Chihwa Kao

Chihwa Kao

Contact Information:

Chihwa Kao

Professor Emeritus, Economics Department

Highest degree earned

Ph.D., State University of New York, Stony Brook, 1983

Specialties

Econometrics of panel data, financial econometrics

Research Interests

Econometrics, continuous time stochastic models, financial markets

Publications

Working Paper

Feb 29, 2016

WP 189 Asymptotic Power of the Sphericity Test Under Weak and Strong Factors

Working Paper

Dec 31, 2014

WP 178 Estimation and Identification of Change Points in Panel Models

Working Paper

Nov 30, 2014

WP 176 On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model

Working Paper

Jun 30, 2014

WP 170 Test of Hypotheses in a Time Trend Panel Data Model