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 1 2 281
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 0 0 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 1 1 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 1 278
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 0 1 1 802
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 106 0 1 2 432
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 12 0 0 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 0 277 1 2 2 2,346
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 2 3,436
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 3 13 1,700
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 1 4 510
Crises, What Crises? 0 0 0 97 0 0 1 408
Crises, What Crises? 0 1 1 50 0 1 1 262
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 2 258 0 1 6 996
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 99 0 0 6 270
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 0 1 3 157
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 1 1 2 889
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 0 1 749
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 2 435 0 0 5 1,229
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 2 2 7 90 3 3 20 865
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 1 738 0 0 4 1,516
Estimation of Dynamic Models with Error Components 1 1 3 731 1 2 9 1,469
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 0 30 0 0 7 170
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 2 92
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 0 2 111
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 0 0 1 211
JIVE for Panel Dynamic Simultaneous Equations Models 0 1 1 75 0 1 3 126
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 0 0 1 607
Logit and Probit Models 0 0 0 1 0 1 7 1,819
Longitudinal Data Analysis 0 0 1 98 0 1 2 278
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 1 1 2 689
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 0 1 2 518
Money And Income, Causality Detection 0 0 0 111 0 0 0 382
Nonlinear Latent Variable Models 0 0 0 0 0 0 1 277
Panel Analysis for Metric Data 0 0 0 0 0 1 2 318
Panel Data Analysis - Advantages and Challenges 0 0 5 123 3 4 21 543
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 2 4 31 10,971
Panel Macroeconometric Modeling 0 0 2 66 0 0 6 255
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 0 1 94 0 0 3 176
Random Coefficient Panel Data Models 0 1 3 1,992 1 2 11 4,522
Random Coefficient Panel Data Models 0 0 2 735 1 2 10 1,456
Random Coefficient Panel Data Models 0 0 0 1,101 0 0 2 2,630
Random Coefficient Panel Data Models 0 0 0 460 0 0 1 1,135
Random Coefficients Models 0 0 0 1 0 0 0 501
Recursive estimation in large panel data models: Theory and practice 0 0 1 88 0 1 6 204
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 0 2 3 236
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 0 72 0 0 1 329
Some Thoughts on East Asian Economic Growth 0 0 0 28 0 0 1 160
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 1 1 5 1,265
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 0 3 11 1,165
Total Working Papers 3 6 35 12,992 19 46 247 54,336


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 5 445
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 0 1 36 0 0 3 103
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 4 9 53 1,030
A consistent model specification test with mixed discrete and continuous data 0 0 1 153 1 2 4 424
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 3 153
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 1 64 0 0 3 193
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 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 0 0 1 809
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 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 2 5
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 0 1 41
Autoregressive modeling and causal ordering of economic variables 0 0 1 137 0 1 3 306
Autoregressive modelling and money-income causality detection 0 1 3 600 2 3 9 1,248
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 0 0 0 6 0 0 3 21
Causality tests in econometrics 0 0 1 253 0 0 3 593
China's health care reform: A tentative assessment 0 0 0 90 1 2 6 461
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 0 2 9 1,118
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 0 5 0 0 0 51
Consistent estimation for some nonlinear errors-in-variables models 0 0 0 74 0 1 6 175
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 1 1 23 1 4 8 112
DATA SUBJECT TO MULTIPLE TREATMENT EFFECTS — DISENTANGLE THE IMPACTS OF GLOBAL PANDEMIC AND A SPECIFIC DISEASE CONTROL POLICY 0 1 3 5 0 2 5 11
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 0 3 0 0 0 58
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 0 3 93 0 1 5 288
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 1 38 0 1 3 145
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 0 4 74 0 2 15 240
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 0 4 166 0 2 18 629
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 2 3 104 0 2 6 392
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 0 2 418 0 1 6 877
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 1 1 238 0 1 2 474
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China 0 0 3 27 0 0 12 81
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 1 2 401 0 2 4 1,116
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 6 0 0 4 16
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 9 0 1 3 110
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 0 0 41 0 0 2 167
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 0 16 0 0 4 45
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 0 0 1 11 0 0 7 57
Forecasting a long memory process subject to structural breaks 0 0 0 60 1 1 1 231
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 1 3 117 0 1 6 862
Formulation and estimation of dynamic models using panel data 2 5 39 3,383 6 16 97 6,397
Health status and labour market outcome: Empirical evidence from Australia 0 0 0 1 0 1 5 20
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 2 4 936
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 9 0 0 1 61
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 0 3 50 0 1 7 202
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 3 139
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 0 3 247
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 0 1 44
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 0 1 2 358
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 11 0 0 0 61
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 75 0 0 2 267
Is there an optimal forecast combination? 0 0 3 82 0 1 6 217
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 0 0 0 3 1 1 1 66
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 0 0 6 393
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 0 10 0 1 1 49
MACHINE LEARNING AND ECONOMETRICS 1 8 36 36 1 12 59 59
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 1 72
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 0 1 3 22 0 1 6 42
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 1 84 1 2 7 343
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 0 1 23 1,143 4 11 60 2,585
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 0 7 191
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 1 1 139 0 1 2 373
Model specification test with correlated but not cointegrated variables 0 0 0 21 0 1 3 158
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 0 0 148 0 0 3 321
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 1 93 0 0 2 327
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 1 34 0 0 2 142
Multinomial Logit Specification Tests 1 2 2 331 2 6 9 838
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 0 0 183 0 0 1 623
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 1 1 4 60
Panel data analysis—advantages and challenges 1 1 15 531 7 11 68 1,842
Panel data approach vs synthetic control method 0 1 5 102 2 3 8 240
Panel models with interactive effects 0 0 2 37 2 2 10 113
Panel parametric, semiparametric, and nonparametric construction of counterfactuals 0 0 3 26 1 2 7 62
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 11 0 0 1 233
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 0 0 0 0 0
Real-Time Monitoring Test for Realized Volatility 0 0 0 30 0 0 1 99
Recursive estimation in large panel data models: Theory and practice 0 0 3 14 1 2 7 41
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 0 1 3 86
Robust estimation of generalized linear models with measurement errors 0 1 3 102 0 1 7 390
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 1 7
Some Estimation Methods for a Random Coefficient Model 1 1 2 395 1 1 4 914
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 1 1 1 42 1 1 2 135
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 0 0 1 225 0 0 3 687
Statistical inference for panel dynamic simultaneous equations models 0 0 0 56 0 3 6 230
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 1 2 20
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 0 35 0 0 1 151
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 1 18 0 0 4 141
Testing serial correlation in semiparametric panel data models 0 0 0 66 1 1 3 208
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 0 37 0 0 2 135
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 3 0 0 0 86
The Role of China in Asian Monetary Integration 0 0 0 33 1 1 3 119
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 0 0 3 9
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 0 2 729
The relationship between stock returns and volatility in international stock markets 0 0 0 122 1 3 6 423
Transformed Estimation for Panel Interactive Effects Models 0 0 2 13 2 4 11 32
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 84 0 0 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 1 1 1 71
WHY PANEL DATA? 1 1 5 28 1 2 12 99
Total Journal Articles 8 32 200 12,738 50 142 722 40,166


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 1 65 0 0 3 103
Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior 0 1 4 6 0 1 7 13
Identification 2 3 10 515 3 5 20 899
Introduction 0 0 0 0 0 0 1 2
Introduction 0 0 0 0 0 0 0 0
Latent variable models in econometrics 0 0 9 703 0 2 15 1,461
Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? 0 0 10 15 0 1 18 26
Mean Variance Portfolio Allocation 0 0 0 0 0 1 1 3
Multiple Treatment Effects in Panel-Heterogeneity and Aggregation 0 1 3 10 0 1 10 22
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 3 44
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 0 10 41 0 1 21 117
Total Chapters 2 5 48 1,362 4 13 99 2,690


Statistics updated 2025-06-06