C. Kao
Economics and Econometrics · with Baltagi · 2001–2017
A researcher in the Science corpus: 5 papers; trusts 36 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 72 citations into it; #6,647 of 23,481 by trust here, #2,831 by citations
- Statistics and Probability — 19 citations into it
- Finance — 16 citations into it; #5,699 of 10,518 by trust here, #1,744 by citations
Whom C. Kao trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- James H. Stock
- A. Onatski
- Mark W. Watson
- Serena Ng
- H. R. Moon
- M. Pesaran
- J. Breitung
- Jinyong Hahn
- M. Hashem
Who trusts C. Kao overall
Papers from C. Kao's perspective
Ordered by how strongly the researchers C. Kao trusts endorse each paper. Same corpus, a different order for every researcher.
- Determining the Number of Factors in Approximate Factor Models
- Inferential Theory for Factor Models of Large Dimensions
- Eigenvalue Ratio Test for the Number of Factors
- Macroeconomic Forecasting Using Diffusion Indexes
- Forecasting Using Principal Components From a Large Number of Predictors
- Monetary Policy in a Data-Rich Environment
- Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
- Testing For A Unit Root In Panels With Dynamic Factors
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
Their papers
- Panel cointegration with global stochastic trends (2008) — 418 citations
- Identification and estimation of a large factor model with structural instability (2017) — 52 citations
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (2017) — 58 citations
- Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation (2016) — 68 citations
- Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey (2001) — 600 citations