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Chihwa Kao
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Cited by
Year
Spurious regression and residual-based tests for cointegration in panel data
C Kao
Journal of econometrics 90 (1), 1-44, 1999
60241999
On the estimation and inference of a cointegrated regression in panel data
C Kao, MH Chiang
Nonstationary panels, panel cointegration, and dynamic panels, 179-222, 2001
31742001
Nonstationary panels, cointegration in panels and dynamic panels: A survey
BH Baltagi, C Kao
Nonstationary panels, panel cointegration, and dynamic panels, 7-51, 2001
10352001
A residual-based test of the null of cointegration in panel data
S McCoskey, C Kao
Econometric reviews 17 (1), 57-84, 1998
9511998
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
BH Baltagi, Q Feng, C Kao
Journal of Econometrics 170 (1), 164-177, 2012
8502012
International R&D spillovers: an application of estimation and inference in panel cointegration
C Kao, MH Chiang, B Chen
Oxford Bulletin of Economics and statistics 61 (S1), 691-709, 1999
6091999
Panel cointegration with global stochastic trends
J Bai, C Kao, S Ng
Journal of Econometrics 149 (1), 82-99, 2009
4332009
On the estimation and inference of a panel cointegration model with cross-sectional dependence
J Bai, C Kao
Contributions to economic analysis 274, 3-30, 2006
2762006
Nonstationary panel time series using NPT 1.3–A user guide
MH Chiang, C Kao
Center for Policy Research, Syracuse University, 2002
1612002
Entrepreneurship and economic growth: the proof is in the productivity
D Holtz-Eakin, C Kao
Syracuse University Center for Policy Research Working Paper, 2003
1302003
Tests of dividend signaling using the Marsh-Merton model: A generalized friction approach
C Kao, C Wu
Journal of Business, 45-68, 1994
1241994
Estimation and inference of a cointegrated regression in panel data: A Monte Carlo study
B Chen, SK McCoskey, C Kao
American Journal of Mathematical and Management Sciences 19 (1-2), 75-114, 1999
1231999
Estimation of heterogeneous panels with structural breaks
BH Baltagi, Q Feng, C Kao
Journal of Econometrics 191 (1), 176-195, 2016
1202016
Testing the stability of a production function with urbanization as a shift factor
S McCoskey, C Kao
Oxford Bulletin of Economics and Statistics 61 (S1), 671-690, 1999
881999
A Monte Carlo comparison of tests for cointegration in panel data
S McCoskey, C Kao
Available at SSRN 1807953, 1999
851999
Wavelet‐based testing for serial correlation of unknown form in panel models
Y Hong, C Kao
Econometrica 72 (5), 1519-1563, 2004
732004
Simulated maximum likelihood estimation of the linear expenditure system with binding non-negativity constraints
C Kao, L Lee, MM Pitt
Annals of Economics and Finance 2 (1), 203-223, 2001
682001
Nonstationary panels, panel cointegration and dynamic panels
C Kao, MH Chiang, BH Baltagi
Advances in econometrics 15, 179-222, 2000
672000
Two-step estimation of linear models with ordinal unobserved variables: The case of corporate bonds
C Kao, C Wu
Journal of Business & Economic Statistics 8 (3), 317-325, 1990
671990
Testing cross-sectional correlation in large panel data models with serial correlation
BH Baltagi, C Kao, B Peng
Econometrics 4 (4), 44, 2016
652016
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Articles 1–20