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Chihwa Kao

Global rank #5263 94%

Institution: University of Connecticut

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://econ.uconn.edu/person/chihwa-kao/

First Publication: 1985

Most Recent: 2021

RePEc ID: pka371 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 0.00 0.00 1.34
Last 10 Years 0.00 2.01 0.67 0.00 5.03
All Time 0.00 6.37 2.35 0.00 19.61

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 17.84

Publications (18)

Year Article Journal Tier Authors
2021 Estimating and testing high dimensional factor models with multiple structural changes Journal of Econometrics A 3
2019 Structural changes in heterogeneous panels with endogenous regressors Journal of Applied Econometrics B 3
2018 Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach Economic Modeling C 3
2017 Identification and estimation of a large factor model with structural instability Journal of Econometrics A 3
2016 Estimation of heterogeneous panels with structural breaks Journal of Econometrics A 3
2012 A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model Journal of Econometrics A 3
2010 Bounded influence estimator for GARCH models: evidence from foreign exchange rates Applied Economics C 3
2009 Panel cointegration with global stochastic trends Journal of Econometrics A 3
2008 Copula-based tests for cross-sectional independence in panel models Economics Letters C 3
1999 Testing the Stability of a Production Function with Urbanization as a Shift Factor Oxford Bulletin of Economics and Statistics B 2
1999 International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration Oxford Bulletin of Economics and Statistics B 3
1999 Spurious regression and residual-based tests for cointegration in panel data Journal of Econometrics A 1
1994 Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings. Review of Economics and Statistics A 2
1987 Errors in variables in panel data with a binary dependent variable Economics Letters C 2
1987 Errors in variables in a random-effects probit model for panel data Economics Letters C 2
1987 Errors in variables in the multinomial response model Economics Letters C 2
1986 Variable selection problem in the censored regression models Economics Letters C 1
1985 An em algorithm for the heteroscedastic regression models with censored data Economics Letters C 1