Narrow search
Showing 1 - 10 of 58
Cover Image
Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach
Kao, Chihwa - In: The journal of business : B 67 (1994) 1, pp. 45-68
Persistent link: https://www.econbiz.de/10001157487
Cover Image
The adjustment of dividends to permanent earnings
Kao, Chihwa - In: Southern economic journal 58 (1992) 4, pp. 1058-1071
Persistent link: https://www.econbiz.de/10001124591
Cover Image
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
Cover Image
Rational expectations, information signalling and dividend adjustment to permanent earnings
Kao, Chihwa - In: The review of economics and statistics 76 (1994) 3, pp. 490-502
Persistent link: https://www.econbiz.de/10001176033
Cover Image
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
Cover Image
The effect of income smoothing on stock price
Wu, Chunchi - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 83-96
Persistent link: https://www.econbiz.de/10001409330
Cover Image
A residual-based test of the null of cointegration in panel data
McCoskey, Suzanne - In: Econometric reviews 17 (1998) 1, pp. 57-84
Persistent link: https://www.econbiz.de/10001237558
Cover Image
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
Cover Image
Nonstationary panels, cointegration in panels and dynamic panels : a survey
Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000
Persistent link: https://www.econbiz.de/10001583110
Cover Image
On the estimation and inference of a cointegrated regression in panel data
Kao, Chihwa; Chiang, Min-hsien - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 179-222). 2000
Persistent link: https://www.econbiz.de/10001583122