Access Statistics for Cheng Hsiao

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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 1 2 402
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 0 0 1 280
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 1 1 4 1,250
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 0 1 391
A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris 0 0 0 23 0 0 0 138
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 0 0 2 277
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 0 0 0 801
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 106 0 0 1 431
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 12 2 5 6 112
Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy 0 0 1 277 0 0 1 2,344
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 0 0 2 3,434
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 0 68 0 0 0 192
Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity 0 0 0 16 0 0 0 60
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 1 4 14 1,695
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 0 0 1 258
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 0 2 506
Crises, What Crises? 0 0 0 49 0 0 0 261
Crises, What Crises? 0 0 0 97 0 0 0 407
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 0 1 3 155
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 2 2 2 258 3 4 5 995
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 99 0 4 6 269
Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 0 103 0 0 0 240
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 0 0 0 887
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 0 0 487
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 0 1 1 749
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 2 435 0 1 5 1,228
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 1 738 0 1 3 1,515
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 8 88 2 3 25 862
Estimation of Dynamic Models with Error Components 0 0 4 729 0 0 8 1,465
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 0 30 0 2 8 170
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 6 0 0 1 95
Forecasting a long memory process subject to structural breaks 0 0 0 0 0 0 1 2
Forecasting long memory processes subject to structural breaks 0 0 1 54 0 0 2 154
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 1 41 0 0 1 91
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 0 0 0 393
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 0 0 0 6 0 0 0 76
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 82 0 1 6 111
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 1 1 1 211
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 0 74 0 0 1 124
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 0 1 1 607
Logit and Probit Models 0 0 0 1 0 0 13 1,818
Longitudinal Data Analysis 0 0 2 98 0 0 3 277
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 1 1 2 688
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 0 0 2 517
Money And Income, Causality Detection 0 0 0 111 0 0 0 382
Nonlinear Latent Variable Models 0 0 0 0 0 0 0 276
Panel Analysis for Metric Data 0 0 0 0 0 0 0 316
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 2 10 41 10,963
Panel Data Analysis - Advantages and Challenges 2 2 7 121 2 7 23 536
Panel Macroeconometric Modeling 0 0 2 66 0 1 8 255
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 0 3 94 0 1 5 175
Random Coefficient Panel Data Models 0 0 3 735 0 3 9 1,453
Random Coefficient Panel Data Models 0 0 0 460 0 1 3 1,135
Random Coefficient Panel Data Models 0 0 2 1,991 1 2 14 4,520
Random Coefficient Panel Data Models 0 0 0 1,101 0 0 1 2,629
Random Coefficients Models 0 0 0 1 0 0 0 501
Recursive estimation in large panel data models: Theory and practice 0 0 2 88 0 0 4 201
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 3 107 0 0 4 234
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 0 72 1 1 1 329
Some Thoughts on East Asian Economic Growth 0 0 0 28 0 1 1 160
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 0 1 4 1,264
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 0 0 0 344
Why Panel Data? 0 0 0 632 3 4 9 1,162
Total Working Papers 4 4 45 12,983 20 64 262 54,260


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 1 6 444
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 1 1 1 36 1 2 2 102
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 3 14 61 1,016
A consistent model specification test with mixed discrete and continuous data 1 1 1 153 1 1 5 422
A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris 0 0 0 18 1 2 2 152
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 1 1 64 0 1 4 193
A statistical perspective on insurance rate-making 0 0 0 120 0 0 0 284
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 21 0 0 0 93
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 0 122 0 1 3 809
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 0 0 0 13 0 0 0 149
Announcement of the establishment of the Amemiya lecture series 0 0 0 36 0 0 0 115
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity 0 0 0 15 1 1 1 86
Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices 0 0 0 0 0 0 1 4
Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large 0 0 0 10 0 1 1 41
Autoregressive modeling and causal ordering of economic variables 0 0 1 137 0 0 3 305
Autoregressive modelling and money-income causality detection 1 1 2 599 2 3 7 1,245
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 0 0 0 6 0 0 2 20
Causality tests in econometrics 0 0 2 253 0 1 6 593
China's health care reform: A tentative assessment 0 0 0 90 0 1 4 457
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 0 3 9 1,116
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 1 1 1 31
Comparison of forecasting methods with an application to predicting excess equity premium 0 0 0 5 0 0 0 51
Consistent estimation for some nonlinear errors-in-variables models 0 0 2 74 2 2 7 174
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 80 0 0 1 278
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 0 22 0 0 3 107
DATA SUBJECT TO MULTIPLE TREATMENT EFFECTS — DISENTANGLE THE IMPACTS OF GLOBAL PANDEMIC AND A SPECIFIC DISEASE CONTROL POLICY 0 0 2 4 0 0 2 8
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 1 3 0 0 3 58
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 0 6 93 0 1 9 287
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 1 38 0 0 2 144
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 2 5 74 1 9 14 237
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 2 5 166 0 3 20 627
Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence 0 0 0 5 0 0 0 8
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 0 0 3 102 1 2 5 389
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 1 3 418 0 1 5 874
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 0 1 195
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 0 0 237 0 1 2 473
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China 0 1 4 26 3 4 15 79
Editors' introduction 0 0 0 0 0 0 0 37
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 0 0 139
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 0 3 400 0 0 6 1,114
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 0 0 0 238
Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation 0 0 0 5 0 2 3 15
Estimation of semi-varying coefficient models with nonstationary regressors 1 1 1 9 1 1 1 108
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 0 0 41 0 1 3 167
Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients 0 0 0 20 0 0 1 157
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 1 35 0 0 1 292
Factor dimension determination for panel interactive effects models: an orthogonal projection approach 0 0 1 16 0 0 5 44
Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China 0 0 0 1 0 0 0 27
First difference or forward demeaning: Implications for the method of moments estimators 1 1 2 11 2 3 8 56
Forecasting a long memory process subject to structural breaks 0 0 1 60 0 0 2 230
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 0 10 116 0 0 16 859
Formulation and estimation of dynamic models using panel data 2 5 65 3,371 4 14 149 6,368
Health status and labour market outcome: Empirical evidence from Australia 0 0 0 1 1 2 5 19
High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views 0 0 1 201 1 1 2 934
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 9 0 0 0 60
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 1 1 3 49 2 3 8 200
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 48 0 0 0 259
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 0 0 2 138
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 8 0 0 0 51
Impact of CEPA on the labor market of Hong Kong 0 0 1 68 0 1 5 247
In Memoriam: G. S. Maddala 0 0 0 52 0 0 0 200
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 11 0 1 1 44
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 1 1 1 357
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 11 0 0 1 61
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 75 0 1 1 266
Is there an optimal forecast combination? 0 2 4 82 0 2 7 216
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 0 0 0 3 0 0 0 65
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 1 3 5 392
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 19 0 0 1 85
Local Linear Estimation of a Nonparametric Cointegration Model 0 0 0 10 0 0 0 48
MACHINE LEARNING AND ECONOMETRICS 3 12 24 24 6 21 42 42
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 23 0 0 0 110
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS 0 0 0 19 0 0 0 71
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 0 34 0 0 0 124
Market integration, systemic risk and diagnostic tests in large mixed panels 1 2 7 21 1 4 13 40
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 3 84 0 0 8 341
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 2 8 29 1,140 3 12 60 2,566
Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances 0 0 0 27 0 0 0 112
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 0 45 0 2 17 190
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 17 0 0 1 191
Missing data and maximum likelihood estimation 0 0 0 138 0 0 1 372
Model specification test with correlated but not cointegrated variables 0 0 0 21 0 0 2 157
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 0 1 148 1 1 3 320
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 1 93 0 0 3 327
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 0 33 1 1 1 141
Multinomial Logit Specification Tests 0 0 0 329 0 0 6 832
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 0 0 183 0 0 0 622
Open forum on the current state and future challenges of econometrics 0 0 0 38 0 0 0 126
Panel Data Estimation for Correlated Random Coefficients Models 0 0 0 16 0 1 2 58
Panel data analysis—advantages and challenges 4 8 20 529 7 23 84 1,827
Panel data approach vs synthetic control method 0 0 4 101 0 0 9 237
Panel models with interactive effects 0 1 4 37 0 3 10 109
Panel parametric, semiparametric, and nonparametric construction of counterfactuals 0 2 5 26 0 3 7 59
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 0 0 0 0 0
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 11 0 0 1 233
Real-Time Monitoring Test for Realized Volatility 0 0 0 30 1 1 1 99
Recursive estimation in large panel data models: Theory and practice 0 0 4 13 1 1 9 38
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 0 0 2 84
Robust estimation of generalized linear models with measurement errors 0 1 1 100 0 1 9 388
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 0 0 1 232
Smoothed maximum score estimation with nonparametrically generated covariates 0 0 0 0 0 0 0 6
Some Estimation Methods for a Random Coefficient Model 1 1 1 394 2 3 3 913
Some remarks on measurement errors and the identification of panel data models* 0 0 0 0 0 0 0 2
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 0 0 0 41 0 1 1 134
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 0 0 2 225 0 0 3 686
Statistical inference for panel dynamic simultaneous equations models 0 0 0 56 1 1 3 227
Studies in Estimation and Testing 0 0 0 12 0 0 0 71
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 0 3 0 0 1 19
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 1 35 0 0 3 151
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 1 18 0 0 5 141
Testing serial correlation in semiparametric panel data models 0 0 0 66 0 1 2 207
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 2 37 0 1 5 135
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 3 0 0 1 86
The Role of China in Asian Monetary Integration 0 0 0 33 1 2 2 118
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 1 2 2 729
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 0 0 3 9
The relationship between stock returns and volatility in international stock markets 0 0 1 122 0 1 4 420
Transformed Estimation for Panel Interactive Effects Models 0 0 4 13 2 2 11 28
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 84 0 2 4 401
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 0 0 0 91
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 0 0 70
WHY PANEL DATA? 3 3 6 27 6 7 14 97
Total Journal Articles 22 58 254 12,686 64 189 800 39,948


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Econometrician’s Perspective on Big Data 0 0 4 65 0 0 5 102
Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior 0 1 2 4 0 2 7 11
Identification 1 2 13 511 1 2 21 892
Introduction 0 0 0 0 1 1 1 2
Introduction 0 0 0 0 0 0 0 0
Latent variable models in econometrics 0 0 8 701 1 2 13 1,456
Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? 1 6 10 15 3 9 17 24
Mean Variance Portfolio Allocation 0 0 0 0 0 0 0 2
Multiple Treatment Effects in Panel-Heterogeneity and Aggregation 0 0 5 8 1 3 15 20
Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics 0 0 1 7 1 1 2 43
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 4 5 11 40 6 8 25 112
Total Chapters 6 14 54 1,351 14 28 106 2,664


Statistics updated 2025-02-05