Chihwa Kao

Available identifiers

zbMath Open kao.chihwaMaRDI QIDQ302099

List of research outcomes

Publication	Date of Publication	Type
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model	2022-06-08	Paper
Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term	2022-06-07	Paper
Asymptotics for Panel Models with Common Shocks	2022-05-31	Paper
Testing for shifts in a time trend panel data model with serially correlated error component disturbances	2022-03-04	Paper
Mahalanobis metric based clustering for fixed effects model	2021-12-21	Paper
Estimating and testing high dimensional factor models with multiple structural changes	2021-02-04	Paper
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances	2020-11-10	Paper
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments	2020-11-10	Paper
Large-Dimensional Panel Data Econometrics	2020-09-01	Paper
High-Dimensional Econometrics and Identification	2019-05-16	Paper
Testing for instability in covariance structures	2017-09-21	Paper
A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model	2017-05-12	Paper
Identification and estimation of a large factor model with structural instability	2017-01-30	Paper
Panel cointegration with global stochastic trends	2016-07-04	Paper
Variable selection problem in the censored regression models	2016-01-01	Paper
Errors in variables in panel data with a binary dependent variable	2016-01-01	Paper
Errors in variables in a random-effects probit model for panel data	2016-01-01	Paper
Errors in variables in the multinomial response model	2016-01-01	Paper
Erratum: Errors in variables in a random-effects probit model for panel data	2016-01-01	Paper
Estimation of heterogeneous panels with structural breaks	2015-12-18	Paper
On testing for sphericity with non-normality in a fixed effects panel data model	2015-03-24	Paper
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test	2013-11-11	Paper
An EM algorithm for the heteroscedastic regression models with censored data	2013-10-24	Paper
Copula-based tests for cross-sectional independence in panel models	2013-01-29	Paper
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary	2012-05-08	Paper
Testing for sphericity in a fixed effects panel data model	2011-07-27	Paper
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	2008-12-15	Paper
The Estimation and Inference of a Panel Cointegration Model with a Time Trend	2007-07-23	Paper
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models	2006-06-16	Paper
Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study	2000-07-24	Paper
Spurious regression and residual-based tests for cointegration in panel data	1999-01-01	Paper
A residual-based test of the null of cointegration in panel data	1998-09-27	Paper
A cusum test in the linear regression model with serially correlated disturbances	1995-12-03	Paper
Influence diagnostics for censored regression models	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3687514	1984-01-01	Paper

Research outcomes over time

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