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 3 7 385
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 3 6 16 276
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 1 4 9 1,223
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 1 3 11 382
A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris 0 0 1 22 2 5 16 87
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 1 3 6 263
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 0 3 9 794
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 10 1 7 13 55
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 4 103 2 6 22 404
Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy 0 0 1 274 0 6 13 2,264
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 5 26 3,377
An easy test for two stationary long processes being uncorrelated via AR approximations 0 1 1 65 1 4 4 177
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 6 58
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 2 11 38 1,593
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 0 3 8 242
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 2 7 489
Crises, What Crises? 0 0 0 49 4 5 16 218
Crises, What Crises? 0 0 0 97 3 6 13 390
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 0 0 1 66 2 5 16 263
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 252 0 5 13 972
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 35 2 6 13 135
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 96 1 6 11 247
Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 3 97 2 5 22 217
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 0 1 11 883
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 3 5 7 471
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 2 5 14 735
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 1 429 0 4 12 1,124
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 2 7 74 2 10 26 719
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 1 5 733 2 6 15 1,451
Estimation of Dynamic Models with Error Components 0 3 15 715 2 8 28 1,413
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 0 28 1 6 25 128
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 1 5 2 6 15 68
Forecasting long memory processes subject to structural breaks 0 0 1 48 1 4 14 137
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 2 40 0 2 7 89
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 2 7 19 380
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 1 1 1 6 1 6 14 32
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 2 79 0 1 9 89
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 0 1 6 203
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 1 71 1 2 15 66
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 0 3 7 600
Logit and Probit Models 0 0 0 1 2 9 24 1,759
Longitudinal Data Analysis 0 0 2 95 0 2 8 239
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 2 5 14 662
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 0 2 8 497
Money And Income, Causality Detection 0 0 1 109 1 3 7 373
Nonlinear Latent Variable Models 0 0 0 0 0 2 10 271
Panel Analysis for Metric Data 0 0 0 0 0 2 10 303
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 43 188 751 9,571
Panel Data Analysis - Advantages and Challenges 1 4 16 87 5 21 105 359
Panel Macroeconometric Modeling 0 0 4 60 0 6 19 141
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 1 6 79 1 7 36 135
Random Coefficient Panel Data Models 0 2 5 1,982 1 11 41 4,454
Random Coefficient Panel Data Models 0 0 0 455 1 6 13 1,111
Random Coefficient Panel Data Models 0 0 0 718 1 8 14 1,392
Random Coefficient Panel Data Models 0 0 2 1,097 2 6 18 2,537
Random Coefficients Models 0 0 0 1 0 2 11 495
Recursive estimation in large panel data models: Theory and practice 1 1 10 70 3 9 34 150
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 1 97 1 4 12 216
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 1 70 1 4 12 290
Some Thoughts on East Asian Economic Growth 0 0 2 26 0 4 10 66
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 0 3 7 1,250
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 0 2 9 322
Why Panel Data? 0 0 0 632 5 8 21 1,096
Total Working Papers 3 16 98 12,839 117 503 1,753 50,788


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 3 16 404
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 0 2 33 0 2 6 93
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 5 14 82 762
A consistent model specification test with mixed discrete and continuous data 0 1 3 131 0 5 16 357
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 4 9 84
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 1 61 0 2 10 171
A statistical perspective on insurance rate-making 0 0 1 119 0 3 7 281
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 19 0 3 11 84
Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy 0 1 4 119 0 4 10 758
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 0 0 0 12 0 1 4 146
Announcement of the establishment of the Amemiya lecture series 0 0 0 35 0 2 6 113
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity 0 0 0 13 1 4 8 78
Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large 0 0 0 9 0 1 4 37
Autoregressive modeling and causal ordering of economic variables 0 0 3 134 0 5 15 290
Autoregressive modelling and money-income causality detection 0 0 9 574 1 4 31 1,192
Causality tests in econometrics 0 1 11 228 0 7 29 530
China's health care reform: A tentative assessment 0 0 3 87 0 1 18 363
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 0 4 12 1,066
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 0 2 3 30
Comparison of forecasting methods with an application to predicting excess equity premium 0 1 2 4 1 5 10 38
Consistent estimation for some nonlinear errors-in-variables models 0 0 0 67 1 4 7 153
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 77 1 4 13 256
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 0 19 1 2 10 80
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 1 1 0 2 20 42
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 1 4 78 0 3 18 254
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 0 35 0 2 7 120
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 2 7 54 3 10 24 142
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 1 6 36 120 8 29 153 413
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 1 2 6 87 1 7 28 344
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 1 4 17 397 3 13 46 748
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 2 8 187
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 0 1 224 0 3 9 445
Editors' introduction 0 0 0 0 0 1 6 37
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 2 6 138
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 3 7 383 1 6 19 1,064
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 0 4 6 238
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 3 0 1 10 25
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 2 5 36 2 8 26 128
Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients 1 1 2 20 1 3 8 103
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 0 33 1 2 4 285
Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China 0 0 0 0 0 3 7 12
First difference or forward demeaning: Implications for the method of moments estimators 0 0 2 3 0 2 7 21
Forecasting a long memory process subject to structural breaks 0 2 2 58 2 6 21 209
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 7 20 62 1 14 55 733
Formulation and estimation of dynamic models using panel data 8 29 173 2,934 26 85 386 5,332
High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views 0 0 0 193 1 8 17 894
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 7 0 2 6 54
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 0 7 44 2 4 23 164
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 47 0 5 14 206
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 0 2 6 130
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 7 0 2 6 49
Impact of CEPA on the labor market of Hong Kong 0 1 1 58 0 4 13 214
In Memoriam: G. S. Maddala 0 0 0 52 0 2 9 198
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 1 5 15 351
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 1 11 0 2 7 60
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 74 1 4 8 258
Is there an optimal forecast combination? 2 4 9 42 3 9 25 128
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 0 5 11 384
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 15 0 3 8 76
Local Linear Estimation of a Nonparametric Cointegration Model 0 0 2 7 0 1 8 35
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 22 0 2 4 105
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 0 31 0 3 10 110
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 1 5 76 1 4 36 301
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 2 7 48 1,002 11 28 143 2,208
Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances 0 0 0 27 0 2 5 110
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 1 42 0 2 8 156
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 1 1 1 16 1 4 11 116
Missing data and maximum likelihood estimation 0 0 0 136 0 2 4 366
Model specification test with correlated but not cointegrated variables 0 0 0 20 0 2 5 135
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 0 0 140 2 7 16 290
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 2 89 0 2 6 284
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 0 30 0 1 5 119
Multinomial Logit Specification Tests 0 3 11 310 5 14 43 753
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 1 5 178 3 8 20 598
Open forum on the current state and future challenges of econometrics 0 0 0 37 0 3 5 124
Panel data analysis—advantages and challenges 3 10 28 418 6 41 130 1,238
Panel data approach vs synthetic control method 1 7 28 59 2 12 68 133
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 10 0 2 9 226
Real-Time Monitoring Test for Realized Volatility 0 0 2 28 0 2 13 89
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 1 4 8 75
Robust estimation of generalized linear models with measurement errors 0 0 0 92 1 4 7 305
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 0 2 7 193
Some Estimation Methods for a Random Coefficient Model 0 1 4 392 0 3 13 897
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 0 1 2 40 0 3 7 130
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 0 0 1 208 0 5 14 660
Statistical inference for panel dynamic simultaneous equations models 1 4 14 35 4 14 50 138
Studies in Estimation and Testing 0 0 0 11 0 3 7 68
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 0 1 1 4 9 13
Testing error serial correlation in fixed effects nonparametric panel data models 0 1 2 31 2 9 21 124
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 4 13 0 2 12 58
Testing serial correlation in semiparametric panel data models 0 0 0 63 0 2 5 184
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 1 1 2 28 1 4 12 104
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 0 0 5 9 12
The Role of China in Asian Monetary Integration 0 0 0 32 0 1 3 111
The emerging market crisis and stock market linkages: further evidence 0 0 3 178 0 2 13 678
The relationship between stock returns and volatility in international stock markets 0 0 1 110 1 4 12 306
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 83 0 2 6 390
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 0 2 6 90
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 2 7 69
WHY PANEL DATA? 1 1 5 11 3 6 20 42
Total Journal Articles 24 107 512 11,127 113 576 2,176 33,695
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysis of Panel Data 0 0 0 0 2 10 20 68
Analysis of Panel Data 0 0 0 0 2 5 24 83
Total Books 0 0 0 0 4 15 44 151


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Identification 2 3 19 442 4 9 36 758
Latent variable models in econometrics 0 2 7 649 5 11 37 1,368
Panel Macroeconometric Modeling: This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics 0 0 0 3 0 3 14 30
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 0 4 8 3 7 16 36
Total Chapters 2 5 30 1,102 12 30 103 2,192


Statistics updated 2020-09-04