cheng hsiao
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Identifer
Contact
Affiliations
-
University of Southern California
/ Department of Economics
Research profile
author of:
- Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada (RePEc:aen:journl:1986v07-01-a10)
by Dean C. Mountain & Cheng Hsiao - Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration (RePEc:bde:wpaper:0005)
by Michael Binder & Cheng Hsiao & M. Hashem Pesaran - A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis (RePEc:bes:jnlbes:v:13:y:1995:i:3:p:315-26)
by Hsiao, Cheng & Mountain, Dean C & Illman, Kathleen Ho - Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia (RePEc:bes:jnlbes:v:28:i:3:y:2010:p:344-356)
by Damrongplasit, Kannika & Hsiao, Cheng & Zhao, Xueyan - Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy (RePEc:bla:jecrev:v:51:y:2000:i:2:p:155-169)
by Cheng Hsiao & Zhongyun Zhao - Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence (RePEc:bla:obuest:v:63:y:2001:i:3:p:359-380)
by Robert Dekle & Cheng Hsiao & Siyan Wang - Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models (RePEc:bla:obuest:v:74:y:2012:i:2:p:253-277)
by Cheng Hsiao & M. Hashem Pesaran & Andreas Pick - Managerial Autonomy, Contractual Incentives And Productivity In A Transition Economy: Some Evidence From China'S Town And Village Enterprises (RePEc:bla:pacecr:v:11:y:2006:i:3:p:341-361)
by Harrison Cheng & Cheng Hsiao & Jeffrey B. Nugent & Jicheng Qiu - Economic Benefits Of Globalization: The Impact Of Entry To The Wto On China'S Growth (RePEc:bla:pacecr:v:16:y:2011:i:3:p:285-301)
by H. Steve Ching & Cheng Hsiao & Shui Ki Wan & Tongsan Wang - Health status and labour market outcome: Empirical evidence from Australia (RePEc:bla:pacecr:v:24:y:2019:i:2:p:269-292)
by Kannika Damrongplasit & Cheng Hsiao & Xueyan Zhao - High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views (RePEc:bla:reviec:v:10:y:2002:i:1:p:64-78)
by Robert Dekle & Cheng Hsiao & Siyan Wang - Some remarks on measurement errors and the identification of panel data models (RePEc:bla:stanee:v:45:y:1991:i:2:p:187-194)
by C. Hsiao & G. Taylor - The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis (RePEc:bla:worlde:v:38:y:2015:i:5:p:878-892)
by Lin Zhang & Zaichao Du & Cheng Hsiao & Hua Yin - Real-Time Monitoring Test for Realized Volatility (RePEc:bpj:jtsmet:v:5:y:2013:i:1:p:1-24:n:2)
by Shin-Huei Wang Cindy & Hsiao Cheng - ‘Random Coefficient Panel Data Models’ (RePEc:cam:camdae:0434)
by Hsiao, C. & Pesaran, M.H. - Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models (RePEc:cam:camdae:0716)
by Hsiao, C. & Pesaran, M.H. & Pick, A. - Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models (RePEc:cam:camdae:9804)
by Hsiao, C. & Pesaran, M. H. & Tahmiscioglu, A. K. - Random Coefficient Panel Data Models (RePEc:ces:ceswps:_1233)
by Cheng Hsiao & M. Hashem Pesaran - Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models (RePEc:ces:ceswps:_1984)
by Cheng Hsiao & M. Hashem Pesaran & Andreas Pick - Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration (RePEc:ces:ceswps:_374)
by Michael Binder & Cheng Hsiao & M. Hashem Pesaran - Estimation of Dynamic Models with Error Components (RePEc:clt:sswopa:336)
by Anderson, T. W. & Hsiao, Cheng. - An easy test for two stationary long processes being uncorrelated via AR approximations (RePEc:cor:louvco:2008047)
by WANG , Shin-Huei & HSIAO, Cheng - Forecasting long memory processes subject to structural breaks (RePEc:cor:louvco:2012048)
by WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng - Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy (RePEc:cpd:pd2002:a4-1)
by Cheng Hsiao & Yan Shen & Hiroshi Fujiki - Crises, What Crises? (RePEc:cpr:ceprdp:5805)
by Campos, Nauro F & Hsiao, Cheng & Nugent, Jeffrey B - An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services (RePEc:cuf:journl:y:2001:v:2:i:1:p:165-185)
by Cheng Hsiao & J. S. Chen & Li Gan & R. B. Williamson - Analysis of Panels and Limited Dependent Variable Models (RePEc:cup:cbooks:9780521131001)
by None - Unknown item RePEc:cup:cbooks:9780521169264 (book)
- Analysis of Panels and Limited Dependent Variable Models (RePEc:cup:cbooks:9780521631693)
by None - Nonlinear Statistical Modeling (RePEc:cup:cbooks:9780521662468)
by None - A Consistent Test For Conditional Heteroskedasticity In Time-Series Regression Models (RePEc:cup:etheor:v:17:y:2001:i:01:p:188-221_17)
by Hsiao, Cheng & Li, Qi - Identification And Dichotomization Of Long- And Short-Run Relations Of Cointegrated Vector Autoregressive Models (RePEc:cup:etheor:v:17:y:2001:i:05:p:889-912_17)
by Hsiao, Cheng - Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration (RePEc:cup:etheor:v:21:y:2005:i:04:p:795-837_05)
by Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem - Measurement Errors And Censored Structural Latent Variables Models (RePEc:cup:etheor:v:28:y:2012:i:03:p:696-703_00)
by Chen, Songnian & Hsiao, Cheng & Wang, Liqun - Jive For Panel Dynamic Simultaneous Equations Models (RePEc:cup:etheor:v:34:y:2018:i:06:p:1325-1369_00)
by Hsiao, Cheng & Zhou, Qiankun - Some Estimation Methods for a Random Coefficient Model (RePEc:ecm:emetrp:v:43:y:1975:i:2:p:305-25)
by Hsiao, Cheng - Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances (RePEc:ecm:emetrp:v:47:y:1979:i:2:p:475-94)
by Hsiao, Cheng - Cointegration and Dynamic Simultaneous Equations Model (RePEc:ecm:emetrp:v:65:y:1997:i:3:p:647-670)
by Cheng Hsiao - Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models (RePEc:ect:emjrnl:v:10:y:2007:i:1:p:49-81)
by Cheng Hsiao & Siyan Wang - Two-stage estimation of limited dependent variable models with errors-in-variables (RePEc:ect:emjrnl:v:10:y:2007:i:2:p:426-438)
by Liqun Wang & Cheng Hsiao - China's health care reform: A tentative assessment (RePEc:eee:chieco:v:20:y:2009:i:4:p:613-619)
by Yip, Winnie & Hsiao, William - Impact of CEPA on the labor market of Hong Kong (RePEc:eee:chieco:v:23:y:2012:i:4:p:975-981)
by Ching, Steve & Hsiao, Cheng & Wan, Shui Ki - Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks (RePEc:eee:chieco:v:35:y:2015:i:c:p:70-82)
by HSIAO, Cheng & SHEN, Yan & BIAN, Wenlong - Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach (RePEc:eee:chieco:v:44:y:2017:i:c:p:203-226)
by Ke, Xiao & Chen, Haiqiang & Hong, Yongmiao & Hsiao, Cheng - Causality tests in econometrics (RePEc:eee:dyncon:v:1:y:1979:i:4:p:321-346)
by Hsiao, Cheng - Autoregressive modeling and causal ordering of economic variables (RePEc:eee:dyncon:v:4:y:1982:i:1:p:243-259)
by Hsiao, Cheng - Identification (RePEc:eee:ecochp:1-04)
by Hsiao, Cheng - Latent variable models in econometrics (RePEc:eee:ecochp:2-23)
by Aigner, Dennis J. & Hsiao, Cheng & Kapteyn, Arie & Wansbeek, Tom - Panel data approach vs synthetic control method (RePEc:eee:ecolet:v:164:y:2018:i:c:p:121-123)
by Wan, Shui-Ki & Xie, Yimeng & Hsiao, Cheng - Missing data and maximum likelihood estimation (RePEc:eee:ecolet:v:6:y:1980:i:3:p:249-253)
by Hsiao, Cheng - Journal of Econometrics (RePEc:eee:econom)
from Elsevier as editor - Open forum on the current state and future challenges of econometrics (RePEc:eee:econom:v:100:y:2001:i:1:p:1-1)
by Hsiao, C. - Studies in Estimation and Testing (RePEc:eee:econom:v:103:y:2001:i:1-2:p:1-4)
by Hsiao, Cheng & Perrigne, Isabelle - Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (RePEc:eee:econom:v:109:y:2002:i:1:p:107-150)
by Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A. - Linear regression using both temporally aggregated and temporally disaggregated data (RePEc:eee:econom:v:10:y:1979:i:2:p:243-252)
by Hsiao, Cheng - Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (RePEc:eee:econom:v:112:y:2003:i:2:p:295-325)
by Li, Qi & Hsiao, Cheng & Zinn, Joel - Robust estimation of generalized linear models with measurement errors (RePEc:eee:econom:v:118:y:2004:i:1-2:p:51-65)
by Li, Tong & Hsiao, Cheng - Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (RePEc:eee:econom:v:135:y:2006:i:1-2:p:427-463)
by Hsiao, Cheng & Wang, Siyan - A consistent model specification test with mixed discrete and continuous data (RePEc:eee:econom:v:140:y:2007:i:2:p:802-826)
by Hsiao, Cheng & Li, Qi & Racine, Jeffrey S. - Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients (RePEc:eee:econom:v:145:y:2008:i:1-2:p:98-108)
by Hsiao, Cheng & Shen, Yan & Wang, Boqing & Weeks, Greg - Announcement of the establishment of the Amemiya lecture series (RePEc:eee:econom:v:149:y:2009:i:1:p:1-1)
by Hsiao, Cheng - Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment (RePEc:eee:econom:v:152:y:2009:i:1:p:61-69)
by Liu, Echu & Hsiao, Cheng & Matsumoto, Tomoya & Chou, Shinyi - Measuring correlations of integrated but not cointegrated variables: A semiparametric approach (RePEc:eee:econom:v:164:y:2011:i:2:p:252-267)
by Sun, Yiguo & Hsiao, Cheng & Li, Qi - Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (RePEc:eee:econom:v:165:y:2011:i:1:p:30-44)
by Wang, Liqun & Hsiao, Cheng - Forecasting a long memory process subject to structural breaks (RePEc:eee:econom:v:177:y:2013:i:2:p:171-184)
by Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng - Model specification test with correlated but not cointegrated variables (RePEc:eee:econom:v:178:y:2014:i:p1:p:80-85)
by Gan, Li & Hsiao, Cheng & Xu, Shu - Is there an optimal forecast combination? (RePEc:eee:econom:v:178:y:2014:i:p2:p:294-309)
by Hsiao, Cheng & Wan, Shui Ki - Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake (RePEc:eee:econom:v:186:y:2015:i:1:p:66-73)
by Fujiki, Hiroshi & Hsiao, Cheng - IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large (RePEc:eee:econom:v:187:y:2015:i:1:p:312-322)
by Hsiao, Cheng & Zhang, Junwei - Testing error serial correlation in fixed effects nonparametric panel data models (RePEc:eee:econom:v:188:y:2015:i:2:p:466-473)
by Green, Carl & Long, Wei & Hsiao, Cheng - Statistical inference for panel dynamic simultaneous equations models (RePEc:eee:econom:v:189:y:2015:i:2:p:383-396)
by Hsiao, Cheng & Zhou, Qiankun - Formulation and estimation of dynamic models using panel data (RePEc:eee:econom:v:18:y:1982:i:1:p:47-82)
by Anderson, T. W. & Hsiao, Cheng - Panel models with interactive effects (RePEc:eee:econom:v:206:y:2018:i:2:p:645-673)
by Hsiao, Cheng - Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (RePEc:eee:econom:v:207:y:2018:i:1:p:114-128)
by Hsiao, Cheng & Zhou, Qiankun - Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census (RePEc:eee:econom:v:24:y:1984:i:1-2:p:133-158)
by Ham, John & Hsiao, Cheng - Consistent estimation for some nonlinear errors-in-variables models (RePEc:eee:econom:v:41:y:1989:i:1:p:159-185)
by Hsiao, Cheng - A statistical perspective on insurance rate-making (RePEc:eee:econom:v:44:y:1990:i:1-2:p:5-24)
by Hsiao, Cheng & Kim, Changseob & Taylor, Grant - Editors' introduction (RePEc:eee:econom:v:56:y:1993:i:1-2:p:1-3)
by Hsiao, Cheng & Ruud, Paul - Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles (RePEc:eee:econom:v:56:y:1993:i:1-2:p:243-267)
by Arguea, Nestor M. & Hsiao, Cheng - A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service (RePEc:eee:econom:v:59:y:1993:i:1-2:p:63-86)
by Hsiao, Cheng & Appelbe, Trent W. & Dineen, Christopher R. - Testing serial correlation in semiparametric panel data models (RePEc:eee:econom:v:87:y:1998:i:2:p:207-237)
by Li, Q. & Hsiao, C. - Modeling survey response bias - with an analysis of the demand for an advanced electronic device (RePEc:eee:econom:v:89:y:1998:i:1-2:p:15-39)
by Hsiao, Cheng & Sun, Bao-Hong - The relationship between stock returns and volatility in international stock markets (RePEc:eee:empfin:v:12:y:2005:i:5:p:650-665)
by Li, Qi & Yang, Jian & Hsiao, Cheng & Chang, Young-Jae - Shares versus Residual Claimant Contracts: The Case of Chinese TVEs (RePEc:eee:jcecon:v:26:y:1998:i:2:p:317-337)
by Hsiao, Cheng & Nugent, Jeffrey & Perrigne, Isabelle & Qiu, Jicheng - Market Values of Environmental Amenities: A Latent Variable Approach (RePEc:eee:jhouse:v:9:y:2000:i:1-2:p:104-126)
by Arguea, Nestor M. & Hsiao, Cheng - Comparison of forecasting methods with an application to predicting excess equity premium (RePEc:eee:matcom:v:81:y:2011:i:7:p:1235-1246)
by Hsiao, Cheng & Wan, Shui Ki - Autoregressive modelling and money-income causality detection (RePEc:eee:moneco:v:7:y:1981:i:1:p:85-106)
by Hsiao, Cheng - Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach (RePEc:eee:regeco:v:19:y:1989:i:4:p:565-587)
by Hsiao, Cheng & Mountain, Dean C. & Chan, M. W. Luke & Tsui, Kai Y. - Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics (RePEc:eme:aecozz:s0731-905320140000033007)
by Cheng Hsiao - Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models (RePEc:eme:aecozz:s0731-905320160000036011)
by An Yonghong & Hsiao Cheng & Li Dong - An Econometrician’s Perspective on Big Data (RePEc:eme:aecozz:s0731-905320200000041009)
by Cheng Hsiao - Heteroskedasticity and Random Coefficient Model on Panel Data (RePEc:erm:papers:0601)
by Bresson G. & Hsiao C. & Pirotte A. - Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity (RePEc:erm:papers:0708)
by Bresson G. & Hsiao C. & Pirotte A. - A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris (RePEc:erm:papers:0810)
by Bresson G. & Hsiao C. - Interest rate stabilization of exchange rates and contagion in the Asian crisis countries (RePEc:fip:fedfpr:y:1999:i:sep:x:9)
by Robert Dekle & Cheng Hsiao & Siyan Wang - A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service (RePEc:fth:calirv:90-92-15)
by Hsiao, C. & Appelbe, T.W. & Dineen, C.R. - Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles (RePEc:fth:socaec:9203)
by Arguea, N.M. & Hsiao, C. - Logit and Probit Models (RePEc:fth:socaec:9210)
by Hsiao, C. - Nonlinear Latent Variable Models (RePEc:fth:socaec:9211)
by Hsiao, C. - Random Coefficients Models (RePEc:fth:socaec:9212)
by Hsiao, C. - Panel Analysis for Metric Data (RePEc:fth:socaec:9213)
by Hsiao, C. - Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand (RePEc:fth:socaec:9316)
by Arguea, N.M. & Hsiao, C. & Taylor, G.A. - A Framework for Regional Modeling and Impact Analysis - An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada (RePEc:fth:socaec:9317)
by Hsiao, C. & Mountain, D.C. - A Bayesian Integration of End-Use Metering and Conditional Demand Analysis (RePEc:fth:socaec:9411)
by Hsiao, C. & Mountain, D.C. & Ho, C.F. - Consistent Estimation For Some Nonlinear Errors-In- Variables Models (RePEc:fth:socaec:m8810)
by Hsiao, C. - A Combined Structural And Flexible Functional Approach For Modeling Energy Substitution (RePEc:fth:socaec:m8815)
by Mountain, D. & Hsiao, C. - Modeling Ontario Regional Electricity System Demand Using A Mixed Fixed And Random Coefficients Approach (RePEc:fth:socaec:m8906)
by Hsiao, C. & Mountain, D.C. & Tsui, K.Y. & Chan, M.W.L. - A Statistical Perspective On Insurance Rate-Making (RePEc:fth:socaec:m8916)
by Hsiao, C. & Kim, C. & Taylor, G. - Identification And Estimation Of Dichotomous Latent Variables Models Using Panel Data (RePEc:fth:tilbur:8944)
by Hsiao, C. - Panel Data Estimation for Correlated Random Coefficients Models (RePEc:gam:jecnmx:v:7:y:2019:i:1:p:7-:d:202457)
by Cheng Hsiao & Qi Li & Zhongwen Liang & Wei Xie - Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects (RePEc:ier:iecrev:v:15:y:1974:i:1:p:12-30)
by Hsiao, Cheng - Identification and Estimation of Simultaneous Equation Models with Measurement Error (RePEc:ier:iecrev:v:17:y:1976:i:2:p:319-39)
by Hsiao, Cheng - Identification for a Linear Dynamic Simultaneous Error-Shock Model (RePEc:ier:iecrev:v:18:y:1977:i:1:p:181-94)
by Hsiao, Cheng - Efficient Estimation of a Dynamic Error-Shock Model (RePEc:ier:iecrev:v:19:y:1978:i:2:p:467-79)
by Hsiao, Cheng & Robinson, P M - Multinomial Logit Specification Tests (RePEc:ier:iecrev:v:26:y:1985:i:3:p:619-27)
by Small, Kenneth A & Hsiao, Cheng - Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method (RePEc:ier:iecrev:v:41:y:2000:i:2:p:523-42)
by Hsiao, Cheng & Wang, Q Kevin - Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities (RePEc:ime:imedps:08-e-17)
by Hiroshi Fujiki & Cheng Hsiao - Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake (RePEc:ime:imedps:13-e-03)
by Hiroshi Fujiki & Cheng Hsiao - Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand (RePEc:ime:imemes:v:16:y:1998:i:1:p:57-79)
by Hsiao, Cheng & Fujiki, Hiroshi - Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis (RePEc:ime:imemes:v:20:y:2002:i:2:p:1-23)
by Fujiki, Hiroshi & Hsiao, Cheng & Shen, Yan - Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities (RePEc:ime:imemes:v:26:y:2008:p:159-194)
by Hiroshi Fujiki & Cheng Hsiao - Random Coefficient Panel Data Models (RePEc:iza:izadps:dp1236)
by Hsiao, Cheng & Pesaran, M. Hashem - Crises, What Crises? (RePEc:iza:izadps:dp2217)
by Campos, Nauro F. & Hsiao, Cheng & Nugent, Jeffrey B. - Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models (RePEc:iza:izadps:dp2756)
by Hsiao, Cheng & Pesaran, M. Hashem & Pick, Andreas - Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy (RePEc:jae:japmet:v:20:y:2005:i:5:p:579-601)
by Yan Shen & Cheng Hsiao & Hiroshi Fujiki - The emerging market crisis and stock market linkages: further evidence (RePEc:jae:japmet:v:21:y:2006:i:6:p:727-744)
by Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li - Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients (RePEc:jae:japmet:v:22:y:2007:i:2:p:453-475)
by Yan Shen & Greg Weeks & Cheng Hsiao & Boqing Wang - Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand (RePEc:jae:japmet:v:9:y:1994:i:1:p:1-18)
by Arguea, N M & Hsiao, C & Taylor, G A - JIVE for Panel Dynamic Simultaneous Equations Models (RePEc:lsu:lsuwpp:2017-10)
by Cheng Hsiao & Qiankun Zhou - Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (RePEc:lsu:lsuwpp:2017-11)
by Cheng Hsiao & Qiankun Zhou - Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited (RePEc:lsu:lsuwpp:2018-02)
by Cheng Hsiao & Qiankun Zhou - The Role of China in Asian Monetary Integration (RePEc:mes:chinec:v:43:y:2010:i:6:p:22-33)
by Shin-Huei Wang & Cheng Hsiao - Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors (RePEc:msh:ebswps:2013-2)
by Kunpeng Li & Degui Li & Zhongwen Lian & Cheng Hsiao - Recursive estimation in large panel data models: Theory and practice (RePEc:msh:ebswps:2017-5)
by Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao - Should China Let Her Exchange Rate Float? — the Experience of Developing Countries (RePEc:nan:wpaper:0509)
by Cheng Hsiao & Siyan Wang - Longitudinal Data Analysis (RePEc:nan:wpaper:0510)
by Cheng Hsiao - Efficient Estimation of a Dynamic Error-Shock Model (RePEc:nbr:nberwo:0157)
by Cheng Hsiao & P. M. Robinson - Money And Income, Causality Detection (RePEc:nbr:nberwo:0167)
by Cheng Hsiao - Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data (RePEc:oup:restud:v:58:y:1991:i:4:p:717-731.)
by Cheng Hsiao - Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration (RePEc:oup:restud:v:64:y:1997:i:3:p:385-398.)
by Cheng Hsiao - Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration (RePEc:sce:scecf1:36)
by Michael Binder, Cheng Hsiao, and M. Hashem Pesaran - Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions (RePEc:sce:scecf2:345)
by Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran - Intertemporal Asset Allocation with Inflation-Indexed Bonds (RePEc:sce:scecf5:168)
by C. Chiarella & C. Hsiao - The Transition Process in China: a Theoretical and Empirical Study (RePEc:sce:scecf5:210)
by C. Hsiao & P. Chen - Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy (RePEc:scp:wpaper:04-1)
by Cheng Hsiao & Yan Shen & Hiroshi Fujiki - Random Coefficient Panel Data Models (RePEc:scp:wpaper:04-2)
by Cheng Hsiao & M. Hashem Pesaran - Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process (RePEc:scp:wpaper:05-23)
by Cheng Hsiao & Siyan Wang - The Emerging Market Crisis and Stock Market Linkages: Further Evidence (RePEc:scp:wpaper:05-27)
by Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang - Why Panel Data? (RePEc:scp:wpaper:05-33)
by Cheng Hsiao - A Consistent Model Specification Test with Mixed Discrete and Continuous Data (RePEc:scp:wpaper:06-47)
by Cheng Hsiao & Qi Li & Jeff Racine - Panel Data Analysis - Advantages and Challenges (RePEc:scp:wpaper:06-49)
by Cheng Hsiao - Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models (RePEc:scp:wpaper:06-55)
by Cheng Hsiao & Siyan Wang - Introduction to the special issue: interdisciplinary aspects of panel data analysis (RePEc:spr:alstar:v:95:y:2011:i:4:p:325-327)
by Harry Haupt & Cheng Hsiao - Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity (RePEc:spr:alstar:v:95:y:2011:i:4:p:435-452)
by Georges Bresson & Cheng Hsiao & Alain Pirotte - A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (RePEc:spr:alstar:v:95:y:2011:i:4:p:501-529)
by Georges Bresson & Cheng Hsiao - Econometric Modelling of Canadian Long Distance Calling: A Comparison of Aggregate Time Series versus Point-to-Point Panel Data Approaches (RePEc:spr:empeco:v:17:y:1992:i:1:p:125-40)
by Appelbe, Trent W & Dineen, C.R. & Solvason, D.L. & Hsiao, C. - Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach (RePEc:spr:empeco:v:48:y:2015:i:1:p:427-438)
by Hongjun Li & Zhongjian Lin & Cheng Hsiao - Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? (RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01978-1)
by Shui Ki Wan & Cheng Hsiao & Qiankun Zhou - Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large (RePEc:spr:stmapp:v:25:y:2016:i:4:d:10.1007_s10260-016-0355-x)
by Cheng Hsiao & Qiankun Zhou - Panel data analysis—advantages and challenges (RePEc:spr:testjl:v:16:y:2007:i:1:p:1-22)
by Cheng Hsiao - Rejoinder on: Panel data analysis—advantages and challenges (RePEc:spr:testjl:v:16:y:2007:i:1:p:56-57)
by Cheng Hsiao - In Memoriam: G. S. Maddala (RePEc:taf:emetrv:v:22:y:2003:i:1:p:vii-ix)
by Cheng Hsiao - Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:127-145)
by Yiguo Sun & Cheng Hsiao & Qi Li - Local Linear Estimation of a Nonparametric Cointegration Model (RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:882-906)
by Zhongwen Liang & Zhongjian Lin & Cheng Hsiao - Estimation of semi-varying coefficient models with nonstationary regressors (RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:354-369)
by Kunpeng Li & Degui Li & Zhongwen Liang & Cheng Hsiao - First difference or forward demeaning: Implications for the method of moments estimators (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:883-897)
by Cheng Hsiao & Qiankun Zhou - Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation (RePEc:taf:emetrv:v:39:y:2020:i:8:p:858-874)
by Cheng Hsiao - Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms (RePEc:taf:jdevst:v:46:y:2010:i:10:p:1670-1691)
by Nauro Campos & Cheng Hsiao & Jeffrey Nugent - Identification and Estimation of Dichotomous Latent Variables Models using Panel Data (RePEc:tiu:tiucen:9ec86b4c-4e68-4223-aca4-5928ef8e2b31)
by Hsiao, Ch. - Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization (RePEc:ucp:ecdecc:y:2003:v:51:i:4:p:883-96)
by Hsiao, Cheng & Shen, Yan - The emerging market crisis and stock market linkages: further evidence (RePEc:wly:japmet:v:21:y:2006:i:6:p:727-744)
by Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang - A Panel Data Approach For Program Evaluation: Measuring The Benefits Of Political And Economic Integration Of Hong Kong With Mainland China (RePEc:wly:japmet:v:27:y:2012:i:5:p:705-740)
by Cheng Hsiao & H. Steve Ching & Shui Ki Wan - Panel parametric, semiparametric, and nonparametric construction of counterfactuals (RePEc:wly:japmet:v:34:y:2019:i:4:p:463-481)
by Cheng Hsiao & Qiankun Zhou - The Real Effects of Capital Inflows on Emerging Markets (RePEc:wsi:rpbfmp:v:04:y:2001:i:02:n:s0219091501000413)
by Robert Dekle & Cheng Hsiao & Siyan Wang - Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China (RePEc:wsi:rpbfmp:v:04:y:2001:i:04:n:s0219091501000632)
by Hsiao Cheng & Victor Gastañaga - Why Panel Data? (RePEc:wsi:serxxx:v:50:y:2005:i:02:n:s0217590805001937)
by Cheng Hsiao - Decriminalization Policy And Marijuana Smoking Prevalence: A Look At The Literature (RePEc:wsi:serxxx:v:54:y:2009:i:04:n:s0217590809003483)
by Kannika Damrongplasit & Cheng Hsiao - The Creative Tension Between Statistics And Economics (RePEc:wsi:serxxx:v:57:y:2012:i:03:n:s0217590812500178)
by Cheng Hsiao - Panel Data Analysis - Advantages and Challenges (RePEc:wyi:wpaper:001956)
by Cheng Hsiao - Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age (RePEc:wyi:wpaper:001968)
by Cheng Hsiao & Yan Shen & Boqing Wang & Greg Weeks - Some Thoughts on East Asian Economic Growth (RePEc:wyi:wpaper:001974)
by Cheng Hsiao - Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities (RePEc:wyi:wpaper:001997)
by Hiroshi Fujiki & Cheng Hsiao - Panel Macroeconometric Modeling (RePEc:wyi:wpaper:002315)
by Cheng Hsiao - Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks (RePEc:wyi:wpaper:002316)
by Cheng Hsiao & Yan Shen & Wenlong Bian