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Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa, (2011)
Nonlinear error correction based cointegration test in panel data
Omay, Tolga, (2017)
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach
Kao, Chihwa, (1994)
Errors in variables in the multinational response model
Kao, Chihwa, (1987)
Women and tariffs : testing the gender gap hypothesis in a Downs-Mayer political-economy model
Hall, Homer K., (1998)