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Testing the Stability of a Production Function with Urbanization as a Shift Factor

McCoskey, Suzanne; Kao, Chihwa - In: Oxford bulletin of economics and statistics 61 (1999), pp. 671-690

Persistent link: https://www.econbiz.de/10006457798

Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings

Kao, Chihwa; Wu, Chunchi - In: The review of economics and statistics 76 (1994) 3, pp. 490-502

Persistent link: https://www.econbiz.de/10006409532

TIME-SERIES PROPERTIES OF FINANCIAL SERIES AND IMPLICATIONS FOR MODELING

Wu, Chunchi; Kao, Chihwa; Lee, Cheng F. - In: Journal of accounting, auditing & finance 11 (1996) 2, pp. 277-304

Persistent link: https://www.econbiz.de/10007072959

Copula-based tests for cross-sectional independence in panel models

Huang, Hongming; Kao, Chihwa; Urga, Giovanni - In: Economics letters 100 (2008) 2, pp. 224-228

Persistent link: https://www.econbiz.de/10008071342

Copula-based tests for cross-sectional independence in panel models

Huang, Hongming; Kao, Chihwa; Urga, Giovanni - In: Economics letters 100 (2008) 2, pp. 224-229

Persistent link: https://www.econbiz.de/10008883901

Panel cointegration with global stochastic trends

Bai, Jushan; Kao, Chihwa; Ng, Serena - In: Journal of econometrics 149 (2009) 1, pp. 82-100

Persistent link: https://www.econbiz.de/10008899330

Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary

Baltagi, Badi H.; Kao, Chihwa; Na, Sanggon - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 95 (2011) 4, pp. 329-351

Persistent link: https://www.econbiz.de/10009801239

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. 25-48

Persistent link: https://www.econbiz.de/10008845136

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