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Kao, Chihwa's
Scholarly Papers
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Total Downloads
883
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Citations
219
1.
On the Estimation and Inference of a Cointegrated Regression in Panel Data
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Kao, Chihwa Syracuse University
Chiang, Min-Hsien National Cheng Kung University - Institute of International Business
Posted:
13 May 97
Last Revised:
16 Apr 11
502
(25,324)
92
Kao, Chihwa Syracuse University
Chiang, Min-Hsien National Cheng Kung University - Institute of International Business
30
92
Panel Data, OLS, FMOLS, DOLS, Homogeneous Panel, Heterogeneous Panel
Kao, Chihwa Syracuse University
Chiang, Min-Hsien National Cheng Kung University - Institute of International Business
472
92
2.
Holtz-Eakin, Douglas affiliation not provided to SSRN
Kao, Chihwa Syracuse University
71
(167,724)
4
3.
Baltagi, Badi H. Syracuse University - Center for Policy Research
Kao, Chihwa Syracuse University
38
(223,750)
68
4.
Baltagi, Badi H. Syracuse University - Center for Policy Research
Kao, Chihwa Syracuse University
Na, Sang Gon Syracuse University - Department of Economics
32
(237,675)
Panel Data, OLS, Fixed-Effects, First-Difference, GLS, t-ratio
5.
Kao, Chihwa Syracuse University
Trapani, Lorenzo City University London - Sir John Cass Business School
Urga, Giovanni Cass Business School, Faculty of Finance, London
31
(240,283)
Panel data, common shocks, cross-sectional dependence, asymptotics, joint limit, martingale difference sequence
6.
Bai, Jushan New York University (NYU) - Department of Economics
Kao, Chihwa Syracuse University
19
(278,416)
6
panel data cointegration, cross-sectional independence, cross-sectional dependence, continuous updated fully modified (CUP-FM) estimator, Monte Carlo results, two-step FM (2S-FM) estimator, OLS estimator
7.
Kao, Chihwa Syracuse University
Emerson, Jamie Clarkson University
18
(281,914)
8.
Kao, Chihwa Syracuse University
Trapani, Lorenzo City University London - Sir John Cass Business School
Urga, Giovanni Cass Business School, Faculty of Finance, London
18
(281,914)
1
Structural change, Panel cointegration, Common stochastic trends, Functional Central Limit Theorem
9.
Kan, Kamhon Academia Sinica - Institute of Economics
Kao, Chihwa Syracuse University
16
(289,057)
simulation-based two-step (STS) estimator
10.
Kao, Chihwa Syracuse University
Trapani, Lorenzo City University London - Sir John Cass Business School
Urga, Giovanni Cass Business School, Faculty of Finance, London
15
(292,529)
Cross-sectional dependence, Common shocks, Nonstationary panel
11.
McCoskey, Suzanne affiliation not provided to SSRN
Kao, Chihwa Syracuse University
14
(296,213)
5
Panel Cointegration
12.
Emerson, Jamie Clarkson University
Kao, Chihwa Syracuse University
13
(299,771)
2
13.
McCoskey, Suzanne affiliation not provided to SSRN
Kao, Chihwa Syracuse University
12
(303,279)
14.
Kao, Chihwa Syracuse University
Chiang, Min-Hsien National Cheng Kung University - Institute of International Business
Chen, Bangtian affiliation not provided to SSRN
11
(306,702)
31
International R&D Spillovers, Panel Data, OLS, FM, DOLS, Cointegration
15.
Kao, Chihwa Syracuse University
10
(309,993)
16.
Hong, Yongmiao Cornell University - Department of Economics
Kao, Chihwa Syracuse University
10
(309,993)
4
Error component, Panel model, Hypothesis testing, Serial correlation of unknown form, Spectral peak, Unbalanced panel data, Wavelet
17.
Baltagi, Badi H. Syracuse University - Center for Policy Research
Feng, Qu Nanyang Technological University
Kao, Chihwa Syracuse University
10
(309,993)
Sphericity, Panel Data, Cross-sectional Dependence, John Test
18.
Kao, Chihwa Syracuse University
Trapani, Lorenzo City University London - Sir John Cass Business School
Urga, Giovanni Cass Business School, Faculty of Finance, London
9
(313,229)
Panel cointegration, Common and idiosyncratic stochastic trends, testing for structural changes
19.
Huang, Hong-Ming affiliation not provided to SSRN
Kao, Chihwa Syracuse University
Urga, Giovanni Cass Business School, Faculty of Finance, London
9
(313,229)
1
Copulas, Panel Data, Cross-Sectional Independence
20.
Baltagi, Badi H. Syracuse University - Center for Policy Research
Kao, Chihwa Syracuse University
Liu, Long University of Texas at San Antonio
7
(319,257)
2
Panel Data, OLS, Fixed-Effects, First-Difference, GLS
21.
Kao, Chihwa Syracuse University
6
(322,122)
22.
Kao, Chihwa Syracuse University
5
(324,798)
23.
Baltagi, Badi H. Syracuse University - Maxwell School of Citizenship and Public Affairs
Feng, Qu Nanyang Technological University
Kao, Chihwa Syracuse University
3
(330,702)
1
Cross-sectional dependence, John test, Panel data, Sphericity
24.
Kao, Chihwa Syracuse University
Liu, Long University of Texas at San Antonio
2
(335,455)
Weak Instrument, Two Stage Least Squares, Panel Data, Concentration Parameter
25.
Baltagi, Badi H. Syracuse University - Maxwell School of Citizenship and Public Affairs
Kao, Chihwa Syracuse University
Liu, Long Syracuse University - Department of Economics
2
(335,455)
2
26.
Bai, Jushan New York University (NYU) - Department of Economics
Kao, Chihwa Syracuse University
Ng, Serena Columbia University
27.
Kao, Chihwa Syracuse University