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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Chihwa Kao