applied economics 42 (2010) 10/12, pp. 1437-1445
Persistent link: https://www.econbiz.de/10008658420
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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
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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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R&D, innovation and knowledge spillovers : a reapraisal of Botazzi and Peri (2007) in the presence of cross-sectional dependence
Bottasso, Anna; Castagnetti, Carolina; Conti, Maurizio - In: Journal of applied econometrics 30 (2015) 2, pp. 350-352
Persistent link: https://www.econbiz.de/10011332977
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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