C. Kao

发表

Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model

B. Baltagi, C. Kao, Fa Wang, 2017 .

A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model

B. Baltagi, C. Kao, QU Feng, 2012 .

Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

Yongmiao Hong, Chihwa Kao, Yongmiao Hong, 2000 .

Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable

Chihwa Kao, C. Kao, 1996 .

Simulated Maximum Likelihood Estimation of The Linear Expenditure System with Binding Non-negativity Constraints

Lung-fei Lee, M. Pitt, C. Kao, 2001 .

Bounded influence estimator for GARCH models: evidence from foreign exchange rates

C. Kao, Jinliang Li, W. Zhang, 2010 .

Estimation and inference of a cointegrated regression in panel data: a Monte Carlo study

Chihwa Kao, C. Kao, Bangtian Chen, 1999 .

Panel cointegration with global stochastic trends

Serena Ng, Jushan Bai, Chihwa Kao, 2008, 0805.1768.

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

Chihwa Kao, C. Kao, S. McCoskey, 1999 .

Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques

Chihwa Kao, C. Kao, S. McCoskey, 1999 .

A Monte Carlo Comparison of Tests for Cointegration in Panel Data

Chihwa Kao, C. Kao, S. McCoskey, 1999 .

Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates

Chihwa Kao, C. Kao, 2001 .

Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals

B. Baltagi, C. Kao, Long Liu, 2007 .

Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic

C. Kao, Xinba Li, 2022, Journal of Risk and Financial Management.

The Estimation and Inference of a Panel Cointegration Model with a Time Trend

C. Kao, Min-Hsien Chiang, C. Lo, 2007 .

Structural changes in heterogeneous panels with endogenous regressors

B. Baltagi, C. Kao, QU Feng, 2019, Journal of Applied Econometrics.

On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors

C. Kao, Jamie Emerson, 1999 .

On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence

J. Bai, C. Kao, Jushan Bai, 2005 .

On the Estimation and Inference of a Cointegrated Regression in Panel Data

C. Kao, Min-Hsien Chiang, 1997 .

A bias-corrected fixed effects estimator in the dynamic panel data model

C. Kao, Long Liu, Rui Sun, 2021, Empirical Economics.

Mahalanobis Metric Based Clustering for Fixed Effects Model

C. Kao, Zhonghui Zhang, Min Seong Kim, 2020, Sankhya B.

A cusum test in the linear regression model with serially correlated disturbances

Stephen L. Ross, Chihwa Kao, C. Kao, 1995 .

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

Badi H. Baltagi, Chihwa Kao, Long Liu, 2017 .

International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration

Min-Hsien Chiang, Chihwa Kao, C. Kao, 1999 .

Key Words and Phrases: LBUI test; LM test.

Chihwa Kao, C. Kao, S. McCoskey, 2022 .

An em algorithm for the heteroscedastic regression models with censored data

C. Kao, 1985 .

Variable selection problem in the censored regression models

C. Kao, 1986 .

Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

Chihwa Kao, B. Baltagi, C. Kao, 2000 .

Asymptotics for Panel Models with Common Shocks

G. Urga, C. Kao, Lorenzo Trapani, 2010 .

Rational expectations and corporate dividend policy

C. Kao, Chunchi Wu, Cheng-Few Lee, 1991 .

Errors in variables in the multinomial response model

C. Kao, John F. Schnell, 1987 .

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

C. Kao, Desiderio Romero-Jordán, Inmaculada Álvarez-Ayuso, 2018, Economic Modelling.

Long run effect of public grants on the R&D investment: A non-stationary panel data approach

C. Kao, Desiderio Romero-Jordán, Inmaculada C Álvarez, 2016 .

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

Badi H. Baltagi, Chihwa Kao, B. Baltagi, 2011 .

The Adjustment of Dividends to

C. Kao, Chunchi Wu, 2016 .

An Application of Nonlinear Bounded Influence Estimation to Aggregate Bank Borrowing from the Federal Reserve

C. Kao, Donald H. Dutkowsky, 1989 .

Time-Series Properties of Financial Series and Implications for Modeling

Chunchi Wu, Chihwa Kao, C. Kao, 1996 .

Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation

B. Peng, B. Baltagi, C. Kao, 2016 .

A re-examination of the impact of credit ratings and economic factors on state bond yields

C. Kao, Chunchi Wu, 1994 .

Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model

C. Kao, Min-Hsien Chiang, 2002 .

Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes

Chihwa Kao, B. Baltagi, C. Kao, 2019, Journal of Econometrics.

Identification and estimation of a large factor model with structural instability

Badi H. Baltagi, B. Baltagi, C. Kao, 2017 .

Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth

C. Kao, Jamie Emerson, 2006 .

Bounded Influence Estimation for Auto-Regressive Conditional Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates

C. Kao, 2001 .

Simulation-Based Two-Step Estimation with Endogenous Regressors

C. Kao, Kamhon Kan, 2005 .

The Adjustment of Dividends to Permanent Earnings

C. Kao, Chunchi Wu, 1992 .

Entrepreneurship and Economic Growth: the Proof is in the Productivity

D. Holtz-eakin, C. Kao, 2003 .

Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-Garch

C. Kao, 2001 .

Maximum Simulated Likelihood Estimation of Consumer Demand Systems with Binding Non-Negativity Constraints

C. Kao, 1996 .

Testing for instability in covariance structures

G. Urga, C. Kao, Lorenzo Trapani, 2018 .

COINTEGRATION WITH GLOBAL STOCHASTIC TRENDS

Serena Ng, C. Kao, Jushan Bai, 2007 .

CENTRE FOR ECONOMETRIC ANALYSIS CEA@Cass

C. Kao, 2006 .

Influence diagnostic for censored regression models

C. Kao, 1985 .

Estimation of Heterogeneous Panels with Structural Breaks

Badi H. Baltagi, Chihwa Kao, Qu Feng, 2016 .

Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings

C. Kao, Chunchi Wu, 1994 .

Fixed-Effect Estimation of Highly-Mobile Production Technologies Fixed-Effect Estimation of Highly-Mobile Production Technologies

Christopher F. Parmeter, K. Schnier, K. Lahiri, 2020 .

On the Estimation and Inference of a Cointegrated Regression in Panel Data

Min-Hsien Chiang, Chihwa Kao, C. Kao, 1997 .

INTERNATIONAL R&D SPILLOVERS: AN APPLICATION OF ESTIMATION AND INFERENCE IN PANEL COINTEGRATION

C. Kao, Min-Hsien Chiang, Bangtian Chen, 1999 .

A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model

J. Yinger, B. Baltagi, C. Kao, 2012 .

Asymptotics for Panel Models with Common Shocks - Extended Version

G. Urga, C. Kao, Lorenzo Trapani, 2010 .

The Asymptotics for Panel Models with Common Shocks

G. Urga, C. Kao, Lorenzo Trapani, 2006 .

On the Estimation and Inference of a Cointegrated Regression in Panel Data

C. Kao, Min-Hsien Chiang, Min-Hsien Chiang, 1997 .

Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

B. Baltagi, C. Kao, 2000 .

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

C. Kao, S. Mccoskey, 2022 .

High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection

C. Kao, Zhonghui Zhang, Huarui Jing, 2023, Mathematics.

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

C. Kao, B. Baltagi, Long Liu, 2019, Econometric Reviews.

Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances

C. Kao, B. Baltagi, Long Liu, 2014 .

On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments

C. Kao, B. Baltagi, Long Liu, 2012 .

Testing for Breaks in Cointegrated Panels

G. Urga, C. Kao, Lorenzo Trapani, 2012 .

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

C. Kao, S. Na, B. Baltagi, 2011 .

Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends

G. Urga, C. Kao, Lorenzo Trapani, 2011 .

Asymptotic Properties of Estimators for the Linear Panel Regression Model with Random Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals

C. Kao, B. Baltagi, Long Liu, 2008 .

Consistent Estimation with Weak Instruments in Panel Data

C. Kao, Long Liu, 2007 .

Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend

J. Yinger, D. Wolf, G. Urga, 2007 .

Center for Policy Research Working Paper No . 95 CONSISTENT ESTIMATION WITH WEAK INSTRUMENTS IN PANEL DATA

C. Kao, Long Lui, 2015 .

Center for Policy Research Working Paper No . 137 A LAGRANGE MULTIPLIER TEST FOR CROSS-SECTIONAL DEPENDENCE IN A FIXED EFFECTS PANEL DATA MODEL

C. Kao, Qu Feng, B. Baltagi, 2012 .

Center for Policy Research Working Paper No . 129 TESTING FOR BREAKS IN COINTEGRATED PANELS WITH COMMON AND IDIOSYNCRATIC STOCHASTIC TRENDS

C. Himes, G. Urga, C. Kao, 2011 .

Estimation of Change Points in Panel Models

C. Kao, Qu Feng, 2009 .

On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence

C. Kao, Jushan Bai, Jushan Bai, 2005 .

Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-Garch

J. Yinger, D. Wolf, C. Kao, 2001 .

Simulated Maximum Likelihood Estimation of The Linear Expenditure System with Binding Non-negativity Constraints

Lung-fei Lee, M. Pitt, C. Kao, 2001 .

Fixed-effect Estimation of Highly-mobile Production Technologies Center for Policy Research – Spring 2008 Associate Directors Fixed-effect Estimation of Highly-mobile Production Technologies

Christopher F. Parmeter, K. Schnier, K. Lahiri, 2022 .

Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt}

C. Kao, S. Na, B. Baltagi, 2013, Statistical Papers.

Testing for Sphericity in a Fixed Effects Panel Data Model

C. Kao, Qu Feng, B. Baltagi, 2011 .

Two-step estimation of linear models with ordinal unobserved variables: The case of corporate bonds

Chunchi Wu, Chihwa Kao, C. Kao, 1990 .

Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

C. Kao, B. Baltagi, 2000 .

Tests of Dividend Signalling Using the Marsh-Merton Model: A Generalized Friction Approach

C. Kao, Chunchi Wu, 1994 .