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Bootstrapping and hypothesis testing in non-stationary panel data

Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318

Persistent link: https://www.econbiz.de/10002753378

Testing for Structural Change of a Time Trend Regression in Panel Data

Emerson, Jamie - 2011

In this paper, we propose two classes of test statistics for detecting a break at an unknown date in panel data models with time trend. The first one is the fluctuation test of Ploberger-Kramer-Kontrus (1989). The second one is based on the mean and exponential Wald statistics of Andrew and...

Persistent link: https://www.econbiz.de/10013127220

Spurious regression and residual-based tests for cointegration in panel data

Kao, Chihwa - In: Journal of econometrics 90 (1999) 1, pp. 1-44

Persistent link: https://www.econbiz.de/10001353772

Errors in variables in panel data with a binary dependent variable

Kao, Chihwa - In: Economics letters 1 (1987), pp. 45-49

Persistent link: https://www.econbiz.de/10001032503

A CUSUM test in the linear regression model with serially correlated disturbances

Kao, Chihwa - In: Econometric reviews 14 (1995) 3, pp. 331-346

Persistent link: https://www.econbiz.de/10001185179

Errors in variables in the multinational response model

Kao, Chihwa - In: Economics letters 3 (1987), pp. 249-254

Persistent link: https://www.econbiz.de/10001038835

Two-step estimation of linear models with ordinal unobserved variables : the case of corporate bonds

Kao, Chihwa - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 3, pp. 317-325

Persistent link: https://www.econbiz.de/10001089543

A maximum simulated likelihood estimation of consumer demand systems with zero expenditures : a double hurdle model

Kan, Kamhon; Kao, Chihwa - 1996

Persistent link: https://www.econbiz.de/10000634133

Consistent Estimation with Weak Instruments in Panel Data

Kao, Chihwa; Liu, Long - 2011

Persistent link: https://www.econbiz.de/10014183162

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

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - 2011

This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Asymptotic distributions are...

Persistent link: https://www.econbiz.de/10014183167