| Year |
Citation |
Score |
| 2018 |
Kao C, Trapani L, Urga G. Testing for instability in covariance structures Bernoulli. 24: 740-771. DOI: 10.3150/16-Bej894 |
0.505 |
|
| 2016 |
Du C, Kao CM, Kou SC. Stepwise Signal Extraction via Marginal Likelihood. Journal of the American Statistical Association. 111: 314-330. PMID 27212739 DOI: 10.1080/01621459.2015.1006365 |
0.34 |
|
| 2016 |
Baltagi BH, Kao C, Liu L. Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term Econometric Reviews. 1-18. DOI: 10.1080/07474938.2015.1114262 |
0.549 |
|
| 2016 |
Baltagi BH, Feng Q, Kao C. Estimation of heterogeneous panels with structural breaks Journal of Econometrics. 191: 176-195. DOI: 10.1016/J.Jeconom.2015.03.048 |
0.668 |
|
| 2015 |
Baltagi BH, Kao C, Peng B. On testing for sphericity with non-normality in a fixed effects panel data model Statistics and Probability Letters. 98: 123-130. DOI: 10.1016/J.Spl.2014.12.017 |
0.489 |
|
| 2013 |
Baltagi BH, Kao C, Liu L. The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term Spatial Economic Analysis. 8: 241-270. DOI: 10.1080/17421772.2012.760133 |
0.607 |
|
| 2012 |
Kao C, Trapani L, Urga G. Asymptotics for Panel Models with Common Shocks Econometric Reviews. 31: 390-439. DOI: 10.1080/07474938.2011.607991 |
0.544 |
|
| 2012 |
Baltagi BH, Feng Q, Kao C. A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model Journal of Econometrics. 170: 164-177. DOI: 10.1016/J.Jeconom.2012.04.004 |
0.65 |
|
| 2011 |
Baltagi BH, Feng Q, Kao C. Testing for sphericity in a fixed effects panel data model Econometrics Journal. 14: 25-47. DOI: 10.1111/J.1368-423X.2010.00331.X |
0.689 |
|
| 2011 |
Baltagi BH, Kao C, Na S. Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary Asta Advances in Statistical Analysis. 95: 329-350. DOI: 10.1007/S10182-011-0170-5 |
0.589 |
|
| 2009 |
Bai J, Kao C, Ng S. Panel cointegration with global stochastic trends Journal of Econometrics. 149: 82-99. DOI: 10.1016/J.Jeconom.2008.10.012 |
0.591 |
|
| 2008 |
Baltagi BH, Kao C, Liu L. 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 Econometrics Journal. 11: 554-572. DOI: 10.1111/J.1368-423X.2008.00254.X |
0.595 |
|
| 2008 |
Huang H, Kao C, Urga G. Copula-Based Tests for Cross-Sectional Independence in Panel Models Economics Letters. 100: 224-228. DOI: 10.1016/J.Econlet.2008.01.017 |
0.469 |
|
| 2007 |
Chiang MH, Kao C, Lo CH. The estimation and inference of a panel cointegration model with a time trend Communications in Statistics-Theory and Methods. 36: 1233-1250. DOI: 10.1080/03610920601076891 |
0.526 |
|
| 2005 |
Emerson J, Kao C. Bootstrapping and hypothesis testing in non-stationary panel data Applied Economics Letters. 12: 313-318. DOI: 10.1080/13504850500043965 |
0.671 |
|
| 2005 |
Bai J, Kao C. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence Contributions to Economic Analysis. 274: 3-30. DOI: 10.1016/S0573-8555(06)74001-9 |
0.55 |
|
| 2004 |
Hong Y, Kao C. Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models Econometrica. 72: 1519-1563. DOI: 10.1111/J.1468-0262.2004.00542.X |
0.575 |
|
| 1999 |
McCoskey S, Kao C. A Monte Carlo Comparison of Tests for Cointegration in Panel Data Econometrics. DOI: 10.2139/Ssrn.1807953 |
0.518 |
|
| 1999 |
Kao C, Emerson J. On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors Econometrics. DOI: 10.2139/Ssrn.1807929 |
0.699 |
|
| 1999 |
Kao C, Chiang MH, Chen B. International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration Oxford Bulletin of Economics and Statistics. 61: 691-709. DOI: 10.1111/1468-0084.0610S1691 |
0.426 |
|
| 1999 |
McCoskey S, Kao C. Testing the Stability of a Production Function with Urbanization as a Shift Factor Oxford Bulletin of Economics and Statistics. 61: 671-690. DOI: 10.1111/1468-0084.0610S1671 |
0.431 |
|
| 1999 |
Chen B, McCoskey SK, Kao C. Estimation and inference of a cointegrated regression in panel data: a Monte Carlo study American Journal of Mathematical and Management Sciences. 19: 75-114. DOI: 10.1080/01966324.1999.10737475 |
0.542 |
|
| 1999 |
Kao C. Spurious regression and residual-based tests for cointegration in panel data Journal of Econometrics. 90: 1-44. DOI: 10.1016/S0304-4076(98)00023-2 |
0.591 |
|
| 1998 |
McCoskey S, Kao C. A residual-based test of the null of cointegration in panel data Econometric Reviews. 17: 57-84. DOI: 10.1080/07474939808800403 |
0.531 |
|
| 1997 |
Kao C, Chiang MH. On the Estimation and Inference of a Cointegrated Regression in Panel Data Econometrics. 15: 179-222. DOI: 10.1016/S0731-9053(00)15007-8 |
0.549 |
|
| 1996 |
Wu C, Kao C, Lee CF. Time-Series Properties of Financial Series and Implications for Modeling Journal of Accounting, Auditing & Finance. 11: 277-303. DOI: 10.1177/0148558X9601100207 |
0.45 |
|
| 1995 |
Kao C, Ross SL. A cusum test in the linear regression model with serially correlated disturbances Econometric Reviews. 14: 331-346. DOI: 10.1080/07474939508800324 |
0.569 |
|
| 1994 |
Kao C, Wu C. Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings The Review of Economics and Statistics. 76: 490-502. DOI: 10.2307/2109974 |
0.474 |
|
| 1994 |
Kao C, Wu C. Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach The Journal of Business. 67: 45-68. DOI: 10.1086/296623 |
0.519 |
|
| 1994 |
Kao C, Wu C. A re-examination of the impact of credit ratings and economic factors on state bond yields Review of Quantitative Finance and Accounting. 4: 59-78. DOI: 10.1007/Bf01082665 |
0.425 |
|
| 1991 |
Kao C, Lee CF, Wu C. Rational expectations and corporate dividend policy Review of Quantitative Finance and Accounting. 1: 331-348. DOI: 10.1007/Bf02408384 |
0.499 |
|
| 1990 |
Kao C, Wu C. Sinking Funds and the Agency Costs of Corporate Debt The Financial Review. 25: 95-113. DOI: 10.1111/J.1540-6288.1990.Tb01290.X |
0.379 |
|
| 1990 |
Kao C, Wu C. Two-step estimation of linear models with ordinal unobserved variables: The case of corporate bonds Journal of Business & Economic Statistics. 8: 317-325. DOI: 10.1080/07350015.1990.10509802 |
0.433 |
|
| 1987 |
Kao C, Wu C. Agency Costs and Sinking Fund Provision The Financial Review. 22: 67-67. DOI: 10.1111/J.1540-6288.1987.Tb01201.X |
0.291 |
|
| 1987 |
Kao C, Schnell JF. Errors in variables in the multinomial response model Economics Letters. 25: 249-254. DOI: 10.1016/0165-1765(87)90222-9 |
0.536 |
|
| 1987 |
Kao C, Schnell JF. Errors in variables in panel data with a binary dependent variable Economics Letters. 24: 45-49. DOI: 10.1016/0165-1765(87)90179-0 |
0.528 |
|
| 1987 |
Kao C, Schnell JF. Errors in variables in a random-effects probit model for panel data Economics Letters. 24: 339-342. DOI: 10.1016/0165-1765(87)90068-1 |
0.571 |
|
| 1986 |
Kao C. Variable selection problem in the censored regression models Economics Letters. 22: 353-357. DOI: 10.1016/0165-1765(86)90096-0 |
0.505 |
|
| 1985 |
Kao C. Influence diagnostic for censored regression models Statistics and Probability Letters. 3: 337-342. DOI: 10.1016/0167-7152(85)90067-7 |
0.444 |
|
| 1985 |
Kao C. An em algorithm for the heteroscedastic regression models with censored data Economics Letters. 17: 91-96. DOI: 10.1016/0165-1765(85)90134-X |
0.357 |
|
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