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Information about:
Chihwa Kao

Personal Details | Affiliation | Works
This is information that was supplied by Chihwa Kao in registering through RePEc. If you are Chihwa Kao , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Chihwa
Middle Name:
Last Name: Kao
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RePEc Short-ID: pka371

Email:
Homepage: http://faculty.maxwell.syr.edu/cdkao/
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors
  2. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  3. Number of Downloads through RePEc Services over the past 12 months
  4. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  5. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2009. "Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)," Center for Policy Research Working Papers 112, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  2. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers 92, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  3. Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers 90, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Published as:

  4. Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  5. Dennis Philip & Chihwa Kao & Giovanni Urga, 2007. "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers 96, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  6. Hong-Ming Huang & Chihwa Kao & Giovanni Urga, 2007. "Copula-Based Tests for Cross-Sectional Independence in Panel Models," Center for Policy Research Working Papers 99, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Published as:

  7. Chihwa Kao & Long Liu, 2007. "Consistent Estimation with Weak Instruments in Panel Data," Center for Policy Research Working Papers 95, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  8. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006. "The Asymptotics for Panel Models with Common Shocks," Center for Policy Research Working Papers 77, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  9. Jushan Bai & Chihwa Kao, 2005. "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers 75, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  10. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  11. Chihwa Kao & Yongmiao Hong, 2004. "Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity," Econometric Society 2004 Far Eastern Meetings 753, Econometric Society. [Downloadable!]

  12. Douglas Holtz-Eakin & Chihwa Kao, 2003. "Entrepreneurship and Economic Growth: The Proof Is in the Productivity," Center for Policy Research Working Papers 50, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  13. Min-Hsien Chiang & Yongmiao Hong & Chihwa Kao, 2002. "Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-3, International Conferences on Panel Data. [Downloadable!]

  14. Min-Hsien Chiang & Chihwa Kao, 2002. "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models," Computing in Economics and Finance 2002 60, Society for Computational Economics. [Downloadable!]
    Published as:

  15. Chihwa Kao, 2001. "Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH," Center for Policy Research Working Papers 35, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  16. Chihwa Kao, 2001. "Asymptotic Inference in Censored Regression MOdels Revisited," Center for Policy Research Working Papers 36, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  17. Chihwa Kao, 2001. "Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates," Center for Policy Research Working Papers 34, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  18. Jamie Emerson & Chihwa Kao, 2000. "Testing for Structural Change of a Time Trend Regression in Panel Data," Center for Policy Research Working Papers 15, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  19. Yongmiao Hong & Chihwa Kao, 2000. "Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," Center for Policy Research Working Papers 32, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Published as:

  20. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  21. Suzanne McCoskey & Chihwa Kao, 1999. "Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques," Center for Policy Research Working Papers 5, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  22. Chihwa Kao & Min-Hsien Chiang & Bangtian Chen, 1999. "International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration," Center for Policy Research Working Papers 4, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Published as:

  23. Chihwa Kao & Jamie Emerson, 1999. "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors," Center for Policy Research Working Papers 1, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Other versions:

  24. Suzanne McCoskey & Chihwa Kao, 1999. "A Monte Carlo Comparison of Tests for Cointegration in Panel Data," Center for Policy Research Working Papers 3, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Other versions:

  25. Suzanne McCoskey & Chihwa Kao, 1998. "A Panel Data Investigation of the Relationship Between Urbanization and Growth," Urban/Regional 9805004, EconWPA. [Downloadable!]

  26. Chihwa Kao & Min-Hsien Chiang, 1997. "On the Estimation and Inference of a Cointegrated Regression in Panel Data," Econometrics 9703001, EconWPA. [Downloadable!]
    Other versions:

  27. Min-Hsien Chiang & Chihwa Kao & Bangtian Chen, 1997. "International R&D Spillovers: An Application of Estimation and Inference in Panel," International Trade 9712001, EconWPA. [Downloadable!]

  28. Chihwa Kao, 1997. "Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable," Econometrics 9703002, EconWPA. [Downloadable!]

  29. Chihwa Kao & Suzanne McCoskey, 1997. "A Residual-Based Test Of The Null Of Cointegration In Panel Data," Econometrics 9711002, EconWPA. [Downloadable!]
    Published as:

Articles

  1. Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009. "Panel cointegration with global stochastic trends," Journal of Econometrics, Elsevier, vol. 149(1), pages 82-99, April. [Downloadable!] (restricted)
    Other versions:

  2. Badi H. Baltagi & Chihwa Kao & Long Liu, 2008. "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 residu," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 554-572, November. [Downloadable!] (restricted)

  3. Huang, Hongming & Kao, Chihwa & Urga, Giovanni, 2008. "Copula-based tests for cross-sectional independence in panel models," Economics Letters, Elsevier, vol. 100(2), pages 224-228, August. [Downloadable!] (restricted)
    Other versions:

  4. Jamie Emerson & Chihwa Kao, 2006. "Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth," Economics Bulletin, AccessEcon, vol. 3(14), pages 1-12. [Downloadable!]

  5. Min-Hsien Chiang & Chihwa Kao, 2005. "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model," Economics Bulletin, AccessEcon, vol. 3(10), pages 1-13. [Downloadable!]
    Other versions:

  6. Jamie Emerson & Chihwa Kao, 2005. "Bootstrapping and hypothesis testing in non-stationary panel data," Applied Economics Letters, Taylor and Francis Journals, vol. 12(5), pages 313-318, April. [Downloadable!] (restricted)

  7. Yongmiao Hong & Chihwa Kao, 2004. "Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," Econometrica, Econometric Society, vol. 72(5), pages 1519-1563, 09. [Downloadable!] (restricted)
    Other versions:

  8. Kao, Chihwa, 1999. "Spurious regression and residual-based tests for cointegration in panel data," Journal of Econometrics, Elsevier, vol. 90(1), pages 1-44, May. [Downloadable!] (restricted)

  9. Kao, Chihwa & Chiang, Min-Hsien & Chen, Bangtian, 1999. " International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 691-709, Special I. [Downloadable!] (restricted)
    Other versions:

  10. McCoskey, Suzanne & Kao, Chihwa, 1999. " Testing the Stability of a Production Function with Urbanization as a Shift Factor," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 671-90, Special I. [Downloadable!] (restricted)

  11. Hall, H Keith & Kao, Chihwa & Nelson, Douglas, 1998. "Women and Tariffs: Testing the Gender Gap Hypothesis in a Downs-Mayer Political-Economy Model," Economic Inquiry, Oxford University Press, vol. 36(2), pages 320-32, April.

  12. Suzanne McCoskey & Chihwa Kao, 1998. "A residual-based test of the null of cointegration in panel data," Econometric Reviews, Taylor and Francis Journals, vol. 17(1), pages 57-84. [Downloadable!] (restricted)
    Other versions:

  13. Kao Chihwa & Stephen. Ross, 1995. "A cusum test in the linear regression model with serially correlated disturbances," Econometric Reviews, Taylor and Francis Journals, vol. 14(3), pages 331-346. [Downloadable!] (restricted)

  14. Kao, Chihwa & Wu, Chunchi, 1994. "Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach," Journal of Business, University of Chicago Press, vol. 67(1), pages 45-68, January. [Downloadable!] (restricted)

  15. Kao, Chihwa & Wu, Chunchi, 1994. "Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings," The Review of Economics and Statistics, MIT Press, vol. 76(3), pages 490-502, August. [Downloadable!] (restricted)

  16. Kao, Chihwa & Wu, Chunchi, 1990. "Sinking Funds and the Agency Costs of Corporate Debt," The Financial Review, Eastern Finance Association, vol. 25(1), pages 95-113, February.

  17. Kao, Chihwa & Wu, Chunchi, 1990. "Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(3), pages 317-25, July.

  18. Kao, Chihwa & Schnell, John F., 1987. "Errors in variables in a random-effects probit model for panel data," Economics Letters, Elsevier, vol. 24(4), pages 339-342. [Downloadable!] (restricted)

  19. Kao, Chihwa & Schnell, John F., 1987. "Errors in variables in the multinomial response model," Economics Letters, Elsevier, vol. 25(3), pages 249-254. [Downloadable!] (restricted)

  20. Kao, Chihwa & Schnell, John F., 1987. "Errors in variables in panel data with a binary dependent variable," Economics Letters, Elsevier, vol. 24(1), pages 45-49. [Downloadable!] (restricted)

  21. Kao, Chihwa, 1986. "Variable selection problem in the censored regression models," Economics Letters, Elsevier, vol. 22(4), pages 353-357. [Downloadable!] (restricted)

  22. Kao, Chihwa, 1985. "Influence diagnostic for censored regression models," Statistics & Probability Letters, Elsevier, vol. 3(6), pages 337-342, October. [Downloadable!] (restricted)

  23. Kao, Chihwa, 1985. "An em algorithm for the heteroscedastic regression models with censored data," Economics Letters, Elsevier, vol. 17(1-2), pages 91-96. [Downloadable!] (restricted)

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-10-28
  2. NEP-ECM: Econometrics (14) 1998-10-02 2002-07-10 2003-10-28 2004-10-30 2005-12-20 2005-12-20 2006-11-25 2007-01-23 2007-04-09 2007-05-19 2007-05-26 2007-09-02 2008-02-09 2009-03-22 Author is listed
  3. NEP-ENV: Environmental Economics (1) 1998-10-02
  4. NEP-ETS: Econometric Time Series (10) 1998-10-02 1998-10-02 2002-07-04 2003-10-28 2004-10-30 2005-12-20 2006-11-25 2007-01-23 2007-04-09 2007-05-19 Author is listed
  5. NEP-FMK: Financial Markets (1) 2007-09-02
  6. NEP-GEO: Economic Geography (1) 2009-03-22
  7. NEP-MON: Monetary Economics (1) 2007-09-02
Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2010-1-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.