| Spurious regression and residual-based tests for cointegration in panel data C Kao Journal of econometrics 90 (1), 1-44, 1999 | 6826 | 1999 |
| On the estimation and inference of a cointegrated regression in panel data C Kao, MH Chiang Nonstationary panels, panel cointegration, and dynamic panels, 179-222, 2001 | 3374 | 2001 |
| Nonstationary panels, cointegration in panels and dynamic panels: A survey BH Baltagi, C Kao Nonstationary panels, panel cointegration, and dynamic panels, 7-51, 2001 | 1088 | 2001 |
| A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model BH Baltagi, Q Feng, C Kao Journal of Econometrics 170 (1), 164-177, 2012 | 1055 | 2012 |
| A residual-based test of the null of cointegration in panel data S McCoskey, C Kao Econometric reviews 17 (1), 57-84, 1998 | 1006 | 1998 |
| International R&D spillovers: an application of estimation and inference in panel cointegration C Kao, MH Chiang, B Chen Oxford Bulletin of Economics and statistics 61 (S1), 691-709, 1999 | 653 | 1999 |
| Panel cointegration with global stochastic trends J Bai, C Kao, S Ng Journal of Econometrics 149 (1), 82-99, 2009 | 463 | 2009 |
| On the estimation and inference of a panel cointegration model with cross-sectional dependence J Bai, C Kao Contributions to economic analysis 274, 3-30, 2006 | 308 | 2006 |
| Nonstationary panel time series using NPT 1.3–A user guide MH Chiang, C Kao Center for Policy Research, Syracuse University, 2002 | 161 | 2002 |
| Estimation of heterogeneous panels with structural breaks BH Baltagi, Q Feng, C Kao Journal of Econometrics 191 (1), 176-195, 2016 | 137 | 2016 |
| Estimation and inference of a cointegrated regression in panel data: A Monte Carlo study B Chen, SK McCoskey, C Kao American Journal of Mathematical and Management Sciences 19 (1-2), 75-114, 1999 | 134 | 1999 |
| Entrepreneurship and economic growth: the proof is in the productivity D Holtz-Eakin, C Kao | 131 | 2003 |
| Tests of dividend signaling using the Marsh-Merton model: A generalized friction approach C Kao, C Wu Journal of Business, 45-68, 1994 | 124 | 1994 |
| A Monte Carlo comparison of tests for cointegration in panel data S McCoskey, C Kao Available at SSRN 1807953, 1999 | 90 | 1999 |
| Testing the stability of a production function with urbanization as a shift factor S McCoskey, C Kao Oxford Bulletin of Economics and Statistics 61 (S1), 671-690, 1999 | 89 | 1999 |
| Testing cross-sectional correlation in large panel data models with serial correlation BH Baltagi, C Kao, B Peng Econometrics 4 (4), 44, 2016 | 81 | 2016 |
| Wavelet‐based testing for serial correlation of unknown form in panel models Y Hong, C Kao Econometrica 72 (5), 1519-1563, 2004 | 75 | 2004 |
| Nonstationary panels, panel cointegration and dynamic panels C Kao, MH Chiang, BH Baltagi Advances in econometrics 15, 179-222, 2000 | 75 | 2000 |
| Simulated maximum likelihood estimation of the linear expenditure system with binding non-negativity constraints C Kao, L Lee, MM Pitt Annals of Economics and Finance 2 (1), 203-223, 2001 | 72 | 2001 |
| Testing for sphericity in a fixed effects panel data model BH Baltagi, Q Feng, C Kao The Econometrics Journal 14 (1), 25-47, 2011 | 71 | 2011 |
Qu FENG (冯曲)Nanyang Technological University, SingaporeZweryfikowany adres z ntu.edu.sg