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 2 11 413
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 1 1 3 284
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 1 1 16 1,269
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 10 404
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 1 1 10 149
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 1 1 4 283
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 2 2 12 814
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 12 1 3 13 129
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 106 0 1 13 445
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 21 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 0 1 14 3,452
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 0 68 3 3 11 205
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 5 6 53 1,758
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 1 3 14 272
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 1 2 11 522
Crises, What Crises? 0 0 0 50 1 2 16 278
Crises, What Crises? 0 0 1 98 3 3 12 422
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 259 3 3 16 1,015
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 99 3 4 14 287
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 1 2 11 168
Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 0 103 3 3 16 259
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 7 7 11 902
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 2 2 6 493
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 1 3 13 763
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 0 435 3 4 30 1,262
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 90 4 6 25 895
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 738 0 3 17 1,535
Estimation of Dynamic Models with Error Components 0 0 1 733 4 4 9 1,479
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 1 31 1 3 16 190
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 6 3 3 12 107
Forecasting a long memory process subject to structural breaks 0 0 0 0 1 2 11 14
Forecasting long memory processes subject to structural breaks 1 1 2 56 1 1 19 175
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 0 41 3 4 12 107
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 3 4 13 406
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 0 0 0 6 0 1 18 95
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 82 0 2 12 124
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 4 4 17 229
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 0 75 7 7 11 138
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 3 3 13 624
Logit and Probit Models 0 0 0 1 1 1 9 1,832
Longitudinal Data Analysis 0 0 0 98 0 0 8 288
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 2 2 9 699
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 1 2 21 541
Money And Income, Causality Detection 0 0 0 111 5 6 11 394
Nonlinear Latent Variable Models 0 0 0 0 3 3 10 287
Panel Analysis for Metric Data 0 0 0 0 2 2 6 324
Panel Data Analysis - Advantages and Challenges 1 3 8 135 2 9 37 591
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 4 10 45 11,024
Panel Macroeconometric Modeling 0 0 1 67 2 3 15 272
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 0 0 94 2 4 25 202
Random Coefficient Panel Data Models 0 0 1 736 1 3 17 1,475
Random Coefficient Panel Data Models 0 1 2 1,103 2 3 16 2,647
Random Coefficient Panel Data Models 0 0 0 460 0 1 15 1,151
Random Coefficient Panel Data Models 0 0 1 1,994 2 2 18 4,542
Random Coefficients Models 0 0 0 1 2 4 10 511
Recursive estimation in large panel data models: Theory and practice 0 0 0 89 4 4 19 224
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 2 3 14 251
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 0 72 1 1 5 336
Some Thoughts on East Asian Economic Growth 0 0 0 28 4 5 16 178
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 1 1 7 353
Why Panel Data? 0 0 0 632 0 0 15 1,183
Total Working Papers 2 5 18 13,018 123 176 934 55,390


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 2 10 457
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 0 1 39 0 1 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 4 7 31 1,077
A consistent model specification test with mixed discrete and continuous data 0 0 0 154 1 3 12 439
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 2 3 14 167
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 0 65 1 1 14 210
A statistical perspective on insurance rate-making 0 0 1 122 3 3 6 291
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 21 0 0 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 4 5 18 830
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 0 1 1 14 1 5 10 160
Announcement of the establishment of the Amemiya lecture series 0 0 0 36 2 2 6 121
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity 0 1 1 16 4 7 16 102
Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices 0 0 0 0 1 2 17 24
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 5 6 14 57
Autoregressive modeling and causal ordering of economic variables 0 0 0 138 2 3 11 320
Autoregressive modelling and money-income causality detection 0 0 0 601 3 3 8 1,257
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 0 0 0 6 1 1 8 31
Causality tests in econometrics 0 0 1 254 2 3 12 607
China's health care reform: A tentative assessment 0 0 1 92 1 3 33 503
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 5 6 13 1,132
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 2 3 6 37
Comparison of forecasting methods with an application to predicting excess equity premium 0 0 0 6 2 2 8 60
Consistent estimation for some nonlinear errors-in-variables models 0 0 0 74 4 5 7 184
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 80 1 1 12 292
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 1 24 2 4 16 129
DATA SUBJECT TO MULTIPLE TREATMENT EFFECTS — DISENTANGLE THE IMPACTS OF GLOBAL PANDEMIC AND A SPECIFIC DISEASE CONTROL POLICY 0 0 1 6 2 2 11 23
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 0 3 1 1 8 68
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 1 1 94 1 2 11 299
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 0 38 2 2 16 161
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 0 0 75 1 4 17 260
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 4 6 9 175 7 18 46 681
Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence 0 0 0 5 5 5 11 21
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 0 1 3 107 2 3 13 405
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 0 0 419 0 0 14 897
Econometric Modelling of Canadian Long Distance Calling: A Comparison of Aggregate Time Series versus Point-to-Point Panel Data Approaches 0 0 0 0 0 1 9 204
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 0 0 241 2 3 12 493
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China 1 1 2 29 1 4 18 101
Editors' introduction 0 0 0 0 1 1 6 43
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 1 1 7 149
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 0 0 401 0 0 13 1,130
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 1 1 9 248
Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation 0 0 0 6 2 2 8 25
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 0 10 1 1 10 123
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 0 0 42 1 2 16 189
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 5 165
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 0 35 1 2 9 301
Factor dimension determination for panel interactive effects models: an orthogonal projection approach 0 0 0 16 2 2 6 51
Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China 0 0 0 1 3 3 11 39
First difference or forward demeaning: Implications for the method of moments estimators 0 0 1 13 0 2 17 77
Forecasting a long memory process subject to structural breaks 0 0 1 61 0 2 21 256
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 0 0 117 1 1 5 870
Formulation and estimation of dynamic models using panel data 2 4 22 3,418 4 15 100 6,530
Health status and labour market outcome: Empirical evidence from Australia 0 0 0 1 0 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 2 2 7 945
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 9 1 1 5 68
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 0 0 52 5 8 24 235
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 48 1 1 13 278
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 1 1 7 148
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 8 1 1 2 55
Impact of CEPA on the labor market of Hong Kong 0 0 1 69 2 4 35 283
In Memoriam: G. S. Maddala 0 0 0 52 4 4 9 210
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 11 0 0 6 53
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 1 1 9 368
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 11 4 6 12 74
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 75 0 2 10 280
Is there an optimal forecast combination? 0 0 0 82 6 9 16 234
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 0 0 0 3 0 0 13 81
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 1 1 9 402
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 19 2 2 10 96
Local Linear Estimation of a Nonparametric Cointegration Model 0 1 2 13 1 3 7 57
MACHINE LEARNING AND ECONOMETRICS 0 2 7 49 1 8 28 101
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 8 121
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS 0 0 0 19 2 2 13 86
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 0 34 2 2 12 137
Market integration, systemic risk and diagnostic tests in large mixed panels 0 0 1 25 0 0 7 56
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 0 84 1 1 12 359
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 0 1 9 1,156 4 6 40 2,639
Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances 0 0 0 27 1 1 6 118
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 0 45 1 1 8 201
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 17 4 5 15 206
Missing data and maximum likelihood estimation 0 0 0 139 1 1 1 375
Model specification test with correlated but not cointegrated variables 0 0 0 21 4 4 17 179
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 0 1 150 3 3 10 332
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 1 94 2 3 13 341
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 1 35 1 1 10 154
Multinomial Logit Specification Tests 1 2 3 335 7 10 20 862
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 0 0 183 0 0 9 633
Open forum on the current state and future challenges of econometrics 0 0 0 38 4 4 11 138
Panel Data Estimation for Correlated Random Coefficients Models 0 0 0 16 1 1 8 71
Panel data analysis—advantages and challenges 2 3 17 553 5 11 70 1,934
Panel data approach vs synthetic control method 0 0 1 104 2 4 20 273
Panel models with interactive effects 0 0 1 39 0 0 13 128
Panel parametric, semiparametric, and nonparametric construction of counterfactuals 0 0 1 27 2 4 22 87
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 1 1 2 6 7
Real-Time Monitoring Test for Realized Volatility 1 1 2 32 1 2 22 123
Recursive estimation in large panel data models: Theory and practice 0 1 1 15 2 5 24 66
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 1 1 23 111
Robust estimation of generalized linear models with measurement errors 0 0 0 102 1 1 12 405
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 2 4 10 244
Smoothed maximum score estimation with nonparametrically generated covariates 0 0 0 0 2 3 12 19
Some Estimation Methods for a Random Coefficient Model 0 0 1 396 1 1 4 919
Some remarks on measurement errors and the identification of panel data models* 0 0 0 0 1 1 6 8
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 0 0 0 42 0 0 8 144
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 0 2 3 230 2 4 22 716
Statistical inference for panel dynamic simultaneous equations models 1 1 3 59 2 5 19 253
Studies in Estimation and Testing 0 0 0 12 1 1 6 77
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 0 4 1 1 7 28
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 0 35 2 2 15 168
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 0 18 2 3 8 153
Testing serial correlation in semiparametric panel data models 0 0 0 66 2 2 6 216
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 1 39 2 3 23 160
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 3 2 3 15 102
The Role of China in Asian Monetary Integration 0 1 1 34 1 2 7 127
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 1 1 8 18
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 0 8 740
The relationship between stock returns and volatility in international stock markets 0 0 1 123 2 4 19 443
Transformed Estimation for Panel Interactive Effects Models 0 0 0 15 1 2 9 50
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 84 2 2 4 406
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 1 2 8 101
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 2 2 11 82
WHY PANEL DATA? 0 1 9 37 4 7 28 128
Total Journal Articles 12 31 115 12,903 219 347 1,675 41,955
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 1 1 66 2 4 9 113
Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior 0 0 0 6 1 1 8 22
Identification 1 1 1 518 2 2 12 915
Introduction 0 0 0 0 2 2 14 14
Introduction 0 0 0 0 2 2 7 13
Latent variable models in econometrics 0 0 4 710 2 4 21 1,488
Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? 0 1 2 20 3 4 17 48
Mean Variance Portfolio Allocation 0 0 0 0 1 2 6 10
Multiple Treatment Effects in Panel-Heterogeneity and Aggregation 0 0 1 12 2 2 13 38
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 9 55
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 1 1 42 3 7 28 148
Total Chapters 1 4 10 1,381 21 32 144 2,864


Statistics updated 2026-11-12