Spurious regression and residual-based tests for cointegration in panel data von Kao, Chihwa

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A bias-corrected fixed effects estimator in the dynamic panel data model von Kao, Chihwa, Liu, Long, Sun, Rui

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High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection von Zhang, Zhonghui, Jing, Huarui, Kao, Chihwa

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Testing cross-sectional correlation in large panel data models with serial correlation von Baltagi, Badi H, Kao, Chihwa, Peng, Bin

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Spatial analysis and modeling of the housing value changes in the U.S. during the COVID-19 pandemic von Li, Xinba, Kao, Chihwa

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Estimating and testing high dimensional factor models with multiple structural changes von Baltagi, Badi H., Kao, Chihwa, Wang, Fa

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Estimation of heterogeneous panels with structural breaks von Baltagi, Badi H., Feng, Qu, Kao, Chihwa

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Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models von Hong, Yongmiao, Kao, Chihwa

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On the estimation and inference of a cointegrated regression in panel data von Kao, Chihwa, Chiang, Min-Hsien

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Testing for instability in covariance structures von KAO, CHIHWA, TRAPANI, LORENZO, URGA, GIOVANNI

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A residual-based test of the null of cointegration in panel data von McCoskey, Suzanne, Kao, Chihwa

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Panel cointegration with global stochastic trends von Bai, Jushan, Kao, Chihwa, Ng, Serena

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Identification and estimation of a large factor model with structural instability von Baltagi, Badi H., Kao, Chihwa, Wang, Fa

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Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term von Baltagi, Badi H., Kao, Chihwa, Liu, Long

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Structural changes in heterogeneous panels with endogenous regressors von Baltagi, Badi H., Feng, Qu, Kao, Chihwa

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Testing for shifts in a time trend panel data model with serially correlated error component disturbances von Baltagi, Badi H., Kao, Chihwa, Liu, Long

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Mahalanobis Metric Based Clustering for Fixed Effects Model von Kao, Chihwa, Kim, Min Seong, Zhang, Zhonghui

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A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model von Baltagi, Badi H., Feng, Qu, Kao, Chihwa

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On testing for sphericity with non-normality in a fixed effects panel data model von Baltagi, Badi H., Kao, Chihwa, Peng, Bin

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Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach von Álvarez-Ayuso, Inmaculada C., Kao, Chihwa, Romero-Jordán, Desiderio

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