Concepedia
Statistics
Publications
13
Citations
7.3K
H-Index
11
Active since
1987
Affiliations
Syracuse University(Current)
University of Connecticut
University of Leicester
Chihwa Kao is an author at Syracuse University specializing in business, statistics, and economics.
Top concepts
BusinessStatisticsFinanceEconomicsEconometricsEngineeringEconomic AnalysisStabilityAccountingFactor Models
Publications per year
1987–2020
Spurious regression and residual-based tests for cointegration in panel data
Chihwa Kao · Journal of Econometrics · 1999 · 5.5K citations
A residual-based test of the null of cointegration in panel data
Suzanne McCoskey, Chihwa Kao · Econometric Reviews · 1998 · 667 citations
International Economics, Unit Root, Residual-based Test +16
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey
Badi H. Baltagi, Chihwa Kao · SSRN Electronic Journal · 2000 · 496 citations · Full text
Panel cointegration with global stochastic trends
Jushan Bai, Chihwa Kao, Serena Ng · Journal of Econometrics · 2008 · 392 citations
Economics, Panel Cointegration, International Finance +6
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach
Chihwa Kao, Chunchi Wu · The Journal of Business · 1994 · 75 citations
Empirical Finance, Asset Pricing, Generalized Friction Approach +18
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