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 0 9 411
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 0 0 2 283
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 0 0 16 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 0 0 12 404
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 0 0 9 148
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 0 0 3 282
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 0 0 10 812
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 106 1 1 13 445
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 12 0 2 14 128
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 0 0 23 2,370
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 16 3,452
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 0 68 0 1 10 202
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 9 69
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 0 1 50 1,753
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 0 3 13 271
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 1 10 521
Crises, What Crises? 0 0 0 50 0 1 15 277
Crises, What Crises? 0 0 1 98 0 0 10 419
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 0 1 10 167
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 259 0 0 15 1,012
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 99 1 1 11 284
Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 0 103 0 0 16 256
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 0 0 6 895
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 0 4 491
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 2 3 12 762
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 0 435 0 2 30 1,259
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 738 2 3 19 1,535
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 90 1 4 23 891
Estimation of Dynamic Models with Error Components 0 0 2 733 0 0 6 1,475
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 1 31 2 2 17 189
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 6 0 0 9 104
Forecasting a long memory process subject to structural breaks 0 0 0 0 0 1 11 13
Forecasting long memory processes subject to structural breaks 0 0 1 55 0 0 18 174
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 0 41 1 1 12 104
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 1 1 10 403
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 0 0 0 6 1 1 18 95
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 82 1 2 12 124
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 0 0 14 225
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 0 75 0 0 5 131
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 0 0 11 621
Logit and Probit Models 0 0 0 1 0 1 9 1,831
Longitudinal Data Analysis 0 0 0 98 0 0 9 288
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 0 0 7 697
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 0 2 22 540
Money And Income, Causality Detection 0 0 0 111 0 1 6 389
Nonlinear Latent Variable Models 0 0 0 0 0 0 7 284
Panel Analysis for Metric Data 0 0 0 0 0 0 4 322
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 4 6 43 11,020
Panel Data Analysis - Advantages and Challenges 2 2 8 134 5 7 37 589
Panel Macroeconometric Modeling 0 0 1 67 0 1 14 270
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 0 0 94 1 2 24 200
Random Coefficient Panel Data Models 0 0 1 736 0 2 17 1,474
Random Coefficient Panel Data Models 0 0 2 1,994 0 0 17 4,540
Random Coefficient Panel Data Models 0 0 0 460 1 2 16 1,151
Random Coefficient Panel Data Models 1 1 2 1,103 1 1 15 2,645
Random Coefficients Models 0 0 0 1 2 2 8 509
Recursive estimation in large panel data models: Theory and practice 0 0 1 89 0 2 16 220
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 1 1 12 249
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 0 72 0 0 5 335
Some Thoughts on East Asian Economic Growth 0 0 0 28 1 1 14 174
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 0 0 11 1,280
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 0 1 7 352
Why Panel Data? 0 0 0 632 0 2 16 1,183
Total Working Papers 3 3 20 13,016 30 67 869 55,267


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 0 8 455
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 1 1 39 1 2 9 114
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 1 5 41 1,073
A consistent model specification test with mixed discrete and continuous data 0 0 0 154 1 2 12 438
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 12 165
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 0 65 0 0 13 209
A statistical perspective on insurance rate-making 0 0 2 122 0 0 4 288
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 21 0 1 10 104
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 15 826
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 1 1 1 14 3 4 10 159
Announcement of the establishment of the Amemiya lecture series 0 0 0 36 0 0 4 119
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity 0 1 1 16 1 3 12 98
Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices 0 0 0 0 1 2 17 23
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 1 1 11 52
Autoregressive modeling and causal ordering of economic variables 0 0 0 138 1 1 10 318
Autoregressive modelling and money-income causality detection 0 0 0 601 0 0 5 1,254
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 0 0 0 6 0 1 7 30
Causality tests in econometrics 0 1 1 254 1 2 10 605
China's health care reform: A tentative assessment 0 1 1 92 0 3 37 502
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 0 2 8 1,127
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 0 1 4 35
Comparison of forecasting methods with an application to predicting excess equity premium 0 0 0 6 0 0 6 58
Consistent estimation for some nonlinear errors-in-variables models 0 0 0 74 0 1 5 180
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 80 0 1 12 291
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 1 1 24 0 4 14 127
DATA SUBJECT TO MULTIPLE TREATMENT EFFECTS — DISENTANGLE THE IMPACTS OF GLOBAL PANDEMIC AND A SPECIFIC DISEASE CONTROL POLICY 0 0 1 6 0 1 10 21
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 0 3 0 0 8 67
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 1 1 94 0 4 10 298
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 0 38 0 1 14 159
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 0 0 75 1 3 16 259
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 1 3 5 171 3 14 39 674
Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence 0 0 0 5 0 1 7 16
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 0 1 3 107 0 2 11 403
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 0 0 419 0 1 15 897
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 1 9 204
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 0 0 241 0 2 11 491
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China 0 0 1 28 0 4 18 100
Editors' introduction 0 0 0 0 0 0 5 42
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 0 6 148
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 0 0 401 0 1 13 1,130
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 0 2 8 247
Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation 0 0 0 6 0 0 7 23
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 0 10 0 0 9 122
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 0 0 42 0 1 17 188
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 1 6 165
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 0 35 0 1 8 300
Factor dimension determination for panel interactive effects models: an orthogonal projection approach 0 0 0 16 0 0 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 0 0 9 36
First difference or forward demeaning: Implications for the method of moments estimators 0 0 2 13 1 4 19 77
Forecasting a long memory process subject to structural breaks 0 0 1 61 1 3 21 256
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 0 0 117 0 0 4 869
Formulation and estimation of dynamic models using panel data 2 4 22 3,416 6 17 105 6,526
Health status and labour market outcome: Empirical evidence from Australia 0 0 0 1 1 1 8 29
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 0 5 943
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 9 0 0 5 67
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 0 0 52 0 3 21 230
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 48 0 0 14 277
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 0 1 7 147
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 8 0 1 2 54
Impact of CEPA on the labor market of Hong Kong 0 0 1 69 1 3 34 281
In Memoriam: G. S. Maddala 0 0 0 52 0 0 6 206
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 11 0 0 8 53
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 0 0 8 367
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 11 0 2 9 70
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 75 0 3 11 280
Is there an optimal forecast combination? 0 0 0 82 1 3 10 228
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 0 0 0 3 0 2 13 81
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 0 1 8 401
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 19 0 0 8 94
Local Linear Estimation of a Nonparametric Cointegration Model 0 1 2 13 0 2 6 56
MACHINE LEARNING AND ECONOMETRICS 2 2 9 49 6 7 30 100
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 23 0 1 9 121
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS 0 0 0 19 0 1 11 84
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 0 34 0 1 11 135
Market integration, systemic risk and diagnostic tests in large mixed panels 0 0 2 25 0 0 10 56
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 0 84 0 2 12 358
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 1 1 9 1,156 1 6 40 2,635
Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances 0 0 0 27 0 1 5 117
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 0 45 0 0 8 200
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 17 1 2 11 202
Missing data and maximum likelihood estimation 0 0 0 139 0 0 0 374
Model specification test with correlated but not cointegrated variables 0 0 0 21 0 0 17 175
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 0 1 150 0 1 7 329
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 1 94 1 1 11 339
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 1 35 0 0 11 153
Multinomial Logit Specification Tests 0 2 2 334 0 5 16 855
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 0 0 183 0 1 9 633
Open forum on the current state and future challenges of econometrics 0 0 0 38 0 0 8 134
Panel Data Estimation for Correlated Random Coefficients Models 0 0 0 16 0 0 9 70
Panel data analysis—advantages and challenges 1 2 15 551 5 10 71 1,929
Panel data approach vs synthetic control method 0 0 1 104 2 3 26 271
Panel models with interactive effects 0 0 2 39 0 0 14 128
Panel parametric, semiparametric, and nonparametric construction of counterfactuals 0 0 1 27 1 4 20 85
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 1 1 0 1 6 6
Real-Time Monitoring Test for Realized Volatility 0 0 1 31 1 2 23 122
Recursive estimation in large panel data models: Theory and practice 0 1 1 15 2 4 22 64
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 0 1 23 110
Robust estimation of generalized linear models with measurement errors 0 0 0 102 0 1 11 404
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 1 2 9 242
Smoothed maximum score estimation with nonparametrically generated covariates 0 0 0 0 0 2 10 17
Some Estimation Methods for a Random Coefficient Model 0 0 1 396 0 0 3 918
Some remarks on measurement errors and the identification of panel data models* 0 0 0 0 0 0 5 7
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 0 0 0 42 0 1 8 144
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 1 3 5 230 1 5 23 714
Statistical inference for panel dynamic simultaneous equations models 0 0 2 58 1 3 17 251
Studies in Estimation and Testing 0 0 0 12 0 0 5 76
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 0 4 0 0 6 27
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 0 35 0 0 14 166
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 0 18 0 1 8 151
Testing serial correlation in semiparametric panel data models 0 0 0 66 0 0 4 214
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 1 39 0 1 22 158
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 3 0 3 13 100
The Role of China in Asian Monetary Integration 1 1 1 34 1 1 6 126
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 1 9 740
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 0 1 8 17
The relationship between stock returns and volatility in international stock markets 0 0 1 123 1 3 18 441
Transformed Estimation for Panel Interactive Effects Models 0 0 1 15 1 3 10 49
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 84 0 1 2 404
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 1 1 7 100
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 1 9 80
WHY PANEL DATA? 1 2 9 37 3 4 24 124
Total Journal Articles 11 30 115 12,891 57 213 1,579 41,736
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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 1 1 66 1 2 8 111
Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior 0 0 0 6 0 0 8 21
Identification 0 0 1 517 0 1 11 913
Introduction 0 0 0 0 0 0 7 11
Introduction 0 0 0 0 0 0 12 12
Latent variable models in econometrics 0 0 4 710 0 2 20 1,486
Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? 1 1 2 20 1 1 15 45
Mean Variance Portfolio Allocation 0 0 0 0 0 2 6 9
Multiple Treatment Effects in Panel-Heterogeneity and Aggregation 0 0 2 12 0 0 13 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 54
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 1 1 1 42 2 6 26 145
Total Chapters 2 3 11 1,380 5 15 135 2,843


Statistics updated 2026-10-11