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 1 2 8 378
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 1 1 1 260
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 0 0 8 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 2 2 371
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 5 6 8 71
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 0 0 1 257
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 1 1 2 785
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 1 99 4 6 15 382
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 10 1 2 9 42
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 5 11 2,251
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 1 1 8 3,351
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 3 64 0 1 6 173
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 1 52
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 2 6 27 1,555
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 2 10 482
Crises, What Crises? 0 0 0 49 0 2 6 202
Crises, What Crises? 0 0 1 97 0 0 8 377
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 0 0 0 65 2 2 6 247
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 2 96 0 0 5 236
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 1 1 34 0 2 7 122
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 252 0 0 7 959
Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 0 94 0 1 8 195
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 0 1 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 1 1 4 721
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 0 428 1 1 5 1,112
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 5 67 1 1 13 693
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 1 2 7 728 1 3 13 1,436
Estimation of Dynamic Models with Error Components 1 1 15 700 2 5 27 1,385
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 1 3 28 0 2 19 103
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 4 1 1 8 53
Forecasting long memory processes subject to structural breaks 0 0 2 47 3 5 15 123
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 2 38 1 1 3 82
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 1 1 2 361
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 1 1 1 5 1 1 3 18
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 1 2 8 77 1 4 18 80
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 1 1 3 197
JIVE for Panel Dynamic Simultaneous Equations Models 1 3 7 70 1 4 16 51
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 0 2 11 1,735
Longitudinal Data Analysis 0 0 2 93 2 4 8 231
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 2 2 5 648
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 0 0 2 489
Money And Income, Causality Detection 0 0 0 108 0 0 1 366
Nonlinear Latent Variable Models 0 0 0 0 0 0 1 261
Panel Analysis for Metric Data 0 0 0 0 0 2 3 293
Panel Data Analysis - Advantages and Challenges 0 1 8 71 5 21 77 254
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 32 122 504 8,820
Panel Macroeconometric Modeling 0 2 5 56 0 3 20 122
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 1 7 29 73 2 16 63 99
Random Coefficient Panel Data Models 0 1 3 718 1 2 6 1,378
Random Coefficient Panel Data Models 0 0 0 455 1 2 5 1,098
Random Coefficient Panel Data Models 0 0 1 1,095 0 1 3 2,519
Random Coefficient Panel Data Models 2 4 13 1,977 5 17 64 4,413
Random Coefficients Models 0 0 0 1 1 2 3 484
Recursive estimation in large panel data models: Theory and practice 0 4 11 60 0 7 25 116
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 2 96 2 3 11 204
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 1 69 0 1 3 278
Some Thoughts on East Asian Economic Growth 0 0 2 24 1 1 9 56
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 1 2 3 1,243
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 2 4 7 313
Why Panel Data? 0 0 0 632 3 9 15 1,075
Total Working Papers 8 30 139 12,741 96 297 1,172 49,035


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 3 5 12 388
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 3 13 69 680
A consistent model specification test with mixed discrete and continuous data 0 0 1 128 0 3 7 341
A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris 0 1 1 18 2 3 3 75
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 0 60 1 1 1 161
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 1 1 1 73
Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy 1 1 5 115 2 3 18 748
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 1 1 2 70
Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large 0 0 2 9 5 5 12 33
Autoregressive modeling and causal ordering of economic variables 0 0 5 131 0 0 10 275
Autoregressive modelling and money-income causality detection 0 1 13 565 5 7 33 1,161
Causality tests in econometrics 0 0 9 217 3 5 27 501
China's health care reform: A tentative assessment 0 1 1 84 1 3 5 345
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 0 2 11 1,054
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 0 1 2 27
Comparison of forecasting methods with an application to predicting excess equity premium 0 0 1 2 2 2 6 28
Consistent estimation for some nonlinear errors-in-variables models 0 1 1 67 2 3 3 146
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 77 2 2 6 243
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 1 19 0 2 7 70
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 0 0 1 5 12 22
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 1 2 74 1 3 16 236
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 1 35 2 3 7 113
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 0 3 10 47 1 6 20 118
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 3 10 39 84 12 34 121 260
Do High Interest Rates Appreciate Exchange Rates during Crisis? The Korean Evidence 0 0 0 161 0 0 2 566
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 0 0 2 81 0 0 7 316
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 2 6 19 380 3 8 41 702
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 3 179
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 1 1 2 223 2 2 11 436
Editors' introduction 0 0 0 0 1 1 1 31
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 0 0 132
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 4 9 376 0 4 17 1,045
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 2 2 2 232
Estimation of a Structural Equation when Reduced Form Coefficients are Known 0 0 1 8 1 1 2 40
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 2 8 15
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 2 7 31 0 5 18 102
Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients 0 0 0 18 2 2 3 95
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 0 33 1 1 1 281
Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China 0 0 0 0 2 2 4 5
First difference or forward demeaning: Implications for the method of moments estimators 0 0 0 1 2 2 7 14
Forecasting a long memory process subject to structural breaks 2 3 8 56 2 5 26 188
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 1 3 14 42 2 5 28 678
Formulation and estimation of dynamic models using panel data 5 34 190 2,761 19 90 392 4,946
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 0 6 877
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 7 0 0 1 48
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 2 3 37 1 5 19 141
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 47 1 1 4 192
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 1 1 1 124
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 7 1 1 2 43
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 1 1 6 336
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 0 2 4 250
Is there an optimal forecast combination? 0 1 2 33 0 1 6 103
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 1 1 7 373
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 1 1 7 27
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 22 1 1 1 101
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS 0 0 0 19 0 1 2 67
Market Values of Environmental Amenities: A Latent Variable Approach 0 1 1 31 0 1 2 100
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 5 71 1 2 14 265
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 3 18 57 954 9 36 120 2,065
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 2 2 3 148
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 15 0 1 2 105
Missing data and maximum likelihood estimation 0 0 1 136 1 1 2 362
Model specification test with correlated but not cointegrated variables 0 0 1 20 6 7 9 130
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 0 1 140 0 3 5 274
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 0 0 87 0 1 2 278
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 0 30 1 1 2 114
Multinomial Logit Specification Tests 2 7 14 299 2 13 40 710
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 1 3 173 2 3 11 578
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 2 9 390 4 15 81 1,108
Panel data approach vs synthetic control method 0 5 20 31 4 11 41 65
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 10 1 2 25 217
Real-Time Monitoring Test for Realized Volatility 0 1 3 26 0 1 12 76
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 0 1 3 67
Robust estimation of generalized linear models with measurement errors 0 0 1 92 2 3 6 298
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 0 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 1 1 207 2 4 6 646
Statistical inference for panel dynamic simultaneous equations models 0 3 7 21 2 8 17 88
Studies in Estimation and Testing 0 0 0 11 1 1 1 61
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 1 29 0 1 4 103
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 1 9 1 2 5 46
Testing serial correlation in semiparametric panel data models 0 0 1 63 1 1 2 179
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 0 26 0 1 4 92
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 0 0 0 3 3
The Role of China in Asian Monetary Integration 0 0 1 32 0 1 6 108
The emerging market crisis and stock market linkages: further evidence 0 0 1 175 0 1 5 665
The relationship between stock returns and volatility in international stock markets 0 0 2 109 1 2 6 294
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 83 0 0 6 384
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 1 3 3 84
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 1 1 5 62
WHY PANEL DATA? 1 1 1 6 1 3 6 22
Total Journal Articles 22 115 489 10,808 144 394 1,525 32,217


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 3 4 11 59
Analysis of Panel Data 0 0 0 0 1 5 7 48
Total Books 0 0 0 0 4 9 18 107


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Identification 3 6 18 423 6 12 32 722
Latent variable models in econometrics 2 3 10 642 2 4 22 1,331
Panel Macroeconometric Modeling: This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics 0 1 2 3 0 1 9 16
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 0 2 4 1 1 9 20
Total Chapters 5 10 32 1,072 9 18 72 2,089


Statistics updated 2019-09-09