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A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model

Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: Journal of econometrics 170 (2012) 1, pp. 164-177

Persistent link: https://www.econbiz.de/10009673119

On the estimation and testing of fixed effects panel data models with weak instruments

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: 30th anniversary edition, (pp. 199-235). 2012

Persistent link: https://www.econbiz.de/10009711980

Women and tariffs : testing the gender gap hypothesis in a Downs-Mayer political-economy model

Hall, H. Keith; Kao, Chihwa; Nelson, Douglas R. - In: Economics and politics of trade policy, (pp. 105-117). 2014

Persistent link: https://www.econbiz.de/10010347023

Test of hypotheses in a time trend panel data model with serially correlated error component disturbances

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Essays in honor of Peter C. B. Phillips, (pp. 347-394). 2014

Persistent link: https://www.econbiz.de/10010442857

On the estimation and inference of a panel cointegration model with cross-sectional dependence

Bai, Jushan; Kao, Chihwa - In: Panel data econometrics : theoretical contributions and …, (pp. 1-30). 2006

Persistent link: https://www.econbiz.de/10003331420

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

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: The econometrics journal 11 (2008) 3, pp. 554-572

Persistent link: https://www.econbiz.de/10003802390

Panel cointegration with global stochastic trends

Bai, Jushan; Kao, Chihwa; Ng, Serena - In: Journal of econometrics 149 (2009) 1, pp. 82-99

Persistent link: https://www.econbiz.de/10003833733

R&D, innovation and knowledge spillovers : a reapraisal of Botazzi and Peri (2007) in the presence of cross-sectional dependence

Bottasso, Anna; Castagnetti, Carolina; Conti, Maurizio - In: Journal of applied econometrics 30 (2015) 2, pp. 350-352

Persistent link: https://www.econbiz.de/10011332977

High dimensional econometrics and identification

Kao, Chihwa; Liu, Long - 2019

Panel data model with stationary and nonstationary regressors and error terms -- Panel time trend model with stationary and nonstationary error terms -- Estimation of change points in stationary and nonstationary regressors and error term -- Weak instruments in panel data models -- Incidental...

Persistent link: https://www.econbiz.de/10012002127

Testing cross-sectional correlation in large panel data models with serial correlation

Baltagi, Badi H.; Kao, Chihwa; Bin, Peng - 2016

Persistent link: https://www.econbiz.de/10011687485

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