Chihwa Kao

Syracuse University

Associate Professor, Economics; Senior Research Associate, Center for Policy Research

900 S. Crouse Avenue

426 Eggers Hall Maxwell School of Citizenship and Public Affairs

Syracuse, NY 13244

United States

SCHOLARLY PAPERS

26

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SSRN CITATIONS
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Top 7,592

in Total Papers Citations

111

CROSSREF CITATIONS

63

Scholarly Papers (26)

On the Estimation and Inference of a Cointegrated Regression in Panel Data

Number of pages: 24 Posted: 13 May 1997
Chihwa Kao and Min-Hsien Chiang
Syracuse University and National Cheng Kung University - Institute of International Business
Downloads 548 (61,390)
Citation 41

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On the Estimation and Inference of a Cointegrated Regression in Panel Data

Number of pages: 37 Posted: 15 Apr 2011
Chihwa Kao and Min-Hsien Chiang
Syracuse University and National Cheng Kung University - Institute of International Business
Downloads 337 (109,528)
Citation 50

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Panel Data, OLS, FMOLS, DOLS, Homogeneous Panel, Heterogeneous Panel

2.

Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

Syracuse University Center for Policy Research Working Paper No. 16
Number of pages: 47 Posted: 13 Apr 2011
Badi H. Baltagi and Chihwa Kao
Syracuse University - Maxwell School of Citizenship and Public Affairs and Syracuse University
Downloads 371 (98,884)
Citation 40

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3.

Entrepreneurship and Economic Growth: the Proof is in the Productivity

Syracuse University Center for Policy Research Working Paper No. 50
Number of pages: 33 Posted: 16 Apr 2011
Douglas Holtz-Eakin and Chihwa Kao
Independent and Syracuse University
Downloads 265 (142,174)
Citation 13

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4.

On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence

Syracuse University Center for Policy Research Working Paper No. 75
Number of pages: 33 Posted: 20 Apr 2011
Jushan Bai and Chihwa Kao
New York University (NYU) - Department of Economics and Syracuse University
Downloads 68 (404,307)
Citation 13

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panel data cointegration, cross-sectional independence, cross-sectional dependence, continuous updated fully modified (CUP-FM) estimator, Monte Carlo results, two-step FM (2S-FM) estimator, OLS estimator

5.

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

Syracuse University Center for Policy Research Working Paper No. 15
Number of pages: 42 Posted: 13 Apr 2011
Jamie Emerson and Chihwa Kao
Salisbury University - Franklin P. Perdue School of Business and Syracuse University
Downloads 64 (417,245)
Citation 6

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6.

A Monte Carlo Comparison of Tests for Cointegration in Panel Data

Number of pages: 45 Posted: 15 Apr 2011
Suzanne McCoskey and Chihwa Kao
Frostburg State University and Syracuse University
Downloads 50 (468,312)
Citation 4

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Panel Cointegration

7.

Test of Hypotheses in Panel Data Models When the Regressor and Disturbances are Possibly Nonstationary

Syracuse University Center for Policy Research Working Paper No. 128
Number of pages: 103 Posted: 09 Apr 2011
Badi H. Baltagi, Chihwa Kao and Sang Gon Na
Syracuse University - Maxwell School of Citizenship and Public Affairs, Syracuse University and World Bank
Downloads 49 (472,293)
Citation 3

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Panel Data, OLS, Fixed-Effects, First-Difference, GLS, t-ratio

8.

Asymptotics for Panel Models with Common Shocks - Extended Version

Number of pages: 78 Posted: 30 Oct 2010
Chihwa Kao, Lorenzo Trapani and Giovanni Urga
Syracuse University, City University London - Sir John Cass Business School and Centre for Econometric Analysis, Faculty of Finance, Cass Business School, London, UK and University of Bergamo, Italy
Downloads 45 (489,049)
Citation 3

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Panel data, common shocks, cross-sectional dependence, asymptotics, joint limit, martingale difference sequence

9.

Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend

Center for Policy Research Working Paper No. 92
Number of pages: 48 Posted: 20 Apr 2011
Chihwa Kao, Lorenzo Trapani and Giovanni Urga
Syracuse University, City University London - Sir John Cass Business School and Centre for Econometric Analysis, Faculty of Finance, Cass Business School, London, UK and University of Bergamo, Italy
Downloads 37 (525,902)
Citation 3

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Panel cointegration, Common and idiosyncratic stochastic trends, testing for structural changes

10.

Simulation-Based Two-Step Estimation with Endogenous Regressors

Syracuse University Center for Policy Research Working Paper No. 76
Number of pages: 39 Posted: 20 Apr 2011
Kamhon Kan and Chihwa Kao
Academia Sinica - Institute of Economics and Syracuse University
Downloads 30 (562,932)

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simulation-based two-step (STS) estimator

11.

Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes

Number of pages: 72 Posted: 02 Mar 2020
Badi H. Baltagi, Chihwa Kao and Fa Wang
Syracuse University - Maxwell School of Citizenship and Public Affairs, Syracuse University and Peking University
Downloads 29 (568,698)
Citation 5

Abstract:

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factor model, multiple changes, model selection, panel data

12.

Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends

Syracuse University Center for Policy Research Working Paper No. 129
Number of pages: 49 Posted: 09 Apr 2011
Chihwa Kao, Lorenzo Trapani and Giovanni Urga
Syracuse University, City University London - Sir John Cass Business School and Centre for Econometric Analysis, Faculty of Finance, Cass Business School, London, UK and University of Bergamo, Italy
Downloads 29 (568,698)
Citation 1

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Structural change, Panel cointegration, Common stochastic trends, Functional Central Limit Theorem

13.

International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration

Syracuse University Center for Policy Research Working Paper No. 4
Number of pages: 25 Posted: 13 Apr 2011
Syracuse University, National Cheng Kung University - Institute of International Business and affiliation not provided to SSRN
Downloads 27 (580,868)
Citation 9

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International R&D Spillovers, Panel Data, OLS, FM, DOLS, Cointegration

14.

On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors

Number of pages: 44 Posted: 15 Apr 2011
Chihwa Kao and Jamie Emerson
Syracuse University and Salisbury University - Franklin P. Perdue School of Business
Downloads 26 (587,282)
Citation 1

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15.

The Asymptotics for Panel Models with Common Shocks

Syracuse University Center for Policy Research Working Paper No. 77
Number of pages: 57 Posted: 20 Apr 2011
Chihwa Kao, Lorenzo Trapani and Giovanni Urga
Syracuse University, City University London - Sir John Cass Business School and Centre for Econometric Analysis, Faculty of Finance, Cass Business School, London, UK and University of Bergamo, Italy
Downloads 24 (600,251)

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Cross-sectional dependence, Common shocks, Nonstationary panel

16.

Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques

Number of pages: 26 Posted: 15 Apr 2011
Suzanne McCoskey and Chihwa Kao
Frostburg State University and Syracuse University
Downloads 23 (606,907)
Citation 4

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17.

Testing for Sphericity in a Fixed Effects Panel Data Model

Center for Policy Research Working Paper No. 112
Number of pages: 58 Posted: 13 Apr 2011
Badi H. Baltagi, Qu Feng and Chihwa Kao
Syracuse University - Maxwell School of Citizenship and Public Affairs, Nanyang Technological University and Syracuse University
Downloads 22 (613,731)
Citation 5

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Sphericity, Panel Data, Cross-sectional Dependence, John Test

18.

Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

Center for Policy Research Working Paper No. 32
Number of pages: 62 Posted: 13 Apr 2011
Yongmiao Hong and Chihwa Kao
Cornell University - Department of Economics and Syracuse University
Downloads 19 (634,376)
Citation 18

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Error component, Panel model, Hypothesis testing, Serial correlation of unknown form, Spectral peak, Unbalanced panel data, Wavelet

19.

Copula-Based Tests for Cross-Sectional Independence in Panel Models

Syracuse University – Maxwell School of Citizenship and Public Affairs Center for Policy Research Working Paper No. 99
Number of pages: 14 Posted: 17 Apr 2011
Hong-Ming Huang, Chihwa Kao and Giovanni Urga
affiliation not provided to SSRN, Syracuse University and Centre for Econometric Analysis, Faculty of Finance, Cass Business School, London, UK and University of Bergamo, Italy
Downloads 18 (641,462)

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Copulas, Panel Data, Cross-Sectional Independence

20.

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 Paper No. 93
Number of pages: 76 Posted: 20 Apr 2011
Badi H. Baltagi, Chihwa Kao and Long Liu
Syracuse University - Maxwell School of Citizenship and Public Affairs, Syracuse University and University of Texas at San Antonio
Downloads 15 (662,940)
Citation 2

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Panel Data, OLS, Fixed-Effects, First-Difference, GLS

21.

Asymptotic Inference in Censored Regression Models Revisited

Center for Policy Research Working Paper No. 36
Number of pages: 14 Posted: 16 Apr 2011
Chihwa Kao
Syracuse University
Downloads 13 (677,899)

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22.

Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-Garch

Syracuse University Center for Policy Research Working Paper No. 35
Number of pages: 22 Posted: 14 Apr 2011
Chihwa Kao
Syracuse University
Downloads 12 (685,539)

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23.

Bounded Influence Estimation for Auto-Regressive Conditional Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates

Syracuse University – Maxwell School of Citizenship and Public Affairs Center for Policy Research Working Paper No. 34
Number of pages: 25 Posted: 13 Apr 2011
Chihwa Kao
Syracuse University
Downloads 11 (693,253)

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24.

Consistent Estimation with Weak Instruments in Panel Data

Center for Policy Research Working Paper No. 95
Number of pages: 10 Posted: 21 Apr 2011
Chihwa Kao and Long Liu
Syracuse University and University of Texas at San Antonio
Downloads 8 (716,376)

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Weak Instrument, Two Stage Least Squares, Panel Data, Concentration Parameter

25.

Panel Cointegration with Global Stochastic Trends

Journal of Econometrics, Vol. 149, No. 1, 2009
Posted: 21 Apr 2011
Jushan Bai, Chihwa Kao and Serena Ng
New York University (NYU) - Department of Economics, Syracuse University and Columbia Business School - Economics Department

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