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 2 3 9 411
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 1 1 1 282
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 2 6 18 1,268
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 1 6 13 404
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 1 2 8 146
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 1 2 3 281
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 2 3 10 812
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 106 1 3 8 440
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 12 1 1 14 126
Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy 0 0 0 277 4 7 24 2,369
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 5 8 16 3,450
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 0 68 0 1 9 201
Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity 0 0 0 16 1 2 8 68
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 4 29 50 1,749
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 2 3 9 267
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 4 10 520
Crises, What Crises? 0 0 1 98 3 6 11 419
Crises, What Crises? 0 0 0 50 2 4 14 276
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 99 3 3 12 282
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 2 3 8 165
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 259 2 2 15 1,011
Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 0 103 5 6 14 254
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 1 1 6 894
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 1 3 490
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 1 3 8 757
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 0 435 5 8 28 1,257
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 738 1 3 16 1,532
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 2 90 0 0 24 886
Estimation of Dynamic Models with Error Components 0 0 3 733 2 3 7 1,475
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 1 1 31 5 7 17 187
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 6 3 5 8 103
Forecasting a long memory process subject to structural breaks 0 0 0 0 1 4 9 11
Forecasting long memory processes subject to structural breaks 0 0 1 55 5 7 19 173
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 0 41 2 3 11 103
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 2 4 8 401
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 0 0 0 6 2 3 18 94
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 82 2 4 9 120
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 4 4 12 223
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 0 75 3 3 5 131
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 3 5 14 621
Logit and Probit Models 0 0 0 1 3 5 11 1,830
Longitudinal Data Analysis 0 0 0 98 3 5 10 288
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 1 2 8 696
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 7 11 18 536
Money And Income, Causality Detection 0 0 0 111 1 2 6 388
Nonlinear Latent Variable Models 0 0 0 0 1 3 6 283
Panel Analysis for Metric Data 0 0 0 0 0 0 4 322
Panel Data Analysis - Advantages and Challenges 1 1 9 132 5 13 37 577
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 5 12 41 11,010
Panel Macroeconometric Modeling 0 0 1 67 2 4 12 267
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 0 0 94 1 7 19 195
Random Coefficient Panel Data Models 0 0 0 460 1 1 13 1,148
Random Coefficient Panel Data Models 0 0 2 1,994 1 4 19 4,540
Random Coefficient Panel Data Models 0 0 1 736 1 3 16 1,471
Random Coefficient Panel Data Models 0 0 1 1,102 3 3 13 2,643
Random Coefficients Models 0 0 0 1 1 1 5 506
Recursive estimation in large panel data models: Theory and practice 0 0 1 89 2 5 13 217
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 2 4 10 246
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 0 72 1 1 6 335
Some Thoughts on East Asian Economic Growth 0 0 0 28 0 3 12 172
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 2 5 15 1,279
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 0 1 7 351
Why Panel Data? 0 0 0 632 4 4 16 1,181
Total Working Papers 1 2 24 13,013 134 272 823 55,140


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 10 455
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 0 2 38 3 6 9 112
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 5 8 40 1,066
A consistent model specification test with mixed discrete and continuous data 0 0 1 154 0 1 12 435
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 2 3 10 163
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 1 65 3 5 15 208
A statistical perspective on insurance rate-making 0 0 2 122 1 1 4 288
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 21 2 4 9 103
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 2 2 16 825
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 0 0 0 13 2 2 5 154
Announcement of the establishment of the Amemiya lecture series 0 0 0 36 1 2 4 119
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity 0 0 0 15 3 5 9 95
Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices 0 0 0 0 2 5 16 20
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 4 5 9 50
Autoregressive modeling and causal ordering of economic variables 0 0 1 138 2 3 11 317
Autoregressive modelling and money-income causality detection 0 0 1 601 1 1 8 1,254
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 0 0 0 6 3 4 8 29
Causality tests in econometrics 0 0 0 253 2 5 10 603
China's health care reform: A tentative assessment 0 0 1 91 9 12 35 495
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 0 2 7 1,125
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 0 2 3 34
Comparison of forecasting methods with an application to predicting excess equity premium 0 0 1 6 1 2 7 58
Consistent estimation for some nonlinear errors-in-variables models 0 0 0 74 0 0 3 178
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 80 1 2 12 290
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 0 23 5 8 12 123
DATA SUBJECT TO MULTIPLE TREATMENT EFFECTS — DISENTANGLE THE IMPACTS OF GLOBAL PANDEMIC AND A SPECIFIC DISEASE CONTROL POLICY 0 0 1 6 3 4 9 20
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 0 3 3 3 8 66
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 0 0 93 1 2 6 294
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 0 38 2 3 12 157
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 0 1 75 2 2 12 252
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 0 2 168 10 11 29 658
Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence 0 0 0 5 0 1 7 15
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 1 1 2 106 6 7 9 401
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 0 1 419 2 3 19 896
Econometric Modelling of Canadian Long Distance Calling: A Comparison of Aggregate Time Series versus Point-to-Point Panel Data Approaches 0 0 0 0 1 3 8 203
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 0 3 241 2 2 14 488
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China 0 0 1 28 0 3 14 95
Editors' introduction 0 0 0 0 3 4 5 42
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 2 3 9 148
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 0 0 401 1 4 13 1,129
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 2 4 6 244
Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation 0 0 0 6 0 3 7 23
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 10 2 5 12 122
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 0 1 42 4 6 19 186
Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients 0 0 0 20 1 2 6 163
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 0 35 1 1 7 299
Factor dimension determination for panel interactive effects models: an orthogonal projection approach 0 0 0 16 2 2 4 49
Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China 0 0 0 1 1 4 9 36
First difference or forward demeaning: Implications for the method of moments estimators 0 1 2 13 2 5 15 72
Forecasting a long memory process subject to structural breaks 0 0 1 61 2 5 22 252
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 0 0 117 0 1 6 868
Formulation and estimation of dynamic models using panel data 0 6 29 3,410 9 22 105 6,496
Health status and labour market outcome: Empirical evidence from Australia 0 0 0 1 2 2 7 27
High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views 0 0 0 201 0 1 6 941
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 9 2 2 6 67
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 0 2 52 5 10 22 224
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 48 1 4 16 275
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 4 4 7 146
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 8 0 0 2 53
Impact of CEPA on the labor market of Hong Kong 1 1 1 69 11 18 31 278
In Memoriam: G. S. Maddala 0 0 0 52 2 4 6 206
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 11 1 2 9 53
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 11 0 0 5 66
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 75 2 2 10 277
Is there an optimal forecast combination? 0 0 0 82 1 1 8 225
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 0 0 0 3 5 5 13 78
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 0 2 7 400
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 19 0 0 6 92
Local Linear Estimation of a Nonparametric Cointegration Model 0 1 2 12 0 3 5 54
MACHINE LEARNING AND ECONOMETRICS 0 2 12 47 0 7 33 91
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 23 2 2 9 119
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS 0 0 0 19 4 7 11 83
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 0 34 1 1 9 133
Market integration, systemic risk and diagnostic tests in large mixed panels 0 0 3 25 1 2 12 54
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 0 84 4 4 14 356
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 0 4 9 1,152 2 10 41 2,622
Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances 0 0 0 27 0 0 3 115
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 0 45 3 4 9 200
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 17 2 2 7 198
Missing data and maximum likelihood estimation 0 0 0 139 0 0 1 374
Model specification test with correlated but not cointegrated variables 0 0 0 21 6 7 17 175
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 1 1 2 150 1 4 7 328
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 1 1 94 2 4 10 337
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 1 35 2 2 9 151
Multinomial Logit Specification Tests 0 0 2 332 0 2 13 849
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 0 0 183 1 4 8 631
Open forum on the current state and future challenges of econometrics 0 0 0 38 3 5 8 134
Panel Data Estimation for Correlated Random Coefficients Models 0 0 0 16 2 4 11 70
Panel data analysis—advantages and challenges 0 4 13 543 8 19 71 1,906
Panel data approach vs synthetic control method 0 0 1 103 3 8 28 266
Panel models with interactive effects 0 0 2 39 4 6 17 128
Panel parametric, semiparametric, and nonparametric construction of counterfactuals 0 1 1 27 7 8 18 79
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 1 1 2 2 5 5
Real-Time Monitoring Test for Realized Volatility 0 0 0 30 8 11 17 116
Recursive estimation in large panel data models: Theory and practice 0 0 0 14 3 6 13 53
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 0 11 21 107
Robust estimation of generalized linear models with measurement errors 0 0 0 102 0 1 12 402
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 0 1 8 240
Smoothed maximum score estimation with nonparametrically generated covariates 0 0 0 0 3 3 8 15
Some Estimation Methods for a Random Coefficient Model 0 1 2 396 0 2 5 918
Some remarks on measurement errors and the identification of panel data models* 0 0 0 0 0 0 4 6
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 0 0 1 42 0 1 9 143
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 0 0 2 227 3 4 20 707
Statistical inference for panel dynamic simultaneous equations models 0 0 2 58 4 4 16 246
Studies in Estimation and Testing 0 0 0 12 0 4 5 76
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 1 4 3 3 7 27
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 0 35 3 4 11 162
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 0 18 0 1 9 150
Testing serial correlation in semiparametric panel data models 0 0 0 66 0 0 7 214
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 2 39 6 7 20 155
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 3 3 4 10 96
The Role of China in Asian Monetary Integration 0 0 0 33 1 2 6 124
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 1 2 6 15
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 1 2 8 737
The relationship between stock returns and volatility in international stock markets 0 1 1 123 1 5 14 436
Transformed Estimation for Panel Interactive Effects Models 0 0 2 15 1 2 15 45
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 84 0 0 2 403
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 4 4 8 99
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 1 1 9 79
WHY PANEL DATA? 1 2 8 35 3 7 19 117
Total Journal Articles 4 27 129 12,848 263 473 1,502 41,027
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
An Econometrician’s Perspective on Big Data 0 0 0 65 1 1 6 109
Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior 0 0 0 6 1 3 8 21
Identification 0 0 4 517 1 5 16 912
Introduction 0 0 0 0 0 1 8 10
Introduction 0 0 0 0 1 3 11 11
Latent variable models in econometrics 1 1 5 708 1 3 19 1,480
Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? 1 1 4 19 3 5 16 42
Mean Variance Portfolio Allocation 0 0 0 0 2 2 4 7
Multiple Treatment Effects in Panel-Heterogeneity and Aggregation 0 0 2 12 2 3 14 36
Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics 0 0 0 7 1 1 9 52
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 0 0 41 5 9 20 137
Total Chapters 2 2 15 1,375 18 36 131 2,817


Statistics updated 2026-05-06