Chihwa D. Kao
Syracuse University
1 paper in the Anchorcite directory, published in 1999, cited 5,809 times in total.
ORCID profileResearch topics
- Italy: Economic History and Contemporary Issues · 1 paper
- Monetary Policy and Economic Impact · 1 paper
- Market Dynamics and Volatility · 1 paper
Papers
- Spurious regression and residual-based tests for cointegration in panel dataJournal of Econometrics · 1999 · 5,809 citations
In the first half of the paper I study spurious regressions in panel data. Asymptotic properties of the least-squares dummy variable (LSDV) estimator and other conventional statistics are examined. The asymptotics of LSDV estimator are different from those of the…
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