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 0 2 4 380
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 1 5 6 265
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 1 3 9 1,219
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 5 8 377
A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris 1 1 2 22 1 4 13 76
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 0 1 2 258
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 1 4 6 789
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 3 4 102 2 9 22 393
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 10 1 5 9 47
Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy 0 1 2 274 0 2 8 2,253
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 0 222 4 12 18 3,366
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 2 64 0 0 4 173
Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity 0 0 0 16 0 1 2 53
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 2 11 34 1,570
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 0 2 3 237
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 2 3 7 485
Crises, What Crises? 0 0 0 49 1 4 12 208
Crises, What Crises? 0 0 0 97 0 4 9 381
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 0 0 0 65 2 5 10 253
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 252 1 4 8 963
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 34 1 4 10 126
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 96 2 3 4 239
Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 1 95 1 5 15 205
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 0 7 9 879
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 1 1 465
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 0 4 7 725
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 1 1 429 1 4 9 1,118
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 1 2 5 730 3 5 11 1,441
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 4 67 0 3 12 697
Estimation of Dynamic Models with Error Components 0 3 12 704 1 6 26 1,394
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 2 28 5 9 18 113
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 1 1 1 5 3 5 8 59
Forecasting long memory processes subject to structural breaks 0 0 1 47 1 4 16 128
Heteroskedasticity and Random Coefficient Model on Panel Data 0 1 2 39 0 3 5 85
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 1 3 7 366
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 0 0 1 5 1 3 7 22
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 1 6 79 2 4 13 85
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 0 1 2 198
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 6 70 2 5 16 57
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 0 1 4 596
Logit and Probit Models 0 0 0 1 3 7 15 1,743
Longitudinal Data Analysis 0 0 1 93 0 2 9 233
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 0 2 8 652
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 1 3 5 492
Money And Income, Causality Detection 1 1 1 109 1 2 3 369
Nonlinear Latent Variable Models 0 0 0 0 1 3 4 264
Panel Analysis for Metric Data 0 0 0 0 0 2 5 295
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 57 195 581 9,055
Panel Data Analysis - Advantages and Challenges 2 5 12 76 9 25 85 284
Panel Macroeconometric Modeling 1 2 7 59 2 6 17 129
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 2 24 77 5 14 68 118
Random Coefficient Panel Data Models 0 0 0 455 0 2 8 1,102
Random Coefficient Panel Data Models 0 0 9 1,977 9 14 65 4,430
Random Coefficient Panel Data Models 0 1 3 1,097 1 5 8 2,525
Random Coefficient Panel Data Models 0 0 3 718 0 3 9 1,381
Random Coefficients Models 0 0 0 1 1 5 12 493
Recursive estimation in large panel data models: Theory and practice 2 5 14 65 5 12 35 131
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 1 97 1 4 13 211
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 0 69 1 1 3 279
Some Thoughts on East Asian Economic Growth 0 2 4 26 2 5 10 61
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 1 4 7 1,247
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 1 2 11 317
Why Panel Data? 0 0 0 632 0 2 18 1,079
Total Working Papers 9 32 134 12,781 144 486 1,393 49,634


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 0 2 13 394
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 0 1 32 0 1 3 89
A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA 0 0 0 0 18 32 70 718
A consistent model specification test with mixed discrete and continuous data 0 0 1 129 1 5 12 349
A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris 0 0 1 18 0 2 5 77
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 0 60 0 1 2 162
A statistical perspective on insurance rate-making 0 0 0 118 0 1 1 275
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 19 1 5 7 79
Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy 0 3 4 118 0 4 13 752
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 0 0 0 12 0 0 2 143
Announcement of the establishment of the Amemiya lecture series 0 0 0 35 0 1 2 109
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity 0 0 0 13 0 1 3 71
Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large 0 0 2 9 0 2 13 35
Autoregressive modeling and causal ordering of economic variables 0 1 4 132 1 6 10 281
Autoregressive modelling and money-income causality detection 1 2 10 567 2 8 33 1,171
Causality tests in econometrics 2 6 10 224 4 12 31 514
China's health care reform: A tentative assessment 0 1 4 87 3 6 14 356
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 0 3 7 1,059
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 0 1 3 28
Comparison of forecasting methods with an application to predicting excess equity premium 1 1 2 3 2 3 9 32
Consistent estimation for some nonlinear errors-in-variables models 0 0 1 67 0 1 4 147
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 77 1 8 13 251
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 0 19 0 3 10 77
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 1 1 1 5 13 25 36
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 1 3 75 0 7 17 243
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 0 35 0 3 9 116
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 0 8 47 1 3 21 123
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 5 11 37 97 19 49 149 322
Do High Interest Rates Appreciate Exchange Rates during Crisis? The Korean Evidence 0 0 1 162 0 5 7 572
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 0 1 1 82 5 8 11 324
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 1 4 21 387 4 12 43 720
Econometric Modelling of Canadian Long Distance Calling: A Comparison of Aggregate Time Series versus Point-to-Point Panel Data Approaches 0 0 0 0 0 3 5 182
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 1 3 224 1 4 14 440
Editors' introduction 0 0 0 0 0 1 2 32
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 3 3 135
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 2 10 378 0 5 18 1,051
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 1 2 4 234
Estimation of semi-varying coefficient models with nonstationary regressors 1 1 1 3 2 6 13 22
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 1 1 6 32 2 7 21 111
Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients 0 0 1 19 0 2 6 99
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 0 33 0 1 2 282
Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China 0 0 0 0 0 1 5 6
First difference or forward demeaning: Implications for the method of moments estimators 0 0 0 1 0 1 5 15
Forecasting a long memory process subject to structural breaks 0 0 5 56 1 7 18 197
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 1 5 17 49 8 19 45 701
Formulation and estimation of dynamic models using panel data 10 37 180 2,812 26 83 384 5,059
High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views 0 0 0 193 0 1 5 880
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 7 0 2 4 51
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 2 2 5 39 4 8 18 150
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 47 2 3 8 197
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 1 4 5 128
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 7 1 4 6 47
Impact of CEPA on the labor market of Hong Kong 0 0 1 57 1 3 5 204
In Memoriam: G. S. Maddala 0 0 0 52 0 1 2 191
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 0 3 8 340
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 10 1 3 4 56
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 74 1 2 4 252
Is there an optimal forecast combination? 1 3 5 36 2 7 11 111
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 0 2 7 378
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 15 0 2 3 71
Local Linear Estimation of a Nonparametric Cointegration Model 1 1 2 7 1 3 9 33
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 22 0 0 2 102
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 1 31 1 6 7 106
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 3 4 74 1 14 23 280
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 3 10 55 969 14 37 131 2,113
Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances 0 0 0 27 0 1 2 106
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 1 1 2 42 2 3 7 152
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 15 1 4 7 110
Missing data and maximum likelihood estimation 0 0 1 136 0 1 4 364
Model specification test with correlated but not cointegrated variables 0 0 0 20 0 2 10 132
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 0 1 140 1 5 11 280
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 1 1 1 88 1 2 4 280
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 0 30 0 2 5 117
Multinomial Logit Specification Tests 1 5 16 305 1 13 44 726
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 1 2 4 175 3 6 14 585
Open forum on the current state and future challenges of econometrics 0 0 0 37 0 1 2 121
Panel data analysis—advantages and challenges 0 2 10 392 6 24 82 1,135
Panel data approach vs synthetic control method 0 8 29 43 5 20 58 92
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 10 1 3 9 221
Real-Time Monitoring Test for Realized Volatility 0 1 3 27 0 6 12 84
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 0 3 6 70
Robust estimation of generalized linear models with measurement errors 0 0 0 92 0 2 7 301
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 0 3 3 189
Some Estimation Methods for a Random Coefficient Model 0 3 3 391 1 7 8 891
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 0 1 1 39 0 3 3 126
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 1 1 2 208 3 8 12 654
Statistical inference for panel dynamic simultaneous equations models 0 4 11 27 2 11 27 103
Studies in Estimation and Testing 0 0 0 11 0 1 2 62
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 0 1 0 1 2 5
Testing error serial correlation in fixed effects nonparametric panel data models 0 1 1 30 1 4 6 108
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 1 1 3 11 3 5 12 53
Testing serial correlation in semiparametric panel data models 0 0 0 63 0 1 3 181
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 1 1 27 1 3 9 97
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 0 1 1 3 4
The Role of China in Asian Monetary Integration 0 0 1 32 0 0 4 109
The emerging market crisis and stock market linkages: further evidence 1 2 3 177 1 7 11 672
The relationship between stock returns and volatility in international stock markets 0 0 2 109 0 4 10 299
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 83 0 1 1 385
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 0 1 4 85
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 1 1 4 63
WHY PANEL DATA? 0 0 1 6 0 3 9 26
Total Journal Articles 37 132 504 10,950 173 621 1,786 32,869
3 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysis of Panel Data 0 0 0 0 2 9 20 68
Analysis of Panel Data 0 0 0 0 0 2 9 50
Total Books 0 0 0 0 2 11 29 118


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Identification 1 3 19 428 1 6 35 731
Latent variable models in econometrics 0 1 7 643 2 10 21 1,341
Panel Macroeconometric Modeling: This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics 0 0 1 3 0 1 3 17
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 1 2 4 7 1 3 7 24
Total Chapters 2 6 31 1,081 4 20 66 2,113


Statistics updated 2020-01-03