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 1 2 2 400
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 1 1 1 279
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 0 1 3 1,246
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 1 1 390
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 18 138
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 0 0 0 275
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 0 0 1 801
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 106 0 0 0 430
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 12 0 1 4 106
Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy 1 1 1 276 1 1 18 2,343
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 1 1 7 3,432
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 1 68 0 1 3 192
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 7 13 22 1,681
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 0 0 2 257
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 0 0 504
Crises, What Crises? 0 0 0 97 0 0 3 407
Crises, What Crises? 0 0 0 49 0 0 5 261
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 98 0 0 1 263
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 0 0 4 152
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 256 0 0 3 990
Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 0 103 0 0 1 240
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 4 487
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 0 0 2 748
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 2 2 433 1 3 24 1,223
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 3 737 1 2 19 1,512
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 2 80 2 4 30 837
Estimation of Dynamic Models with Error Components 0 2 2 725 0 3 10 1,457
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 0 30 0 0 1 162
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 6 0 1 3 94
Forecasting long memory processes subject to structural breaks 0 1 1 53 1 2 2 152
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 0 40 0 0 1 90
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 0 0 1 393
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 0 0 0 6 0 0 8 76
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 82 0 0 1 105
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 0 0 0 210
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 0 74 0 0 13 123
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 0 1 4 606
Logit and Probit Models 0 0 0 1 0 5 13 1,805
Longitudinal Data Analysis 0 0 0 96 0 1 8 274
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 1 1 2 686
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 1 2 7 515
Money And Income, Causality Detection 0 0 1 111 0 0 4 382
Nonlinear Latent Variable Models 0 0 0 0 0 0 2 276
Panel Analysis for Metric Data 0 0 0 0 0 0 4 316
Panel Data Analysis - Advantages and Challenges 0 0 7 114 3 4 40 513
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 8 18 82 10,922
Panel Macroeconometric Modeling 0 0 0 64 1 1 16 247
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 0 2 91 0 1 6 170
Random Coefficient Panel Data Models 0 1 2 732 2 4 8 1,444
Random Coefficient Panel Data Models 0 0 0 1,101 2 3 19 2,628
Random Coefficient Panel Data Models 0 0 0 460 1 1 4 1,132
Random Coefficient Panel Data Models 0 1 2 1,989 2 6 8 4,506
Random Coefficients Models 0 0 0 1 0 1 1 501
Recursive estimation in large panel data models: Theory and practice 0 0 0 86 0 0 4 197
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 104 0 0 0 230
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 2 72 0 0 11 328
Some Thoughts on East Asian Economic Growth 0 0 0 28 0 0 22 159
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 0 1 2 1,260
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 0 0 1 344
Why Panel Data? 0 0 0 632 1 6 18 1,153
Total Working Papers 1 8 29 12,938 39 93 504 53,997


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 2 3 8 438
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 0 0 35 0 0 1 100
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 2 5 41 955
A consistent model specification test with mixed discrete and continuous data 0 1 3 152 1 2 7 417
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 0 1 21 150
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 1 63 0 0 2 189
A statistical perspective on insurance rate-making 0 0 1 120 0 0 1 284
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 1 1 1 21 1 1 1 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 0 9 806
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 1 115
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity 0 0 0 15 0 0 1 85
Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large 0 0 1 10 0 0 1 40
Autoregressive modeling and causal ordering of economic variables 0 0 0 136 0 1 2 302
Autoregressive modelling and money-income causality detection 0 0 4 597 0 0 11 1,238
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 1 1 3 6 1 1 4 18
Causality tests in econometrics 0 0 2 251 0 3 10 587
China's health care reform: A tentative assessment 1 1 2 90 1 3 33 453
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 1 1 14 1,107
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 0 0 0 30
Comparison of forecasting methods with an application to predicting excess equity premium 0 0 0 5 0 0 1 51
Consistent estimation for some nonlinear errors-in-variables models 0 0 1 72 0 0 2 167
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 80 0 0 0 277
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 0 22 0 0 5 104
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 0 2 0 0 1 55
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 0 3 87 0 0 5 278
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 1 37 0 0 3 142
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 1 3 4 69 1 4 16 223
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 2 9 161 3 5 26 607
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 1 2 99 1 3 7 384
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 0 0 415 1 3 20 869
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 2 194
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 1 2 237 0 3 8 471
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 1 397 0 0 5 1,108
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 1 5 0 0 3 12
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 8 0 1 31 107
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 1 1 2 41 2 2 5 164
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 25 156
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 1 1 34 0 1 1 291
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 1 27
First difference or forward demeaning: Implications for the method of moments estimators 0 1 2 9 0 1 8 48
Forecasting a long memory process subject to structural breaks 0 0 0 59 0 0 3 228
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 3 8 106 0 6 22 843
Formulation and estimation of dynamic models using panel data 6 14 94 3,306 16 37 210 6,219
Health status and labour market outcome: Empirical evidence from Australia 0 0 0 1 0 0 0 14
High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views 0 0 3 200 0 0 6 932
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 9 0 1 1 60
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 0 0 46 0 1 2 192
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 48 0 0 17 259
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 0 0 2 136
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 8 0 0 1 51
Impact of CEPA on the labor market of Hong Kong 0 0 1 67 0 1 3 242
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 0 0 43
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 0 0 0 356
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 11 0 0 0 60
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 1 75 0 0 1 265
Is there an optimal forecast combination? 1 2 10 78 1 2 17 209
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 0 1 1 3 0 1 20 65
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 0 0 0 387
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 1 19 0 0 1 84
Local Linear Estimation of a Nonparametric Cointegration Model 0 0 0 10 0 0 2 48
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 3 110
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 1 1 34 0 1 1 124
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 1 81 0 1 3 333
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 2 8 28 1,111 4 19 77 2,506
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 5 173
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 17 0 0 22 190
Missing data and maximum likelihood estimation 0 0 0 138 0 0 2 371
Model specification test with correlated but not cointegrated variables 0 0 0 21 1 2 4 155
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 1 1 147 1 2 3 317
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 0 92 0 0 1 324
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 0 33 0 1 1 140
Multinomial Logit Specification Tests 0 1 4 329 0 2 11 826
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 0 0 183 0 0 2 622
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 3 56
Panel data analysis—advantages and challenges 2 8 20 509 9 27 104 1,743
Panel data approach vs synthetic control method 0 0 5 97 1 2 17 228
Panel models with interactive effects 0 0 1 33 0 0 3 99
Panel parametric, semiparametric, and nonparametric construction of counterfactuals 1 3 5 21 1 5 9 52
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 11 0 0 2 232
Real-Time Monitoring Test for Realized Volatility 0 0 0 30 0 0 2 98
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 0 0 1 82
Robust estimation of generalized linear models with measurement errors 0 0 1 99 0 1 28 379
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 0 0 20 231
Some Estimation Methods for a Random Coefficient Model 0 0 0 393 0 1 3 910
Some remarks on measurement errors and the identification of panel data models* 0 0 0 0 0 0 1 2
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 0 0 0 41 0 0 0 133
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 0 2 3 223 0 2 4 683
Statistical inference for panel dynamic simultaneous equations models 0 0 2 56 0 0 23 224
Studies in Estimation and Testing 0 1 1 12 0 1 1 71
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 1 1 3 0 2 2 18
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 2 34 0 0 3 148
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 1 17 0 2 31 136
Testing serial correlation in semiparametric panel data models 0 0 0 66 0 0 4 205
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 1 35 0 0 2 130
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 3 0 0 18 85
The Role of China in Asian Monetary Integration 0 0 0 33 0 0 1 116
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 0 0 1 6
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 0 10 727
The relationship between stock returns and volatility in international stock markets 0 0 2 121 0 0 33 416
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 84 0 0 1 397
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 0 0 1 91
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 0 1 70
WHY PANEL DATA? 0 2 5 21 0 4 18 83
Total Journal Articles 17 62 252 12,361 51 171 1,133 38,957


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 8 61 0 0 14 97
Identification 1 3 16 498 3 6 27 871
Latent variable models in econometrics 1 7 16 693 2 8 20 1,443
Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics 0 0 0 6 0 0 0 41
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 4 5 29 3 8 12 87
Total Chapters 2 14 45 1,287 8 22 73 2,539


Statistics updated 2024-02-04