Access Statistics for Cheng Hsiao

Author contact details at EconPapers.

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 9 376
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 0 0 0 259
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 0 4 9 1,214
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 0 369
A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris 0 0 1 21 1 1 3 66
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 0 1 1 257
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 0 0 1 784
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 1 10 1 2 12 41
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 2 99 0 1 10 376
Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy 0 0 2 273 2 2 8 2,248
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 0 7 3,350
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 3 64 0 0 6 172
Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity 0 0 1 16 0 1 2 52
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 2 7 26 1,551
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 0 0 2 234
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 0 9 480
Crises, What Crises? 0 0 0 49 0 4 4 200
Crises, What Crises? 0 0 1 97 0 3 8 377
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 0 0 0 65 0 1 5 245
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 1 1 1 34 2 2 8 122
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 1 3 96 0 1 8 236
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 252 0 0 8 959
Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 1 94 1 1 11 195
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 1 2 4 872
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 0 2 464
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 0 1 3 720
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 0 428 0 1 7 1,111
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 8 726 1 1 17 1,434
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 6 67 0 1 13 692
Estimation of Dynamic Models with Error Components 0 2 15 699 0 5 23 1,380
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 1 1 6 28 1 4 23 102
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 4 0 0 10 52
Forecasting long memory processes subject to structural breaks 0 1 3 47 1 6 13 119
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 2 38 0 0 2 81
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 0 0 1 360
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 0 0 0 4 0 0 2 17
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 1 2 11 76 2 4 27 78
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 0 0 2 196
JIVE for Panel Dynamic Simultaneous Equations Models 1 3 7 68 1 4 17 48
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 0 0 2 593
Logit and Probit Models 0 0 0 1 1 2 10 1,734
Longitudinal Data Analysis 0 0 2 93 1 1 5 228
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 0 1 3 646
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 0 1 2 489
Money And Income, Causality Detection 0 0 0 108 0 0 1 366
Nonlinear Latent Variable Models 0 0 0 0 0 1 2 261
Panel Analysis for Metric Data 0 0 0 0 1 1 2 292
Panel Data Analysis - Advantages and Challenges 0 4 13 70 9 25 79 242
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 50 172 495 8,748
Panel Macroeconometric Modeling 1 1 7 55 2 3 26 121
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 6 8 31 72 11 18 69 94
Random Coefficient Panel Data Models 1 3 10 1,974 8 24 61 4,404
Random Coefficient Panel Data Models 0 0 0 455 1 2 4 1,097
Random Coefficient Panel Data Models 0 0 1 1,095 1 1 4 2,519
Random Coefficient Panel Data Models 1 2 3 718 1 3 6 1,377
Random Coefficients Models 0 0 0 1 1 2 2 483
Recursive estimation in large panel data models: Theory and practice 1 3 12 57 4 8 29 113
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 5 96 1 2 12 202
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 1 69 1 2 3 278
Some Thoughts on East Asian Economic Growth 0 0 3 24 0 0 11 55
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 1 2 2 1,242
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 0 2 4 309
Why Panel Data? 0 0 0 632 0 3 6 1,066
Total Working Papers 14 32 163 12,725 110 336 1,163 48,848


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 9 383
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 0 1 31 0 0 2 87
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 7 14 78 674
A consistent model specification test with mixed discrete and continuous data 0 0 1 128 0 1 5 338
A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris 1 1 2 18 1 1 2 73
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 0 60 0 0 0 160
A statistical perspective on insurance rate-making 0 0 0 118 0 0 0 274
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 19 0 0 1 72
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 4 114 1 2 16 746
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 0 0 0 12 0 0 1 142
Announcement of the establishment of the Amemiya lecture series 0 0 0 35 0 0 0 107
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity 0 0 0 13 0 1 3 69
Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large 0 1 2 9 0 1 8 28
Autoregressive modeling and causal ordering of economic variables 0 1 5 131 0 2 10 275
Autoregressive modelling and money-income causality detection 1 4 15 565 2 11 31 1,156
Causality tests in econometrics 0 0 9 217 2 6 25 498
China's health care reform: A tentative assessment 0 0 0 83 1 1 3 343
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 1 1 14 1,053
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 0 1 1 26
Comparison of forecasting methods with an application to predicting excess equity premium 0 1 1 2 0 3 4 26
Consistent estimation for some nonlinear errors-in-variables models 1 1 2 67 1 1 2 144
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 77 0 2 4 241
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 1 19 1 1 9 69
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 0 0 0 3 7 17
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 1 1 2 74 1 2 15 234
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 1 35 0 0 6 110
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 2 5 10 46 3 8 19 115
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 4 6 48 78 13 31 122 239
Do High Interest Rates Appreciate Exchange Rates during Crisis? The Korean Evidence 0 0 0 161 0 0 3 566
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 0 0 2 81 0 2 8 316
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 3 5 19 377 3 7 41 697
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 3 179
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 1 1 222 0 2 10 434
Editors' introduction 0 0 0 0 0 0 0 30
Efficient Estimation of a Dynamic Error-Shock Model 0 0 1 19 0 0 1 132
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 3 5 9 375 3 6 17 1,044
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 0 0 0 230
Estimation of a Structural Equation when Reduced Form Coefficients are Known 0 0 1 8 0 0 1 39
Estimation of a Structural Equation when Reduced-Form Coefficients Are Known 0 0 0 5 0 0 0 25
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 2 1 4 7 14
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 1 3 7 30 2 5 17 99
Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients 0 0 0 18 0 0 1 93
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 0 33 0 0 0 280
Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China 0 0 0 0 0 2 2 3
First difference or forward demeaning: Implications for the method of moments estimators 0 0 0 1 0 1 5 12
Forecasting a long memory process subject to structural breaks 1 2 7 54 3 4 26 186
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 1 4 13 40 2 13 27 675
Formulation and estimation of dynamic models using panel data 12 46 204 2,739 41 109 415 4,897
High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views 0 0 1 193 0 1 6 877
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 7 0 1 1 48
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 0 2 35 2 4 17 138
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 47 0 0 3 191
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 0 0 0 123
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 7 0 0 1 42
Impact of CEPA on the labor market of Hong Kong 0 0 1 57 0 0 2 201
In Memoriam: G. S. Maddala 0 0 0 52 0 0 1 189
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 0 1 5 335
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 10 0 0 2 53
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 1 74 1 1 3 249
Is there an optimal forecast combination? 0 0 1 32 0 1 5 102
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 0 0 8 372
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 15 0 0 1 68
Local Linear Estimation of a Nonparametric Cointegration Model 0 0 2 5 0 2 6 26
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 22 0 0 1 100
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS 0 0 0 19 0 0 1 66
Market Values of Environmental Amenities: A Latent Variable Approach 1 1 1 31 1 1 2 100
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 1 5 71 1 3 13 264
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 11 20 64 947 18 38 127 2,047
Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances 0 0 0 27 0 0 3 105
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 1 41 0 0 1 146
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 15 0 0 1 104
Missing data and maximum likelihood estimation 0 0 1 136 0 0 1 361
Model specification test with correlated but not cointegrated variables 0 0 2 20 0 0 3 123
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 1 1 140 0 1 2 271
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 0 87 1 1 2 278
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 0 30 0 0 1 113
Multinomial Logit Specification Tests 2 4 12 294 4 11 35 701
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 1 2 3 173 1 4 10 576
Open forum on the current state and future challenges of econometrics 0 0 0 37 0 0 0 119
Panel data analysis—advantages and challenges 1 5 9 389 9 23 88 1,102
Panel data approach vs synthetic control method 2 9 26 28 4 12 49 58
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 10 1 1 24 216
Real-Time Monitoring Test for Realized Volatility 1 2 3 26 1 3 12 76
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 0 0 2 66
Robust estimation of generalized linear models with measurement errors 0 0 1 92 0 0 3 295
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 0 0 0 186
Some Estimation Methods for a Random Coefficient Model 0 0 0 388 0 1 1 884
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 0 0 0 38 0 0 0 123
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 0 0 0 206 1 1 4 643
Statistical inference for panel dynamic simultaneous equations models 2 3 6 20 3 5 13 83
Studies in Estimation and Testing 0 0 0 11 0 0 0 60
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 0 1 0 0 3 4
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 2 29 0 0 4 102
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 1 9 0 2 4 44
Testing serial correlation in semiparametric panel data models 0 0 1 63 0 0 2 178
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 1 26 0 0 4 91
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 0 0 2 3 3
The Role of China in Asian Monetary Integration 0 1 1 32 1 3 6 108
The emerging market crisis and stock market linkages: further evidence 0 0 1 175 0 1 4 664
The relationship between stock returns and volatility in international stock markets 0 0 2 109 1 1 5 293
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 83 0 0 8 384
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 2 2 2 83
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 1 4 61
WHY PANEL DATA? 0 0 0 5 1 2 6 20
Total Journal Articles 52 136 521 10,745 142 381 1,496 31,965


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 0 5 9 55
Analysis of Panel Data 0 0 0 0 3 4 8 46
Total Books 0 0 0 0 3 9 17 101


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Identification 2 3 19 419 2 6 29 712
Latent variable models in econometrics 0 2 10 639 1 5 23 1,328
Panel Macroeconometric Modeling: This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics 0 0 1 2 0 1 8 15
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 0 2 4 0 0 11 19
Total Chapters 2 5 32 1,064 3 12 71 2,074


Statistics updated 2019-07-03