The following pages link to Chihwa Kao (Q302099):
Displaying 35 items.
- Panel cointegration with global stochastic trends (Q302100) (← links)
- An EM algorithm for the heteroscedastic regression models with censored data (Q375035) (← links)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Variable selection problem in the censored regression models (Q899894) (← links)
- Errors in variables in panel data with a binary dependent variable (Q899961) (← links)
- Errors in variables in a random-effects probit model for panel data (Q900004) (← links)
- Errors in variables in the multinomial response model (Q900033) (← links)
- Erratum: Errors in variables in a random-effects probit model for panel data (Q900047) (← links)
- Influence diagnostics for censored regression models (Q1075727) (← links)
- Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
- Copula-based tests for cross-sectional independence in panel models (Q1934860) (← links)
- On testing for sphericity with non-normality in a fixed effects panel data model (Q2018631) (← links)
- Mahalanobis metric based clustering for fixed effects model (Q2061754) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Testing for instability in covariance structures (Q2405201) (← links)
- Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
- 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 (Q3548524) (← links)
- The Estimation and Inference of a Panel Cointegration Model with a Time Trend (Q3593542) (← links)
- (Q3687514) (← links)
- A residual-based test of the null of cointegration in panel data (Q4385001) (← links)
- A cusum test in the linear regression model with serially correlated disturbances (Q4853103) (← links)
- Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study (Q4935521) (← links)
- Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
- Large-Dimensional Panel Data Econometrics (Q5119837) (← links)
- Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances (Q5133514) (← links)
- On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments (Q5133605) (← links)
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (Q5475053) (← links)
- High-Dimensional Econometrics and Identification (Q5741940) (← links)
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances (Q5861011) (← links)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652) (← links)
