Cheng Hsiao
Personal Details
First Name: | Cheng |
Middle Name: | |
Last Name: | Hsiao |
Suffix: | |
RePEc Short-ID: | phs10 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 1972 Department of Economics; Stanford University (from RePEc Genealogy) |
Affiliation
Department of Economics
University of Southern California
Los Angeles, California (United States)https://dornsife.usc.edu/econ/
RePEc:edi:deuscus (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters Books EditorshipWorking papers
- Cheng Hsiao & Qiankun Zhou, 2018. "Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited," Departmental Working Papers 2018-02, Department of Economics, Louisiana State University.
- Cheng Hsiao & Qiankun Zhou, 2017.
"JIVE for Panel Dynamic Simultaneous Equations Models,"
Departmental Working Papers
2017-10, Department of Economics, Louisiana State University.
- Hsiao, Cheng & Zhou, Qiankun, 2018. "Jive For Panel Dynamic Simultaneous Equations Models," Econometric Theory, Cambridge University Press, vol. 34(6), pages 1325-1369, December.
- Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017.
"Recursive estimation in large panel data models: Theory and practice,"
Monash Econometrics and Business Statistics Working Papers
5/17, Monash University, Department of Econometrics and Business Statistics.
- Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng, 2021. "Recursive estimation in large panel data models: Theory and practice," Journal of Econometrics, Elsevier, vol. 224(2), pages 439-465.
- Cheng Hsiao & Qiankun Zhou, 2017.
"Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models,"
Departmental Working Papers
2017-11, Department of Economics, Louisiana State University.
- Hsiao, Cheng & Zhou, Qiankun, 2018. "Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models," Journal of Econometrics, Elsevier, vol. 207(1), pages 114-128.
- Cheng Hsiao, 2016. "Panel Macroeconometric Modeling," Working Papers 2016-02-21, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Cheng Hsiao & Yan Shen & Wenlong Bian, 2016.
"Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks,"
Working Papers
2016-02-21, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- HSIAO, Cheng & SHEN, Yan & BIAN, Wenlong, 2015. "Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks," China Economic Review, Elsevier, vol. 35(C), pages 70-82.
- Kunpeng Li & Degui Li & Zhongwen Lian & Cheng Hsiao, 2013. "Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors," Monash Econometrics and Business Statistics Working Papers 2/13, Monash University, Department of Econometrics and Business Statistics.
- Cheng Hsiao & Yan Shen & Boqing Wang & Greg Weeks, 2013. "Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Hiroshi Fujiki & Cheng Hsiao, 2013.
"Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake,"
IMES Discussion Paper Series
13-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Fujiki, Hiroshi & Hsiao, Cheng, 2015. "Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake," Journal of Econometrics, Elsevier, vol. 186(1), pages 66-73.
- Cheng Hsiao, 2013. "Some Thoughts on East Asian Economic Growth," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012.
"Forecasting long memory processes subject to structural breaks,"
LIDAM Discussion Papers CORE
2012048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
- WANG, Cindy Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," LIDAM Reprints CORE 2574, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hiroshi Fujiki & Cheng Hsiao, 2008.
"Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities,"
IMES Discussion Paper Series
08-E-17, Institute for Monetary and Economic Studies, Bank of Japan.
- Hiroshi Fujiki & Cheng Hsiao, 2008. "Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 26, pages 159-194, December.
- Hiroshi Fujiki & Cheng Hsiao, 2013. "Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- WANG , Shin-Huei & HSIAO, Cheng, 2008. "An easy test for two stationary long processes being uncorrelated via AR approximations," LIDAM Discussion Papers CORE 2008047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bresson G. & Hsiao C., 2008.
"A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris,"
Working Papers ERMES
0810, ERMES, University Paris 2.
- Georges Bresson & Cheng Hsiao, 2011. "A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 501-529, December.
- Hsiao, C. & Pesaran, M.H. & Pick, A., 2007.
"Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models,"
Cambridge Working Papers in Economics
0716, Faculty of Economics, University of Cambridge.
- Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," CESifo Working Paper Series 1984, CESifo.
- Hsiao, Cheng & Pesaran, M. Hashem & Pick, Andreas, 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," IZA Discussion Papers 2756, Institute of Labor Economics (IZA).
- Bresson G. & Hsiao C. & Pirotte A., 2007.
"Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity,"
Working Papers ERMES
0708, ERMES, University Paris 2.
- Georges Bresson & Cheng Hsiao & Alain Pirotte, 2011. "Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 435-452, December.
- Bresson G. & Hsiao C. & Pirotte A., 2006. "Heteroskedasticity and Random Coefficient Model on Panel Data," Working Papers ERMES 0601, ERMES, University Paris 2.
- Cheng Hsiao, 2006.
"Panel Data Analysis - Advantages and Challenges,"
IEPR Working Papers
06.49, Institute of Economic Policy Research (IEPR).
- Cheng Hsiao, 2007. "Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 1-22, May.
- Cheng Hsiao, 2013. "Panel Data Analysis - Advantages and Challenges," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Cheng Hsiao & Qi Li & Jeff Racine, 2006.
"A Consistent Model Specification Test with Mixed Discrete and Continuous Data,"
IEPR Working Papers
06.47, Institute of Economic Policy Research (IEPR).
- Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
- Cheng Hsiao & Siyan Wang, 2006.
"Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models,"
IEPR Working Papers
06.55, Institute of Economic Policy Research (IEPR).
- Cheng Hsiao & Siyan Wang, 2007. "Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 49-81, March.
- Campos, Nauro & Hsiao, Cheng & Nugent, Jeffrey B, 2006.
"Crises, What Crises?,"
CEPR Discussion Papers
5805, C.E.P.R. Discussion Papers.
- Campos, Nauro F. & Hsiao, Cheng & Nugent, Jeffrey B., 2006. "Crises, What Crises?," IZA Discussion Papers 2217, Institute of Labor Economics (IZA).
- Cheng Hsiao & Siyan Wang, 2005. "Should China Let Her Exchange Rate Float? — the Experience of Developing Countries," Economic Growth Centre Working Paper Series 0509, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Cheng Hsiao, 2005.
"Why Panel Data?,"
IEPR Working Papers
05.33, Institute of Economic Policy Research (IEPR).
- Cheng Hsiao, 2005. "Why Panel Data?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(02), pages 143-154.
- C. Hsiao & P. Chen, 2005.
"The Transition Process in China: a Theoretical and Empirical Study,"
Computing in Economics and Finance 2005
210, Society for Computational Economics.
- Chen Pu & Hsiao Chihying, 2005. "the Transition Process in China: A theoretic and empirical Study," Development and Comp Systems 0507007, University Library of Munich, Germany.
- Cheng Hsiao, 2005. "Longitudinal Data Analysis," Economic Growth Centre Working Paper Series 0510, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005.
"The Emerging Market Crisis and Stock Market Linkages: Further Evidence,"
IEPR Working Papers
05.27, Institute of Economic Policy Research (IEPR).
- Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2006. "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744, September.
- Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006. "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744.
- C. Chiarella & C. Hsiao, 2005. "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005 168, Society for Computational Economics.
- Cheng Hsiao & Siyan Wang, 2005.
"Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process,"
IEPR Working Papers
05.23, Institute of Economic Policy Research (IEPR).
- Hsiao, Cheng & Wang, Siyan, 2006. "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 427-463.
- Hsiao, C. & Pesaran, M.H., 2004.
"‘Random Coefficient Panel Data Models’,"
Cambridge Working Papers in Economics
0434, Faculty of Economics, University of Cambridge.
- Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute of Labor Economics (IZA).
- Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
- Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo.
- Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran, 2002. "Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions," Computing in Economics and Finance 2002 345, Society for Computational Economics.
- Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2002.
"Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
A4-1, International Conferences on Panel Data.
- Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005. "Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 579-601.
- Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2004. "Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy," IEPR Working Papers 04.1, Institute of Economic Policy Research (IEPR).
- Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000.
"Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration,"
Working Papers
0005, Banco de España.
- Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
- Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics.
- Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge.
- Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series 374, CESifo.
- Hsiao, C. & Pesaran, M. H. & Tahmiscioglu, A. K., 1998. "Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models," Cambridge Working Papers in Economics 9804, Faculty of Economics, University of Cambridge.
- Hsiao, C. & Mountain, D.C. & Ho, C.F., 1994.
"A Bayesian Integration of End-Use Metering and Conditional Demand Analysis,"
Papers
9411, Southern California - Department of Economics.
- Hsiao, Cheng & Mountain, Dean C & Illman, Kathleen Ho, 1995. "A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 315-326, July.
- Hsiao, C. & Mountain, D.C., 1993. "A Framework for Regional Modeling and Impact Analysis - An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada," Papers 9317, Southern California - Department of Economics.
- Arguea, N.M. & Hsiao, C. & Taylor, G.A., 1993.
"Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand,"
Papers
9316, Southern California - Department of Economics.
- Arguea, N M & Hsiao, C & Taylor, G A, 1994. "Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-18, Jan.-Marc.
- Arguea, N.M. & Hsiao, C., 1992.
"Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles,"
Papers
9203, Southern California - Department of Economics.
- Arguea, Nestor M. & Hsiao, Cheng, 1993. "Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 243-267, March.
- Hsiao, C., 1992. "Random Coefficients Models," Papers 9212, Southern California - Department of Economics.
- Hsiao, C., 1992. "Logit and Probit Models," Papers 9210, Southern California - Department of Economics.
- Hsiao, C., 1992. "Panel Analysis for Metric Data," Papers 9213, Southern California - Department of Economics.
- Hsiao, C., 1992. "Nonlinear Latent Variable Models," Papers 9211, Southern California - Department of Economics.
- Hsiao, C. & Appelbe, T.W. & Dineen, C.R., 1992.
"A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service,"
Papers
90-92-15, California Irvine - School of Social Sciences.
- Hsiao, Cheng & Appelbe, Trent W. & Dineen, Christopher R., 1993. "A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 63-86, September.
- Hsiao, C., 1989.
"Identification And Estimation Of Dichotomous Latent Variables Models Using Panel Data,"
Papers
8944, Tilburg - Center for Economic Research.
- Cheng Hsiao, 1991. "Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(4), pages 717-731.
- Hsiao, Ch., 1989. "Identification and Estimation of Dichotomous Latent Variables Models using Panel Data," Discussion Paper 1989-44, Tilburg University, Center for Economic Research.
- Hsiao, C. & Mountain, D.C. & Tsui, K.Y. & Chan, M.W.L., 1989.
"Modeling Ontario Regional Electricity System Demand Using A Mixed Fixed And Random Coefficients Approach,"
Papers
m8906, Southern California - Department of Economics.
- Hsiao, Cheng & Mountain, Dean C. & Chan, M. W. Luke & Tsui, Kai Y., 1989. "Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach," Regional Science and Urban Economics, Elsevier, vol. 19(4), pages 565-587, December.
- Hsiao, C. & Kim, C. & Taylor, G., 1989.
"A Statistical Perspective On Insurance Rate-Making,"
Papers
m8916, Southern California - Department of Economics.
- Hsiao, Cheng & Kim, Changseob & Taylor, Grant, 1990. "A statistical perspective on insurance rate-making," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 5-24.
- Hsiao, C., 1988.
"Consistent Estimation For Some Nonlinear Errors-In- Variables Models,"
Papers
m8810, Southern California - Department of Economics.
- Hsiao, Cheng, 1989. "Consistent estimation for some nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 41(1), pages 159-185, May.
- Mountain, D. & Hsiao, C., 1988. "A Combined Structural And Flexible Functional Approach For Modeling Energy Substitution," Papers m8815, Southern California - Department of Economics.
- Anderson, T. W. & Hsiao, Cheng., 1980. "Estimation of Dynamic Models with Error Components," Working Papers 336, California Institute of Technology, Division of the Humanities and Social Sciences.
- Cheng Hsiao, 1977. "Money And Income, Causality Detection," NBER Working Papers 0167, National Bureau of Economic Research, Inc.
- Cheng Hsiao & P. M. Robinson, 1976.
"Efficient Estimation of a Dynamic Error-Shock Model,"
NBER Working Papers
0157, National Bureau of Economic Research, Inc.
- Hsiao, Cheng & Robinson, P M, 1978. "Efficient Estimation of a Dynamic Error-Shock Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 467-479, June.
Articles
- Cheng Hsiao, 2024. "Machine Learning And Econometrics," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(04), pages 1601-1616, June.
- Xiao Ke & Cheng Hsiao, 2023. "Data Subject To Multiple Treatment Effects €” Disentangle The Impacts Of Global Pandemic And A Specific Disease Control Policy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(05), pages 1507-1527, September.
- Hongjun Li & Zheng Li & Cheng Hsiao, 2023. "Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices," Empirical Economics, Springer, vol. 64(6), pages 2661-2682, June.
- Cheng Hsiao & Zhentao Shi & Qiankun Zhou, 2022. "Transformed Estimation for Panel Interactive Effects Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1831-1848, October.
- Xiao Ke & Cheng Hsiao, 2022. "Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 187-209, January.
- Cheng Hsiao & Yimeng Xie & Qiankun Zhou, 2021. "Factor dimension determination for panel interactive effects models: an orthogonal projection approach," Computational Statistics, Springer, vol. 36(2), pages 1481-1497, June.
- Shui Ki Wan & Cheng Hsiao & Qiankun Zhou, 2021. "Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets?," Empirical Economics, Springer, vol. 60(1), pages 113-129, January.
- Xiaoyong Cao & Xirong Chen & Wenzheng Gao & Cheng Hsiao, 2021. "Smoothed maximum score estimation with nonparametrically generated covariates," Econometric Reviews, Taylor & Francis Journals, vol. 40(8), pages 796-813, September.
- Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng, 2021.
"Recursive estimation in large panel data models: Theory and practice,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 439-465.
- Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017. "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers 5/17, Monash University, Department of Econometrics and Business Statistics.
- Cindy S.H. Wang & Cheng Hsiao & Hao-Hsiang Yang, 2021. "Market integration, systemic risk and diagnostic tests in large mixed panels," Econometric Reviews, Taylor & Francis Journals, vol. 40(8), pages 750-795, September.
- Cheng Hsiao, 2020. "Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation," Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 858-874, September.
- Cheng Hsiao & Qi Li & Zhongwen Liang & Wei Xie, 2019. "Panel Data Estimation for Correlated Random Coefficients Models," Econometrics, MDPI, vol. 7(1), pages 1-18, February.
- Kannika Damrongplasit & Cheng Hsiao & Xueyan Zhao, 2019. "Health status and labour market outcome: Empirical evidence from Australia," Pacific Economic Review, Wiley Blackwell, vol. 24(2), pages 269-292, May.
- Cheng Hsiao & Qiankun Zhou, 2019. "Panel parametric, semiparametric, and nonparametric construction of counterfactuals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 463-481, June.
- Hsiao, Cheng & Zhou, Qiankun, 2018.
"Jive For Panel Dynamic Simultaneous Equations Models,"
Econometric Theory, Cambridge University Press, vol. 34(6), pages 1325-1369, December.
- Cheng Hsiao & Qiankun Zhou, 2017. "JIVE for Panel Dynamic Simultaneous Equations Models," Departmental Working Papers 2017-10, Department of Economics, Louisiana State University.
- Wan, Shui-Ki & Xie, Yimeng & Hsiao, Cheng, 2018. "Panel data approach vs synthetic control method," Economics Letters, Elsevier, vol. 164(C), pages 121-123.
- Hsiao, Cheng & Zhou, Qiankun, 2018.
"Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 207(1), pages 114-128.
- Cheng Hsiao & Qiankun Zhou, 2017. "Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models," Departmental Working Papers 2017-11, Department of Economics, Louisiana State University.
- Hsiao, Cheng, 2018. "Panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 645-673.
- Ke, Xiao & Chen, Haiqiang & Hong, Yongmiao & Hsiao, Cheng, 2017. "Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach," China Economic Review, Elsevier, vol. 44(C), pages 203-226.
- Cheng Hsiao & Qiankun Zhou, 2017. "First difference or forward demeaning: Implications for the method of moments estimators," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 883-897, October.
- Kunpeng Li & Degui Li & Zhongwen Liang & Cheng Hsiao, 2017. "Estimation of semi-varying coefficient models with nonstationary regressors," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 354-369, March.
- Cheng Hsiao & Qiankun Zhou, 2016. "Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(4), pages 675-683, November.
- Hsiao, Cheng & Zhang, Junwei, 2015. "IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large," Journal of Econometrics, Elsevier, vol. 187(1), pages 312-322.
- Zhongwen Liang & Zhongjian Lin & Cheng Hsiao, 2015. "Local Linear Estimation of a Nonparametric Cointegration Model," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 882-906, December.
- Yiguo Sun & Cheng Hsiao & Qi Li, 2015. "Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 127-145, February.
- HSIAO, Cheng & SHEN, Yan & BIAN, Wenlong, 2015.
"Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks,"
China Economic Review, Elsevier, vol. 35(C), pages 70-82.
- Cheng Hsiao & Yan Shen & Wenlong Bian, 2016. "Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks," Working Papers 2016-02-21, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Green, Carl & Long, Wei & Hsiao, Cheng, 2015. "Testing error serial correlation in fixed effects nonparametric panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 466-473.
- Lin Zhang & Zaichao Du & Cheng Hsiao & Hua Yin, 2015. "The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis," The World Economy, Wiley Blackwell, vol. 38(5), pages 878-892, May.
- Hongjun Li & Zhongjian Lin & Cheng Hsiao, 2015. "Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach," Empirical Economics, Springer, vol. 48(1), pages 427-438, February.
- Hsiao, Cheng & Zhou, Qiankun, 2015. "Statistical inference for panel dynamic simultaneous equations models," Journal of Econometrics, Elsevier, vol. 189(2), pages 383-396.
- Fujiki, Hiroshi & Hsiao, Cheng, 2015.
"Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 66-73.
- Hiroshi Fujiki & Cheng Hsiao, 2013. "Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake," IMES Discussion Paper Series 13-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Gan, Li & Hsiao, Cheng & Xu, Shu, 2014. "Model specification test with correlated but not cointegrated variables," Journal of Econometrics, Elsevier, vol. 178(P1), pages 80-85.
- Hsiao, Cheng & Wan, Shui Ki, 2014. "Is there an optimal forecast combination?," Journal of Econometrics, Elsevier, vol. 178(P2), pages 294-309.
- Shin-Huei Wang Cindy & Hsiao Cheng, 2013. "Real-Time Monitoring Test for Realized Volatility," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 1-24, January.
- Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013.
"Forecasting a long memory process subject to structural breaks,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
- WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012. "Forecasting long memory processes subject to structural breaks," LIDAM Discussion Papers CORE 2012048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- WANG, Cindy Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," LIDAM Reprints CORE 2574, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cheng Hsiao, 2012. "The Creative Tension Between Statistics And Economics," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-11.
- Cheng Hsiao & H. Steve Ching & Shui Ki Wan, 2012. "A Panel Data Approach For Program Evaluation: Measuring The Benefits Of Political And Economic Integration Of Hong Kong With Mainland China," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 705-740, August.
- Chen, Songnian & Hsiao, Cheng & Wang, Liqun, 2012. "Measurement Errors And Censored Structural Latent Variables Models," Econometric Theory, Cambridge University Press, vol. 28(3), pages 696-703, June.
- Ching, Steve & Hsiao, Cheng & Wan, Shui Ki, 2012. "Impact of CEPA on the labor market of Hong Kong," China Economic Review, Elsevier, vol. 23(4), pages 975-981.
- Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2012. "Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 253-277, April.
- Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
- Georges Bresson & Cheng Hsiao & Alain Pirotte, 2011.
"Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 435-452, December.
- Bresson G. & Hsiao C. & Pirotte A., 2007. "Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity," Working Papers ERMES 0708, ERMES, University Paris 2.
- Harry Haupt & Cheng Hsiao, 2011. "Introduction to the special issue: interdisciplinary aspects of panel data analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 325-327, December.
- H. Steve Ching & Cheng Hsiao & Shui Ki Wan & Tongsan Wang, 2011. "Economic Benefits Of Globalization: The Impact Of Entry To The Wto On China'S Growth," Pacific Economic Review, Wiley Blackwell, vol. 16(3), pages 285-301, August.
- Sun, Yiguo & Hsiao, Cheng & Li, Qi, 2011. "Measuring correlations of integrated but not cointegrated variables: A semiparametric approach," Journal of Econometrics, Elsevier, vol. 164(2), pages 252-267, October.
- Georges Bresson & Cheng Hsiao, 2011.
"A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 501-529, December.
- Bresson G. & Hsiao C., 2008. "A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris," Working Papers ERMES 0810, ERMES, University Paris 2.
- Hsiao, Cheng & Wan, Shui Ki, 2011. "Comparison of forecasting methods with an application to predicting excess equity premium," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1235-1246.
- Damrongplasit, Kannika & Hsiao, Cheng & Zhao, Xueyan, 2010. "Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 344-356.
- Nauro Campos & Cheng Hsiao & Jeffrey Nugent, 2010. "Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms," Journal of Development Studies, Taylor & Francis Journals, vol. 46(10), pages 1670-1691.
- Shin-Huei Wang & Cheng Hsiao, 2010. "The Role of China in Asian Monetary Integration," Chinese Economy, Taylor & Francis Journals, vol. 43(6), pages 22-33, November.
- Liu, Echu & Hsiao, Cheng & Matsumoto, Tomoya & Chou, Shinyi, 2009. "Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment," Journal of Econometrics, Elsevier, vol. 152(1), pages 61-69, September.
- Hsiao, Cheng, 2009. "Announcement of the establishment of the Amemiya lecture series," Journal of Econometrics, Elsevier, vol. 149(1), pages 1-1, April.
- Kannika Damrongplasit & Cheng Hsiao, 2009. "Decriminalization Policy And Marijuana Smoking Prevalence: A Look At The Literature," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(04), pages 621-644.
- Yip, Winnie & Hsiao, William, 2009. "China's health care reform: A tentative assessment," China Economic Review, Elsevier, vol. 20(4), pages 613-619, December.
- Hsiao, Cheng & Shen, Yan & Wang, Boqing & Weeks, Greg, 2008. "Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 98-108, July.
- Hiroshi Fujiki & Cheng Hsiao, 2008.
"Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 26, pages 159-194, December.
- Hiroshi Fujiki & Cheng Hsiao, 2013. "Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Hiroshi Fujiki & Cheng Hsiao, 2008. "Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities," IMES Discussion Paper Series 08-E-17, Institute for Monetary and Economic Studies, Bank of Japan.
- Cheng Hsiao, 2007. "Rejoinder on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 56-57, May.
- Liqun Wang & Cheng Hsiao, 2007. "Two-stage estimation of limited dependent variable models with errors-in-variables," Econometrics Journal, Royal Economic Society, vol. 10(2), pages 426-438, July.
- Yan Shen & Greg Weeks & Cheng Hsiao & Boqing Wang, 2007. "Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 453-475.
- Cheng Hsiao & Siyan Wang, 2007.
"Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models,"
Econometrics Journal, Royal Economic Society, vol. 10(1), pages 49-81, March.
- Cheng Hsiao & Siyan Wang, 2006. "Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models," IEPR Working Papers 06.55, Institute of Economic Policy Research (IEPR).
- Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007.
"A consistent model specification test with mixed discrete and continuous data,"
Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
- Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
- Cheng Hsiao, 2007.
"Panel data analysis—advantages and challenges,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 1-22, May.
- Cheng Hsiao, 2006. "Panel Data Analysis - Advantages and Challenges," IEPR Working Papers 06.49, Institute of Economic Policy Research (IEPR).
- Cheng Hsiao, 2013. "Panel Data Analysis - Advantages and Challenges," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006.
"The emerging market crisis and stock market linkages: further evidence,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744.
- Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2006. "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744, September.
- Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR).
- Hsiao, Cheng & Wang, Siyan, 2006.
"Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process,"
Journal of Econometrics, Elsevier, vol. 135(1-2), pages 427-463.
- Cheng Hsiao & Siyan Wang, 2005. "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers 05.23, Institute of Economic Policy Research (IEPR).
- Harrison Cheng & Cheng Hsiao & Jeffrey B. Nugent & Jicheng Qiu, 2006. "Managerial Autonomy, Contractual Incentives And Productivity In A Transition Economy: Some Evidence From China'S Town And Village Enterprises," Pacific Economic Review, Wiley Blackwell, vol. 11(3), pages 341-361, October.
- Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005.
"Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration,"
Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
- Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics.
- Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge.
- Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Working Papers 0005, Banco de España.
- Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series 374, CESifo.
- Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005.
"Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 579-601.
- Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2004. "Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy," IEPR Working Papers 04.1, Institute of Economic Policy Research (IEPR).
- Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2002. "Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-1, International Conferences on Panel Data.
- Cheng Hsiao, 2005.
"Why Panel Data?,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(02), pages 143-154.
- Cheng Hsiao, 2005. "Why Panel Data?," IEPR Working Papers 05.33, Institute of Economic Policy Research (IEPR).
- Li, Qi & Yang, Jian & Hsiao, Cheng & Chang, Young-Jae, 2005. "The relationship between stock returns and volatility in international stock markets," Journal of Empirical Finance, Elsevier, vol. 12(5), pages 650-665, December.
- Li, Tong & Hsiao, Cheng, 2004. "Robust estimation of generalized linear models with measurement errors," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 51-65.
- Cheng Hsiao, 2003. "In Memoriam: G. S. Maddala," Econometric Reviews, Taylor & Francis Journals, vol. 22(1), pages 1-1, February.
- Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
- Hsiao, Cheng & Shen, Yan, 2003. "Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization," Economic Development and Cultural Change, University of Chicago Press, vol. 51(4), pages 883-896, July.
- Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002.
"Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods,"
Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July.
- Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998. "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics 9826, Faculty of Economics, University of Cambridge.
- Fujiki, Hiroshi & Hsiao, Cheng & Shen, Yan, 2002. "Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 1-23, April.
- Robert Dekle & Cheng Hsiao & Siyan Wang, 2002. "High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 64-78, February.
- Hsiao, Cheng, 2001. "Identification And Dichotomization Of Long- And Short-Run Relations Of Cointegrated Vector Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 17(5), pages 889-912, October.
- Hsiao, Cheng & Li, Qi, 2001. "A Consistent Test For Conditional Heteroskedasticity In Time-Series Regression Models," Econometric Theory, Cambridge University Press, vol. 17(1), pages 188-221, February.
- Robert Dekle & Cheng Hsiao & Siyan Wang, 2001. "Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 359-380, July.
- Hsiao Cheng & Victor Gastañaga, 2001. "Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 479-493.
- Hsiao, Cheng & Perrigne, Isabelle, 2001. "Studies in Estimation and Testing," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 1-4, July.
- Robert Dekle & Cheng Hsiao & Siyan Wang, 2001. "The Real Effects of Capital Inflows on Emerging Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 4(02), pages 165-202.
- Hsiao, C., 2001. "Open forum on the current state and future challenges of econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 1-1, January.
- Cheng Hsiao & J. S. Chen & Li Gan & R. B. Williamson, 2001. "An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 165-185, May.
- Arguea, Nestor M. & Hsiao, Cheng, 2000. "Market Values of Environmental Amenities: A Latent Variable Approach," Journal of Housing Economics, Elsevier, vol. 9(1-2), pages 104-126, March.
- Cheng Hsiao & Zhongyun Zhao, 2000. "Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy," The Japanese Economic Review, Japanese Economic Association, vol. 51(2), pages 155-169, June.
- Hsiao, Cheng & Wang, Q Kevin, 2000. "Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(2), pages 523-542, May.
- Robert Dekle & Cheng Hsiao & Siyan Wang, 1999. "Interest rate stabilization of exchange rates and contagion in the Asian crisis countries," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
- Hsiao, Cheng & Fujiki, Hiroshi, 1998. "Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 57-79, May.
- Hsiao, Cheng & Nugent, Jeffrey & Perrigne, Isabelle & Qiu, Jicheng, 1998. "Shares versus Residual Claimant Contracts: The Case of Chinese TVEs," Journal of Comparative Economics, Elsevier, vol. 26(2), pages 317-337, June.
- Li, Q. & Hsiao, C., 1998. "Testing serial correlation in semiparametric panel data models," Journal of Econometrics, Elsevier, vol. 87(2), pages 207-237, September.
- Hsiao, Cheng & Sun, Bao-Hong, 1998. "Modeling survey response bias - with an analysis of the demand for an advanced electronic device," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 15-39, November.
- Cheng Hsiao, 1997. "Cointegration and Dynamic Simultaneous Equations Model," Econometrica, Econometric Society, vol. 65(3), pages 647-670, May.
- Cheng Hsiao, 1997. "Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 64(3), pages 385-398.
- Hsiao, Cheng & Mountain, Dean C & Illman, Kathleen Ho, 1995.
"A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 315-326, July.
- Hsiao, C. & Mountain, D.C. & Ho, C.F., 1994. "A Bayesian Integration of End-Use Metering and Conditional Demand Analysis," Papers 9411, Southern California - Department of Economics.
- Arguea, N M & Hsiao, C & Taylor, G A, 1994.
"Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-18, Jan.-Marc.
- Arguea, N.M. & Hsiao, C. & Taylor, G.A., 1993. "Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand," Papers 9316, Southern California - Department of Economics.
- Hsiao, Cheng & Appelbe, Trent W. & Dineen, Christopher R., 1993.
"A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service,"
Journal of Econometrics, Elsevier, vol. 59(1-2), pages 63-86, September.
- Hsiao, C. & Appelbe, T.W. & Dineen, C.R., 1992. "A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service," Papers 90-92-15, California Irvine - School of Social Sciences.
- Hsiao, Cheng & Ruud, Paul, 1993. "Editors' introduction," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 1-3, March.
- Arguea, Nestor M. & Hsiao, Cheng, 1993.
"Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles,"
Journal of Econometrics, Elsevier, vol. 56(1-2), pages 243-267, March.
- Arguea, N.M. & Hsiao, C., 1992. "Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles," Papers 9203, Southern California - Department of Economics.
- Appelbe, Trent W & Dineen, C.R. & Solvason, D.L. & Hsiao, C., 1992. "Econometric Modelling of Canadian Long Distance Calling: A Comparison of Aggregate Time Series versus Point-to-Point Panel Data Approaches," Empirical Economics, Springer, vol. 17(1), pages 125-140.
- C. Hsiao & G. Taylor, 1991. "Some remarks on measurement errors and the identification of panel data models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(2), pages 187-194, June.
- Cheng Hsiao, 1991.
"Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(4), pages 717-731.
- Hsiao, Ch., 1989. "Identification and Estimation of Dichotomous Latent Variables Models using Panel Data," Discussion Paper 1989-44, Tilburg University, Center for Economic Research.
- Hsiao, C., 1989. "Identification And Estimation Of Dichotomous Latent Variables Models Using Panel Data," Papers 8944, Tilburg - Center for Economic Research.
- Hsiao, Cheng & Kim, Changseob & Taylor, Grant, 1990.
"A statistical perspective on insurance rate-making,"
Journal of Econometrics, Elsevier, vol. 44(1-2), pages 5-24.
- Hsiao, C. & Kim, C. & Taylor, G., 1989. "A Statistical Perspective On Insurance Rate-Making," Papers m8916, Southern California - Department of Economics.
- Hsiao, Cheng & Mountain, Dean C. & Chan, M. W. Luke & Tsui, Kai Y., 1989.
"Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach,"
Regional Science and Urban Economics, Elsevier, vol. 19(4), pages 565-587, December.
- Hsiao, C. & Mountain, D.C. & Tsui, K.Y. & Chan, M.W.L., 1989. "Modeling Ontario Regional Electricity System Demand Using A Mixed Fixed And Random Coefficients Approach," Papers m8906, Southern California - Department of Economics.
- Hsiao, Cheng, 1989.
"Consistent estimation for some nonlinear errors-in-variables models,"
Journal of Econometrics, Elsevier, vol. 41(1), pages 159-185, May.
- Hsiao, C., 1988. "Consistent Estimation For Some Nonlinear Errors-In- Variables Models," Papers m8810, Southern California - Department of Economics.
- Dean C. Mountain & Cheng Hsiao, 1986.
"Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 149-168.
- Dean C. Mountain & Cheng Hsiao, 1986. "Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada," The Energy Journal, , vol. 7(1), pages 149-168, January.
- Small, Kenneth A & Hsiao, Cheng, 1985. "Multinomial Logit Specification Tests," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 619-627, October.
- Ham, John & Hsiao, Cheng, 1984. "Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 133-158.
- Anderson, T. W. & Hsiao, Cheng, 1982. "Formulation and estimation of dynamic models using panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 47-82, January.
- Hsiao, Cheng, 1982. "Autoregressive modeling and causal ordering of economic variables," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 243-259, November.
- Hsiao, Cheng, 1981. "Autoregressive modelling and money-income causality detection," Journal of Monetary Economics, Elsevier, vol. 7(1), pages 85-106.
- Hsiao, Cheng, 1980. "Missing data and maximum likelihood estimation," Economics Letters, Elsevier, vol. 6(3), pages 249-253.
- Hsiao, Cheng, 1979. "Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances," Econometrica, Econometric Society, vol. 47(2), pages 475-494, March.
- Hsiao, Cheng, 1979. "Causality tests in econometrics," Journal of Economic Dynamics and Control, Elsevier, vol. 1(4), pages 321-346, November.
- Hsiao, Cheng, 1979. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 10(2), pages 243-252, June.
- Hsiao, Cheng & Robinson, P M, 1978.
"Efficient Estimation of a Dynamic Error-Shock Model,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 467-479, June.
- Cheng Hsiao & P. M. Robinson, 1976. "Efficient Estimation of a Dynamic Error-Shock Model," NBER Working Papers 0157, National Bureau of Economic Research, Inc.
- Hsiao, Cheng, 1977. "Identification for a Linear Dynamic Simultaneous Error-Shock Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 181-194, February.
- Hsiao, Cheng, 1976. "Identification and Estimation of Simultaneous Equation Models with Measurement Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 319-339, June.
- Hsiao, Cheng, 1975. "Some Estimation Methods for a Random Coefficient Model," Econometrica, Econometric Society, vol. 43(2), pages 305-325, March.
- Hsiao, Cheng, 1974. "Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 12-30, February.
Chapters
- Cheng Hsiao & Qiankun Zhou, 2023. "Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals?," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 353-384, Emerald Group Publishing Limited.
- Cheng Hsiao & Shin-Huei Wang, 2022. "Mean Variance Portfolio Allocation," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 20, pages 743-752, Springer.
- Kannika Damrongplasit & Cheng Hsiao, 2022. "Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 61-79, Emerald Group Publishing Limited.
- Cheng Hsiao & Yan Shen & Qiankun Zhou, 2022. "Multiple Treatment Effects in Panel-Heterogeneity and Aggregation," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 81-101, Emerald Group Publishing Limited.
- Alexander Chudik & Cheng Hsiao & Allan Timmermann, 2022. "Introduction," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 1-6, Emerald Group Publishing Limited.
- Alexander Chudik & Cheng Hsiao & Allan Timmermann, 2022. "Introduction," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 1-5, Emerald Group Publishing Limited.
- Cheng Hsiao, 2020. "An Econometrician’s Perspective on Big Data," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 413-423, Emerald Group Publishing Limited.
- An Yonghong & Hsiao Cheng & Li Dong, 2016. "Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 47-65, Emerald Group Publishing Limited.
- Cheng Hsiao, 2014. "Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 205-239, Emerald Group Publishing Limited.
- Aigner, Dennis J. & Hsiao, Cheng & Kapteyn, Arie & Wansbeek, Tom, 1984. "Latent variable models in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 23, pages 1321-1393, Elsevier.
- Hsiao, Cheng, 1983. "Identification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 4, pages 223-283, Elsevier.
Books
- Hsiao,Cheng & Morimune,Kimio & Powell,James L. (ed.), 2011. "Nonlinear Statistical Modeling," Cambridge Books, Cambridge University Press, number 9780521169264, October.
- Hsiao,Cheng & Pesaran,M. Hashem & Lahiri,Kajal & Lee,Lung Fei (ed.), 2010. "Analysis of Panels and Limited Dependent Variable Models," Cambridge Books, Cambridge University Press, number 9780521131001, October.
- Hsiao,Cheng & Morimune,Kimio & Powell,James L. (ed.), 2001. "Nonlinear Statistical Modeling," Cambridge Books, Cambridge University Press, number 9780521662468, October.
- Hsiao,Cheng & Pesaran,M. Hashem & Lahiri,Kajal & Lee,Lung Fei (ed.), 1999. "Analysis of Panels and Limited Dependent Variable Models," Cambridge Books, Cambridge University Press, number 9780521631693, October.
Editorship
- Journal of Econometrics, Elsevier.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (15) 2001-05-02 2004-06-27 2005-06-14 2005-10-29 2006-06-10 2006-06-10 2007-01-23 2007-05-12 2007-06-02 2008-11-25 2013-02-16 2013-06-30 2017-09-03 2017-09-03 2018-04-23. Author is listed
- NEP-ETS: Econometric Time Series (9) 2001-05-02 2004-06-27 2004-08-02 2004-08-09 2005-06-14 2005-10-29 2007-01-23 2008-11-25 2013-02-16. Author is listed
- NEP-MAC: Macroeconomics (4) 2006-08-05 2006-10-28 2008-08-06 2014-05-09
- NEP-MON: Monetary Economics (4) 2002-07-04 2005-04-03 2008-08-06 2014-05-09
- NEP-CBA: Central Banking (2) 2002-07-04 2006-06-10
- NEP-DEV: Development (2) 2005-11-19 2006-10-28
- NEP-FMK: Financial Markets (2) 2005-04-03 2005-10-29
- NEP-LAW: Law and Economics (2) 2006-08-05 2006-10-28
- NEP-POL: Positive Political Economics (2) 2006-08-05 2006-10-28
- NEP-SEA: South East Asia (2) 2006-08-05 2014-05-09
- NEP-TRA: Transition Economics (2) 2005-10-29 2005-11-19
- NEP-AGR: Agricultural Economics (1) 2014-05-09
- NEP-CNA: China (1) 2005-11-19
- NEP-FDG: Financial Development and Growth (1) 2014-05-09
- NEP-FIN: Finance (1) 2005-10-29
- NEP-ORE: Operations Research (1) 2017-04-30
- NEP-PBE: Public Economics (1) 2006-10-28
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Cheng Hsiao should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.