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 3 405
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 2 5 8 1,257
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 2 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 3 4 5 143
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 12 1 3 7 117
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 106 2 2 3 434
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 5 8 2,352
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 4 6 3,440
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 0 68 1 3 3 195
Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity 0 0 0 16 1 3 3 63
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 2 5 14 1,708
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 2 2 2 260
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 1 2 7 513
Crises, What Crises? 0 0 1 50 1 5 6 267
Crises, What Crises? 0 1 1 98 1 3 5 412
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 0 0 2 157
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 99 0 2 6 275
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 3 259 1 6 11 1,003
Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 0 103 0 4 4 244
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 0 2 4 891
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 2 2 2 489
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 2 2 3 752
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 0 435 3 9 10 1,238
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 2 90 4 8 16 876
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 738 2 7 8 1,523
Estimation of Dynamic Models with Error Components 1 2 4 733 2 3 7 1,472
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 0 30 3 5 7 177
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 6 0 1 1 96
Forecasting a long memory process subject to structural breaks 0 0 0 0 1 3 3 5
Forecasting long memory processes subject to structural breaks 0 0 0 54 3 5 7 161
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 0 41 0 3 4 95
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 2 3 3 396
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 0 0 0 6 1 1 2 78
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 82 1 2 3 114
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 2 3 4 214
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 1 75 0 1 3 127
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 1 3 6 613
Logit and Probit Models 0 0 0 1 1 2 6 1,824
Longitudinal Data Analysis 0 0 0 98 1 4 6 283
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 2 2 5 692
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 0 2 3 520
Money And Income, Causality Detection 0 0 0 111 1 2 3 385
Nonlinear Latent Variable Models 0 0 0 0 1 2 3 279
Panel Analysis for Metric Data 0 0 0 0 0 1 3 319
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 5 10 26 10,987
Panel Data Analysis - Advantages and Challenges 0 4 11 130 2 8 26 560
Panel Macroeconometric Modeling 0 1 1 67 1 4 5 260
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 0 0 94 1 2 3 178
Random Coefficient Panel Data Models 0 0 0 735 2 6 10 1,463
Random Coefficient Panel Data Models 0 0 0 460 2 8 8 1,143
Random Coefficient Panel Data Models 0 0 0 1,101 4 5 6 2,635
Random Coefficient Panel Data Models 0 1 2 1,993 3 7 11 4,530
Random Coefficients Models 0 0 0 1 2 3 3 504
Recursive estimation in large panel data models: Theory and practice 0 1 1 89 2 4 7 208
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 1 2 5 239
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 0 72 1 2 4 332
Some Thoughts on East Asian Economic Growth 0 0 0 28 1 4 4 164
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 2 2 7 1,271
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 0 1 2 346
Why Panel Data? 0 0 0 632 4 7 15 1,174
Total Working Papers 1 10 27 13,006 92 216 374 54,614


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 4 4 7 451
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 0 3 38 1 1 5 106
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 19 38 1,051
A consistent model specification test with mixed discrete and continuous data 0 0 2 154 1 4 9 430
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 1 2 4 155
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 1 65 4 5 8 201
A statistical perspective on insurance rate-making 0 1 1 121 0 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 2 4 6 815
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 0 0 0 13 0 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 1 1 2 87
Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices 0 0 0 0 3 7 9 13
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 4 4 45
Autoregressive modeling and causal ordering of economic variables 0 0 1 138 3 6 9 314
Autoregressive modelling and money-income causality detection 0 0 3 601 0 1 7 1,250
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 0 0 0 6 2 2 5 25
Causality tests in econometrics 0 0 0 253 0 1 3 596
China's health care reform: A tentative assessment 0 0 1 91 4 9 17 474
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 2 2 5 1,121
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 1 2 53
Consistent estimation for some nonlinear errors-in-variables models 0 0 0 74 0 2 5 177
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 80 0 3 4 282
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 1 23 0 1 7 114
DATA SUBJECT TO MULTIPLE TREATMENT EFFECTS — DISENTANGLE THE IMPACTS OF GLOBAL PANDEMIC AND A SPECIFIC DISEASE CONTROL POLICY 0 0 1 5 1 2 5 13
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 0 3 0 1 2 60
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 0 0 93 3 4 5 292
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 0 38 2 3 4 148
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 0 1 75 2 4 11 247
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 2 2 2 168 5 7 15 642
Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence 0 0 0 5 1 3 4 12
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 0 1 3 105 0 1 5 393
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 0 1 419 1 5 13 887
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 0 4 241 1 4 11 484
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China 0 0 1 27 3 5 11 87
Editors' introduction 0 0 0 0 0 0 0 37
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 1 1 4 143
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 0 1 401 2 3 6 1,120
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 1 1 2 240
Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation 0 0 1 6 0 1 2 17
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 2 10 1 2 8 115
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 0 1 42 3 5 9 176
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 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 2 4 4 296
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 2 3 3 30
First difference or forward demeaning: Implications for the method of moments estimators 0 1 2 12 2 6 10 64
Forecasting a long memory process subject to structural breaks 0 0 0 60 1 5 10 240
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 0 1 117 1 1 7 866
Formulation and estimation of dynamic models using panel data 3 9 34 3,403 11 46 103 6,467
Health status and labour market outcome: Empirical evidence from Australia 0 0 0 1 0 0 3 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 0 5 938
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 9 1 2 4 64
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 0 4 52 1 3 14 212
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 48 1 5 9 268
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 0 1 3 141
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 8 0 1 2 53
Impact of CEPA on the labor market of Hong Kong 0 0 0 68 8 11 11 258
In Memoriam: G. S. Maddala 0 0 0 52 0 1 1 201
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 11 0 2 3 47
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 11 3 4 4 65
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 75 2 3 6 272
Is there an optimal forecast combination? 0 0 0 82 1 4 6 222
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 0 0 0 3 0 3 6 71
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 1 2 4 395
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 19 1 5 6 91
Local Linear Estimation of a Nonparametric Cointegration Model 0 0 1 11 0 0 2 50
MACHINE LEARNING AND ECONOMETRICS 1 5 24 45 2 10 44 80
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 23 1 4 6 116
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS 0 0 0 19 1 2 4 75
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 0 34 2 5 5 129
Market integration, systemic risk and diagnostic tests in large mixed panels 0 2 5 25 0 5 12 51
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 0 84 0 2 7 348
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 0 1 10 1,148 3 11 43 2,606
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 4 194
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 17 0 1 1 192
Missing data and maximum likelihood estimation 0 0 1 139 0 0 2 374
Model specification test with correlated but not cointegrated variables 0 0 0 21 1 6 7 164
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 0 1 149 0 0 3 322
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 0 93 2 2 3 330
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 1 2 35 0 5 7 147
Multinomial Logit Specification Tests 0 0 3 332 4 7 14 846
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 0 0 183 0 1 3 625
Open forum on the current state and future challenges of econometrics 0 0 0 38 1 2 2 128
Panel Data Estimation for Correlated Random Coefficients Models 0 0 0 16 2 4 7 65
Panel data analysis—advantages and challenges 0 2 13 538 6 22 60 1,880
Panel data approach vs synthetic control method 0 0 2 103 2 10 18 255
Panel models with interactive effects 1 2 2 39 4 6 11 120
Panel parametric, semiparametric, and nonparametric construction of counterfactuals 0 0 0 26 2 3 9 68
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 1 1 1 0 1 1 1
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 11 0 1 4 237
Real-Time Monitoring Test for Realized Volatility 0 0 0 30 1 5 6 104
Recursive estimation in large panel data models: Theory and practice 0 0 1 14 1 2 7 44
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 2 5 8 92
Robust estimation of generalized linear models with measurement errors 0 0 2 102 1 5 10 398
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 1 2 3 235
Smoothed maximum score estimation with nonparametrically generated covariates 0 0 0 0 1 1 2 8
Some Estimation Methods for a Random Coefficient Model 0 0 2 395 1 1 5 916
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 2 3 5 139
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 0 2 2 227 2 9 14 700
Statistical inference for panel dynamic simultaneous equations models 1 2 2 58 2 4 12 238
Studies in Estimation and Testing 0 0 0 12 0 0 0 71
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 1 4 1 1 3 22
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 0 35 0 2 3 154
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 0 18 0 5 7 148
Testing serial correlation in semiparametric panel data models 0 0 0 66 0 2 5 212
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 1 2 39 1 3 4 139
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 3 0 2 3 89
The Role of China in Asian Monetary Integration 0 0 0 33 0 0 3 120
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 0 1 1 10
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 1 3 6 734
The relationship between stock returns and volatility in international stock markets 0 0 0 122 2 5 8 428
Transformed Estimation for Panel Interactive Effects Models 0 1 2 15 1 4 17 43
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 84 0 1 2 403
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 1 1 2 72
WHY PANEL DATA? 2 4 8 32 4 6 15 106
Total Journal Articles 10 38 161 12,825 156 431 937 40,465
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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 0 0 65 2 4 5 107
Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior 0 0 2 6 1 3 5 16
Identification 0 1 7 517 1 4 15 906
Introduction 0 0 0 0 1 3 6 7
Introduction 0 0 0 0 0 1 1 1
Latent variable models in econometrics 1 1 6 707 3 6 17 1,472
Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? 0 0 4 18 2 5 14 35
Mean Variance Portfolio Allocation 0 0 0 0 0 1 2 4
Multiple Treatment Effects in Panel-Heterogeneity and Aggregation 0 1 3 11 0 4 8 27
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 5 47
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 0 5 41 3 5 18 124
Total Chapters 1 3 27 1,372 14 38 96 2,746


Statistics updated 2026-01-08