## Items where Author is "Kao, C."

**5**.

## Article

Baltagi, B. H., Wang, F. & Kao, C. (2020).
Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes.
*Journal of Econometrics*, 220(2),
pp. 349-365.
doi: 10.1016/j.jeconom.2020.04.005

Kao, C., Trapani, L. & Urga, G. (2018).
Testing for instability in covariance structures.
*Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability*, 24(1),
pp. 740-771.
doi: 10.3150/16-bej894

Baltagi, B. H., Kao, C. & Wang, F. (2017).
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model.
*Econometric Reviews*, 36(6-9),
pp. 853-882.
doi: 10.1080/07474938.2017.1307580

Baltagi, B. H., Kao, C. & Wang, F. (2017).
Identification and estimation of a large factor model with structural instability.
*Journal of Econometrics*, 197(1),
pp. 87-100.
doi: 10.1016/j.jeconom.2016.10.007

Kao, C., Trapani, L. & Urga, G. (2012).
Asymptotics for Panel Models with Common Shocks.
*Econometric Reviews*, 31(4),
pp. 390-439.
doi: 10.1080/07474938.2011.607991