Access Statistics for Cheng Hsiao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Integration of End-Use Metering and Conditional Demand Analysis 0 0 0 0 1 6 19 269
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 1 3 11 213
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 4 9 48 146 17 39 175 591
A Framework for Regional Modeling and Impact Analysis - An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada 0 0 0 2 0 1 9 324
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 0 3 15 176
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 8 26 77 584
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 1 5 34 47 10 23 96 124
Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy 0 1 6 250 12 49 281 1,367
Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy 5 16 33 135 35 96 278 925
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 21 21 2 6 51 51
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 8 23 137 1,013
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 0 4 13 180
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 2 4 27 265
Crises, What Crises? 3 6 12 33 4 9 27 125
Crises, What Crises? 0 1 18 69 2 12 48 218
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 1 1 11 26 1 3 30 90
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 1 12 33 99 1 27 87 281
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 2 3 6 18 2 4 10 48
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 2 3 7 55 2 5 17 103
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 2 6 43 725
Efficient Estimation of a Dynamic Error-Shock Model 0 0 5 38 3 6 33 357
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 14 30 74 546
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 2 7 44 221 10 20 74 526
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 1 5 46 595 8 19 102 1,088
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 0 3 11 42 450
Estimation of Dynamic Models with Error Components 7 24 122 284 10 37 243 619
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 0 0 17 305
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 1 3 28 141
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 4 12 42 99 8 24 116 260
Logit and Probit Models 0 0 0 1 7 28 142 1,372
Longitudinal Data Analysis 1 4 18 32 3 9 37 62
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 2 11 51 525
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 16 107 0 5 52 308
Money And Income, Causality Detection 0 2 7 91 1 3 19 283
Nonlinear Latent Variable Models 0 0 0 0 2 4 18 210
Panel Analysis for Metric Data 0 0 0 0 1 4 21 227
Panel Data Analysis - Advantages and Challenges 29 95 344 951 89 218 733 1,746
Random Coefficient Panel Data Models 18 38 164 731 39 106 379 1,611
Random Coefficient Panel Data Models 6 13 44 412 7 21 78 930
Random Coefficient Panel Data Models 14 22 70 546 20 40 135 960
Random Coefficient Panel Data Models 22 60 255 914 52 126 512 1,892
Random Coefficients Models 0 0 0 1 5 9 43 367
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 3 7 22 34 10 19 78 117
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 1 8 49 310 4 21 121 944
The Transition Process in China: a Theoretical and Empirical Study 0 0 7 93 0 3 25 197
Why Panel Data? 1 8 35 336 4 18 62 350
Total Working Papers 128 362 1,519 6,704 413 1,144 4,686 24,065


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis 0 0 0 0 6 15 39 237
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 1 3 7 7 2 5 12 12
A consistent model specification test with mixed discrete and continuous data 2 4 19 53 2 6 47 156
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 2 28 0 3 7 76
A statistical perspective on insurance rate-making 4 8 21 62 4 11 36 135
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 1 3 11 11 3 6 22 22
Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy 0 0 7 64 4 13 93 493
Announcement of the establishment of the Amemiya lecture series 0 10 25 25 1 16 54 54
Autoregressive modeling and causal ordering of economic variables 2 6 21 55 2 9 43 105
Autoregressive modelling and money-income causality detection 5 14 59 149 12 30 142 344
Benefits and limitations of panel data 10 27 152 260 22 45 263 450
Causality tests in econometrics 4 7 32 71 12 20 67 155
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 6 12 100 733
Consistent estimation for some nonlinear errors-in-variables models 0 3 13 32 1 6 21 50
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 1 8 34 1 6 16 121
Do High Interest Rates Appreciate Exchange Rates during Crisis? The Korean Evidence 0 5 20 128 5 15 75 435
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 1 8 45 82 4 17 67 117
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 5 25 143 1 9 35 237
Editors' introduction 0 0 0 0 0 0 1 13
Efficient Estimation of a Dynamic Error-Shock Model 0 1 3 8 0 1 7 29
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 2 11 35 204 3 13 83 671
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 2 3 11 195
Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients 0 3 6 8 0 7 24 26
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 1 4 9 21 1 9 42 167
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 0 0 2 4 15 72 272
Formulation and estimation of dynamic models using panel data 21 53 250 699 37 98 418 1,180
High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views 2 5 16 139 3 9 48 720
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 1 1 2 0 2 6 7
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 5 26 0 0 15 95
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 5 18 0 1 14 66
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 2 0 0 3 25
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 3 4 15 237
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 1 1 19 43 3 7 57 151
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 1 3 29 50 10 20 117 215
Linear regression using both temporally aggregated and temporally disaggregated data 1 3 3 6 1 4 8 26
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 4 15 2 2 12 45
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 3 21 0 0 5 54
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 4 4 4 4 14 20 20 20
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 3 9 52 293 4 14 80 522
Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances 2 2 4 15 2 2 9 66
Missing data and maximum likelihood estimation 1 6 34 95 9 19 86 219
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 1 5 27 81 2 10 45 140
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 1 2 11 59 5 6 29 176
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 5 17 0 0 9 60
Multinomial Logit Specification Tests 6 13 65 186 7 18 140 403
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 5 11 43 116 11 31 133 359
Open forum on the current state and future challenges of econometrics 0 1 3 24 0 1 8 69
Panel data analysis—advantages and challenges 3 8 44 85 6 19 105 221
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 0 2 2 2 2
Rejoinder on: Panel data analysis—advantages and challenges 1 1 3 6 1 1 5 14
Reply 0 0 1 2 0 0 2 4
Robust estimation of generalized linear models with measurement errors 1 1 10 47 1 2 20 111
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 1 1 1 25 2 3 17 138
Some Estimation Methods for a Random Coefficient Model 4 6 34 291 5 10 80 666
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 1 1 3 19 4 6 15 77
Statistical Properties of the Two-Stage Least Squares Estimator under Cointegration 2 3 25 104 2 6 69 348
Studies in Estimation and Testing 0 0 0 6 0 0 1 34
Testing serial correlation in semiparametric panel data models 1 1 5 32 2 2 13 70
The emerging market crisis and stock market linkages: further evidence 0 3 35 106 3 15 132 487
The relationship between stock returns and volatility in international stock markets 1 1 14 86 2 4 26 192
Two-stage estimation of limited dependent variable models with errors-in-variables 1 4 18 45 6 14 70 176
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 1 2 2 10 1 2 5 27
WHY PANEL DATA? 0 2 6 6 1 5 11 11
Total Journal Articles 99 276 1,304 4,275 249 651 3,229 12,738


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Total Books 0 0 0 0 0 0 0 0
2 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Identification 6 13 46 154 9 19 73 273
Latent variable models in econometrics 6 14 75 257 17 38 163 521
Total Chapters 12 27 121 411 26 57 236 794


Statistics updated 2009-11-04