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 1 402
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 0 0 1 281
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 1 3 4 1,253
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 2 3 3 394
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 1 139
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 0 0 2 279
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 0 0 1 802
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 106 0 0 1 432
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 12 2 3 9 116
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 2 3 5 2,349
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 2 2 4 3,438
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 0 68 2 2 2 194
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 2 3 14 1,705
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 0 0 0 258
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 1 5 511
Crises, What Crises? 0 0 1 50 0 0 1 262
Crises, What Crises? 0 0 0 97 1 1 3 410
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 99 0 0 8 273
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 3 259 2 2 8 999
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 0 0 3 157
Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 0 103 3 3 3 243
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 2 2 4 891
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 2 750
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 0 435 3 3 5 1,232
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 2 90 2 4 11 870
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 738 2 2 4 1,518
Estimation of Dynamic Models with Error Components 1 1 3 732 1 1 5 1,470
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 0 30 2 3 6 174
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 6 0 0 0 95
Forecasting a long memory process subject to structural breaks 0 0 0 0 1 1 1 3
Forecasting long memory processes subject to structural breaks 0 0 0 54 0 2 2 156
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 0 41 3 3 4 95
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 1 77
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 82 0 0 2 112
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 1 1 2 212
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 1 75 1 1 3 127
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 1 4 5 611
Logit and Probit Models 0 0 0 1 1 1 5 1,823
Longitudinal Data Analysis 0 0 0 98 1 2 3 280
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 0 1 3 690
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 2 2 3 520
Money And Income, Causality Detection 0 0 0 111 0 0 1 383
Nonlinear Latent Variable Models 0 0 0 0 0 0 1 277
Panel Analysis for Metric Data 0 0 0 0 0 0 2 318
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 2 2 26 10,979
Panel Data Analysis - Advantages and Challenges 1 3 8 127 2 6 25 554
Panel Macroeconometric Modeling 0 0 0 66 1 2 3 257
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 0 0 94 1 1 3 177
Random Coefficient Panel Data Models 1 1 2 1,993 1 2 6 4,524
Random Coefficient Panel Data Models 0 0 0 735 1 1 8 1,458
Random Coefficient Panel Data Models 0 0 0 1,101 1 1 2 2,631
Random Coefficient Panel Data Models 0 0 0 460 1 1 2 1,136
Random Coefficients Models 0 0 0 1 0 0 0 501
Recursive estimation in large panel data models: Theory and practice 1 1 1 89 1 1 4 205
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 0 1 3 237
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 0 72 1 1 3 331
Some Thoughts on East Asian Economic Growth 0 0 0 28 2 2 3 162
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 0 0 6 1,269
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 1 2 2 346
Why Panel Data? 0 0 0 632 1 2 10 1,168
Total Working Papers 4 6 21 13,000 58 85 260 54,456


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 4 447
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 1 3 38 0 1 5 105
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 14 15 44 1,046
A consistent model specification test with mixed discrete and continuous data 0 0 2 154 1 2 6 427
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 0 3 153
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 2 65 0 1 4 196
A statistical perspective on insurance rate-making 1 1 1 121 1 1 1 285
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 21 0 0 1 94
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 1 3 4 812
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 0 0 0 13 1 1 1 150
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 0 0 1 86
Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices 0 0 0 0 1 1 3 7
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 2 2 3 43
Autoregressive modeling and causal ordering of economic variables 0 1 1 138 1 3 4 309
Autoregressive modelling and money-income causality detection 0 1 3 601 0 1 7 1,249
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 0 0 0 6 0 0 3 23
Causality tests in econometrics 0 0 0 253 0 0 3 595
China's health care reform: A tentative assessment 0 1 1 91 5 7 14 470
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 0 0 6 1,119
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 0 0 1 31
Comparison of forecasting methods with an application to predicting excess equity premium 0 0 1 6 0 0 1 52
Consistent estimation for some nonlinear errors-in-variables models 0 0 0 74 2 2 5 177
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 80 1 1 2 280
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 1 23 0 0 6 113
DATA SUBJECT TO MULTIPLE TREATMENT EFFECTS — DISENTANGLE THE IMPACTS OF GLOBAL PANDEMIC AND A SPECIFIC DISEASE CONTROL POLICY 0 0 1 5 1 1 4 12
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 0 3 1 1 2 60
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 0 0 93 0 0 2 288
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 0 38 0 0 1 145
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 0 3 75 0 1 15 243
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 0 2 166 0 2 11 635
Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence 0 0 0 5 1 1 2 10
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 0 0 2 104 0 0 5 392
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 1 2 419 1 4 10 883
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 0 195
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 2 4 241 1 6 9 481
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China 0 0 2 27 1 2 8 83
Editors' introduction 0 0 0 0 0 0 0 37
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 1 3 142
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 0 1 401 0 1 3 1,117
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 0 1 1 239
Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation 0 0 1 6 1 1 4 17
Estimation of semi-varying coefficient models with nonstationary regressors 0 1 2 10 0 2 6 113
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 0 1 42 2 4 7 173
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 1 3 160
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 0 35 0 0 0 292
Factor dimension determination for panel interactive effects models: an orthogonal projection approach 0 0 0 16 0 0 1 45
Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China 0 0 0 1 1 1 1 28
First difference or forward demeaning: Implications for the method of moments estimators 1 1 2 12 2 2 7 60
Forecasting a long memory process subject to structural breaks 0 0 0 60 0 2 5 235
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 0 1 117 0 2 6 865
Formulation and estimation of dynamic models using panel data 2 9 30 3,396 9 24 76 6,430
Health status and labour market outcome: Empirical evidence from Australia 0 0 0 1 0 0 4 21
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 2 5 938
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 9 1 2 3 63
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 1 4 52 2 5 14 211
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 48 2 3 6 265
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 1 1 3 141
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 8 1 2 2 53
Impact of CEPA on the labor market of Hong Kong 0 0 0 68 1 1 2 248
In Memoriam: G. S. Maddala 0 0 0 52 1 1 1 201
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 11 2 3 4 47
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 11 1 1 1 62
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 75 1 3 5 270
Is there an optimal forecast combination? 0 0 2 82 0 1 4 218
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 0 0 0 3 0 1 3 68
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 0 0 4 393
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 19 0 0 1 86
Local Linear Estimation of a Nonparametric Cointegration Model 0 0 1 11 0 0 2 50
MACHINE LEARNING AND ECONOMETRICS 2 2 30 42 3 4 52 73
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 23 1 1 3 113
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS 0 0 0 19 0 0 2 73
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 0 34 1 1 1 125
Market integration, systemic risk and diagnostic tests in large mixed panels 1 1 5 24 3 5 13 49
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 0 84 1 2 6 347
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 0 3 15 1,147 4 10 45 2,599
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 1 2 5 193
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 17 0 0 0 191
Missing data and maximum likelihood estimation 0 0 1 139 0 1 2 374
Model specification test with correlated but not cointegrated variables 0 0 0 21 4 4 5 162
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 1 1 149 0 1 3 322
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 0 93 0 0 1 328
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 1 34 2 2 4 144
Multinomial Logit Specification Tests 0 1 3 332 3 4 10 842
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 0 0 183 0 1 2 624
Open forum on the current state and future challenges of econometrics 0 0 0 38 1 1 1 127
Panel Data Estimation for Correlated Random Coefficients Models 0 0 0 16 2 2 6 63
Panel data analysis—advantages and challenges 0 2 15 536 6 13 60 1,864
Panel data approach vs synthetic control method 0 0 2 103 8 10 16 253
Panel models with interactive effects 1 1 2 38 1 2 9 115
Panel parametric, semiparametric, and nonparametric construction of counterfactuals 0 0 2 26 0 0 9 65
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 1 1 1 1 1 1 1 1
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 11 0 0 3 236
Real-Time Monitoring Test for Realized Volatility 0 0 0 30 2 2 3 101
Recursive estimation in large panel data models: Theory and practice 0 0 1 14 0 0 5 42
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 1 1 4 88
Robust estimation of generalized linear models with measurement errors 0 0 3 102 0 2 6 393
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 1 1 2 234
Smoothed maximum score estimation with nonparametrically generated covariates 0 0 0 0 0 0 1 7
Some Estimation Methods for a Random Coefficient Model 0 0 2 395 0 1 5 915
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 1 42 0 0 3 136
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 2 2 2 227 3 4 8 694
Statistical inference for panel dynamic simultaneous equations models 0 0 0 56 0 2 8 234
Studies in Estimation and Testing 0 0 0 12 0 0 0 71
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 1 4 0 0 2 21
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 0 35 1 1 2 153
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 0 18 2 3 4 145
Testing serial correlation in semiparametric panel data models 0 0 0 66 0 1 4 210
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 1 1 38 1 2 3 137
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 3 0 0 1 87
The Role of China in Asian Monetary Integration 0 0 0 33 0 0 4 120
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 1 1 5 732
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 1 1 1 10
The relationship between stock returns and volatility in international stock markets 0 0 0 122 1 1 5 424
Transformed Estimation for Panel Interactive Effects Models 1 1 2 15 2 3 15 41
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 84 0 0 3 402
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 0 0 2 93
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 0 1 71
WHY PANEL DATA? 0 0 4 28 0 0 10 100
Total Journal Articles 12 36 171 12,799 123 221 754 40,157
1 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 2 104
Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior 0 0 3 6 1 1 5 14
Identification 1 2 8 517 1 3 13 903
Introduction 0 0 0 0 0 0 0 0
Introduction 0 0 0 0 2 3 5 6
Latent variable models in econometrics 0 1 5 706 1 3 13 1,467
Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? 0 1 9 18 1 2 16 31
Mean Variance Portfolio Allocation 0 0 0 0 1 1 2 4
Multiple Treatment Effects in Panel-Heterogeneity and Aggregation 1 1 3 11 2 2 8 25
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 2 4 46
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 0 6 41 1 3 16 120
Total Chapters 2 5 34 1,371 12 21 84 2,720


Statistics updated 2025-11-08