In the News: Chihwa Kao

Badi H. Baltagi, Chihwa Kao & Fa Wang

This paper studies the asymptotic power for the sphericity test in a fixed effect panel data model proposed.

Badi H. Baltagi, Chihwa Kao & Long Liu.

The authors prove consistency and derive the asymptotic distributions of the Ordinary Least Squares (OLS) and First Difference (FD) estimators and that the FD estimator is robust for all cases considered.

Badi H. Baltagi, Chihwa Kao & Bin Peng

Testing for sphericity of the variance-covariance matrix in a fixed effects panel data regression model without the normality assumption on the disturbances.

Badi H. Baltagi, Chihwa Kao & Long Liu

This paper studies test of hypotheses for the slope parameter in a linear time trend panel data model with serially correlated error component disturbances.