cheng hsiao : Citation Profile


Are you cheng hsiao?

University of Southern California

21

H index

42

i10 index

2226

Citations

RESEARCH PRODUCTION:

98

Articles

55

Papers

2

Books

2

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   42 years (1974 - 2016). See details.
   Cites by year: 53
   Journals where cheng hsiao has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 36 (1.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phs10
   Updated: 2017-03-25    RAS profile: 2017-02-07    
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Relations with other researchers


Works with:

Wang, Cindy Shin-huei (3)

Fujiki, Hiroshi (3)

Liang, Zhongwen (2)

Bauwens, Luc (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with cheng hsiao.

Is cited by:

Pesaran, M (42)

Campos, Nauro (22)

Ciccarelli, Matteo (20)

Baltagi, Badi (18)

Sosvilla-Rivero, Simon (18)

Canova, Fabio (17)

Wong, Wing-Keung (17)

Chudik, Alexander (15)

Hayakawa, Kazuhiko (13)

Hu, Yingyao (12)

Delis, Manthos (12)

Cites to:

Pesaran, M (31)

Li, Qi (31)

Phillips, Peter (20)

Hausman, Jerry (14)

Arellano, Manuel (14)

Newey, Whitney (12)

Stock, James (12)

Granger, Clive (11)

Baltagi, Badi (10)

Bollerslev, Tim (10)

Fujiki, Hiroshi (9)

Main data


Where cheng hsiao has published?


Journals with more than one article published# docs
Journal of Econometrics29
International Economic Review6
Econometric Theory6
Journal of Applied Econometrics4
The Singapore Economic Review (SER)3
Econometrica3
Monetary and Economic Studies3
AStA Advances in Statistical Analysis3
Econometric Reviews3
China Economic Review3
Oxford Bulletin of Economics and Statistics2
Journal of Business & Economic Statistics2
Empirical Economics2
Journal of Economic Dynamics and Control2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Review of Economic Studies2
Pacific Economic Review2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
IEPR Working Papers / Institute of Economic Policy Research (IEPR)8
WISE Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University6
IZA Discussion Papers / Institute for the Study of Labor (IZA)3
CESifo Working Paper Series / CESifo Group Munich3
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Economic Growth Centre Working Paper Series / Nanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre2

Recent works citing cheng hsiao (2017 and 2016)


YearTitle of citing document
2016Moment restrictions and identification in linear dynamic panel data models. (2016). Han, Chirok ; Gorgens, Tue ; Xue, Sen . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-633.

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2016Search, Liquidity, and the Dynamics of House Prices and Construction: Corrigendum. (2016). Lloyd-Ellis, Huw ; Head, Allen ; Sun, Hongfei . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:4:p:1214-19.

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2016Determinants of the Hungarian forint/ US dollar exchange rate. (2016). Hsing, YU. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:163-170.

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2017Tariff Changes and the Margins of Trade: A Case Study of U.S. Agri-Food Imports. (2017). Grant, Jason H ; Hejazi, Mina ; Peterson, Everett . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:252756.

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2016Determinants of Depositors’ Behaviour: Heterogeneous Panel Estimates. (2016). Mammadov, Fuad ; Mammadova, Leyla ; Yusifzada, Leyla . In: Working Papers. RePEc:aze:wpaper:1603.

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2016Testing Subspace Granger Causality. (2016). Al-Sadoon, Majid. In: Working Papers. RePEc:bge:wpaper:850.

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2016Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach. (2016). Haupt, Harry ; Meier, Verena . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:455.

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2016Intraday dynamics of euro area sovereign credit risk contagion. (2016). Komarek, Lubos ; Ters, Kristyna . In: BIS Working Papers. RePEc:bis:biswps:573.

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2016Wage setting in the Colombian manufacturing industry. (2016). Sala, Hector ; Agudelo, Sonia A. In: The Economics of Transition. RePEc:bla:etrans:v:24:y:2016:i:1:p:99-134.

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2016REGIONAL VARIATIONS IN LABOR DEMAND ELASTICITY: EVIDENCE FROM U.S. COUNTIES. (2016). Maiti, Abhradeep ; Indra, Debarshi . In: Journal of Regional Science. RePEc:bla:jregsc:v:56:y:2016:i:4:p:635-658.

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2016Testing Monotonicity in Unobservables with Panel Data. (2016). Su, Liangjun ; hoderlein, stefan ; White, Halbert . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:892.

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2016Cannabis Control and Crime: Medicinal Use, Depenalization and the War on Drugs. (2016). Daniel, Lafave ; Arthur, Huber Iii ; Rebecca, Newman . In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:16:y:2016:i:4:p:35:n:6.

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2016Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion. (2016). Komarek, Lubos ; Ters, Kristyna . In: Working Papers. RePEc:cnb:wpaper:2016/04.

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2016Does Climate Aid Affect Emissions? Evidence from a Global Dataset. (2016). Intartaglia, Maurizio ; Bhattacharyya, Sambit ; McKay, Andy . In: CSAE Working Paper Series. RePEc:csa:wpaper:2016-09.

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2017Uniform Inference in Panel Autoregression. (2017). Chao, John ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2071.

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2016Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect. (2016). Khan, Faisal . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-27.

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2016Monetary Policy Response to Exchange Rates: An Empirical Investigation. (2016). Yagmur, Mete Han . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-14.

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2016Nonlinear and time-varying growth-tourism causality. (2016). Liu, Shiao-Yen ; Wu, Po-Chin ; Huang, Tsai-Yuan ; Hsiao, Juei-Ming . In: Annals of Tourism Research. RePEc:eee:anture:v:59:y:2016:i:c:p:45-59.

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2016Forecasting city arrivals with Google Analytics. (2016). Gunter, Ulrich ; Onder, Irem . In: Annals of Tourism Research. RePEc:eee:anture:v:61:y:2016:i:c:p:199-212.

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2016Poverty and vulnerability in the Punjab, Pakistan: A multilevel analysis. (2016). Mugera, Amin ; Azeem, Muhammad Masood ; Schilizzi, Steven . In: Journal of Asian Economics. RePEc:eee:asieco:v:44:y:2016:i:c:p:57-72.

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2016Tax reforms and stock return volatility: The case of Japan. (2016). Hayashida, Minoru ; Ono, Hiroyuki . In: Journal of Asian Economics. RePEc:eee:asieco:v:45:y:2016:i:c:p:1-14.

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2016Improved GMM estimation of panel VAR models. (2016). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:240-264.

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2016Generalized nonparametric smoothing with mixed discrete and continuous data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Li, Degui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:424-444.

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2016Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147.

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2017The impact of fiscal consolidations on the functional components of government expenditures. (2017). Castro, Vitor . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:138-150.

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2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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2016Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers. (2016). Escribano, Alvaro ; Blazsek, Szabolcs. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:145-163.

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2016Estimation of heterogeneous panels with structural breaks. (2016). Feng, Qu ; Baltagi, Badi ; Kao, Chihwa . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:176-195.

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2016Nonparametric errors in variables models with measurement errors on both sides of the equation. (2016). Lewbel, Arthur ; de Nadai, Michele . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:19-32.

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2016Sieve instrumental variable quantile regression estimation of functional coefficient models. (2016). Su, Liangjun ; Hoshino, Tadao. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:231-254.

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2016Statistical inference in a random coefficient panel model. (2016). Horvath, Lajos ; Trapani, Lorenzo . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:54-75.

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2016Consistent model specification tests based on k-nearest-neighbor estimation method. (2016). Li, Hongjun ; Liu, Ruixuan . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:187-202.

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2016Dynamic panels with threshold effect and endogeneity. (2016). shin, yongcheol ; Seo, Myunghwan . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:169-186.

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2017Estimation of average treatment effects with panel data: Asymptotic theory and implementation. (2017). Bell, David R ; Li, Kathleen T. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:65-75.

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2017Determining the number of factors when the number of factors can increase with sample size. (2017). Shi, Yutang ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:76-86.

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2016Courts in a transition economy: Case disposition and the quantity–quality tradeoff in Bulgaria. (2016). Grajzl, Peter ; Dimitrova-Grajzl, Valentina ; Zajc, Katarina ; Slavov, Atanas . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:18-38.

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2017Statistical testing of bounded rationality with applications to the newsvendor model. (2017). Sandal, Leif ; Lillestol, Jostein ; Jornsten, Kurt ; Andersson, Jonas ; Uboe, Jan . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:1:p:251-261.

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2016Leverage and asymmetric volatility: The firm-level evidence. (2016). Mazzotta, Stefano ; Ericsson, Jan ; Huang, Xiao . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:1-21.

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2016Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176.

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2017International oil price uncertainty and corporate investment: Evidence from Chinas emerging and transition economy. (2017). Cheung, Adrian (Wai-Kong) ; Wang, Yong ; Hu, Wei ; Ruan, Wenjuan ; Xiang, Erwei . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:330-339.

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2017The changing of the relationships between carbon footprints and final demand: Panel data evidence for 40 major countries. (2017). Del, Maria ; Sanchez-Braza, Antonio . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:8-20.

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2016How do household characteristics affect appliance usage? Application of conditional demand analysis to Japanese household data. (2016). Matsumoto, Shigeru . In: Energy Policy. RePEc:eee:enepol:v:94:y:2016:i:c:p:214-223.

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2016The low cost of quality improvements in the electricity distribution sector of Brazil. (2016). Phillips, Michelle ; Corton, Maria ; Zimmermann, Aneliese . In: Energy Policy. RePEc:eee:enepol:v:97:y:2016:i:c:p:485-493.

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2016Modeling stumpage markets using vector error correction vs. simultaneous equation estimation approach: A case of the Louisiana sawtimber market. (2016). Parajuli, Rajan ; Chang, Sun Joseph ; Zhang, Daowei . In: Forest Policy and Economics. RePEc:eee:forpol:v:70:y:2016:i:c:p:16-19.

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2016The United States-Canada softwood lumber trade: An actual versus optimal export tax. (2016). Sarangi, Sudipta ; Hill, Carter R ; Parajuli, Rajan ; Chang, Sun Joseph . In: Forest Policy and Economics. RePEc:eee:forpol:v:73:y:2016:i:c:p:112-119.

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2016Estimating welfare effects from supply shocks with dynamic factor demand models. (2016). Sohngen, Brent ; Daigneault, Adam J ; Kim, Sei Jin . In: Forest Policy and Economics. RePEc:eee:forpol:v:73:y:2016:i:c:p:41-51.

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2016What drives public health care expenditure growth? Evidence from Swiss cantons, 1970–2012. (2016). Colombier, Carsten ; Braendle, Thomas . In: Health Policy. RePEc:eee:hepoli:v:120:y:2016:i:9:p:1051-1060.

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2016Forecasting crude oil market volatility: A Markov switching multifractal volatility approach. (2016). Wang, Yudong ; Yang, LI ; Wu, Chongfeng . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:1-9.

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2016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan R ; Claeskens, Gerda ; Wang, Wendun . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

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2016Estimating the health impacts of food safety interventions: Optimal counterfactual selections via information criteria in small samples. (2016). Wang, Huiqiang . In: Food Policy. RePEc:eee:jfpoli:v:63:y:2016:i:c:p:44-52.

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2017The Ethiopian Commodity Exchange and spatial price dispersion. (2017). Andersson, Camilla ; Mannberg, Andrea ; Bezabih, Mintewab . In: Food Policy. RePEc:eee:jfpoli:v:66:y:2017:i:c:p:1-11.

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2016Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:137-164.

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2016Quantitative easing and the post-crisis surge in financial flows to developing countries. (2016). Mohapatra, Sanket ; Lim, Jamus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:331-357.

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2016Recovering the counterfactual wage distribution with selective return migration. (2016). Biavaschi, Costanza. In: Labour Economics. RePEc:eee:labeco:v:38:y:2016:i:c:p:59-80.

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2017Do trend extraction approaches affect causality detection in climate change studies?. (2017). GUPTA, RANGAN ; Mukherjee, Zinnia ; Huang, XU ; Hassani, Hossein ; Ghodsi, Mansi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:604-624.

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2016Exchange rate misalignment and export diversification in developing countries. (2016). Sekkat, Khalid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:1-14.

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2016Modelling optimal instrumental variables for dynamic panel data models. (2016). Arellano, Manuel. In: Research in Economics. RePEc:eee:reecon:v:70:y:2016:i:2:p:238-261.

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2016A spatial model of school district open enrollment choice. (2016). Flores-Lagunes, Alfonso ; Brasington, David ; Guci, Ledia . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:56:y:2016:i:c:p:1-18.

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2016The relationship between natural gas consumption and economic growth in OPEC members. (2016). solarin, sakiru ; Ozturk, Ilhan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:58:y:2016:i:c:p:1348-1356.

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2016Income inequality and the oil resource curse. (2016). Parcero, Osiris ; Papyrakis, Elissaios . In: Resource and Energy Economics. RePEc:eee:resene:v:45:y:2016:i:c:p:159-177.

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2016Democracy and policy stability. (2016). Dutt, Pushan ; Mobarak, Ahmed Mushfiq . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:499-517.

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2016Socioeconomic inequality in health in the British household panel: Tests of the social causation, health selection and the indirect selection hypothesis using dynamic fixed effects panel models. (2016). Foverskov, Else ; Holm, Anders . In: Social Science & Medicine. RePEc:eee:socmed:v:150:y:2016:i:c:p:172-183.

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2016A Blessing in Disguise? Banking Crises and Institutional Change. (2016). Andersson, Fredrik ; Ng, Fredrik . In: World Development. RePEc:eee:wdevel:v:83:y:2016:i:c:p:135-147.

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2017Women, Weather, and Woes: The Triangular Dynamics of Female-Headed Households, Economic Vulnerability, and Climate Variability in South Africa. (2017). Flato, Martin ; Pelser, Andre ; Muttarak, Raya . In: World Development. RePEc:eee:wdevel:v:90:y:2017:i:c:p:41-62.

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2016What is beneficial for first-time SME-exporters from a transition economy: A diversified or a focused export-strategy?. (2016). Kuncic, Aljaz ; Jaklič, Andreja ; Dikova, Desislava ; Kuni, Alja . In: Journal of World Business. RePEc:eee:worbus:v:51:y:2016:i:2:p:185-199.

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2017The location choice of foreign direct investments: Empirical evidence and methodological challenges. (2017). Weatherall, Cecilie ; Asmussen, Christian Geisler ; Bernhard, BO. In: Journal of World Business. RePEc:eee:worbus:v:52:y:2017:i:1:p:62-82.

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2016Vertical transmission of overweight: evidence from English adoptees. (2016). Costa-i-Font, Joan ; Costa-Font, Joan ; Jofre-Bonet, Mireia ; le Grand, Julian ; costa -Font, Joan . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60785.

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2016Energy Subsidy Reform in Egypt: The Gender – “Energy” Poverty Nexus. (2016). El-Hamidi, Fatma . In: Working Papers. RePEc:erg:wpaper:1055.

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2016Impact of road transport on foreign direct investment and economic growth: Empirical evidence from simultaneous equations model. (2016). Saidi, Samir . In: E3 Journal of Business Management and Economics.. RePEc:etr:series:v:7:y:2016:i:02:p:064-071.

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2017Sources of Borrowing and Fiscal Multipliers. (2017). Priftis, Romanos. In: Economics Working Papers. RePEc:eui:euiwps:eco2017/01.

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2017Endogenous Sanctioning Institutions and Migration Patterns: Experimental Evidence. (2017). Meraglia, Simone ; Cobo-Reyes, Ramon ; Katz, Gabriel . In: Discussion Papers. RePEc:exe:wpaper:1702.

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2016Technological uncertainty, market orientation and firms’ economic performance. (2016). Simoni, Michele ; Vagnani, Gianluca . In: MERCATI E COMPETITIVITÀ. RePEc:fan:mcmcmc:v:html10.3280/mc2016-002008.

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2016Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters. (2016). Xu, Wen . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:39-:d:80001.

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2016Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317974.

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2017Inference on Local Average Treatment Effects for Misclassified Treatment. (2017). Yanagi, Takahide . In: Discussion Papers. RePEc:hit:econdp:2017-02.

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2017External imbalances and growth. (2017). Tamarit, Cecilio ; Camarero, Mariam ; Peiro-Palomino, Jesus . In: Working Papers. RePEc:jau:wpaper:2017/02.

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2016DRIVERS OF PRIVATE SAVING IN SUB-SAHARAN AFRICAN COUNTRIES. (2016). Shawa, Ken Chamuva . In: Journal of Economic Development. RePEc:jed:journl:v:41:y:2016:i:2:p:77-110.

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2016Why is the South Korean growth experience different? An analysis of the differences of per capita GDP between South Korea and South Asian countries. (2016). Khandker, Abeer. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:49:y:2016:i:1:d:10.1007_s10644-015-9173-7.

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2016Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates. (2016). Zeng, Jing . In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:2:d:10.1007_s10663-016-9330-x.

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2016Changing Political Regimes and Tropical Deforestation. (2016). Amacher, Gregory S. In: Environmental & Resource Economics. RePEc:kap:enreec:v:64:y:2016:i:3:d:10.1007_s10640-015-9880-6.

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2016Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area. (2016). Kremer, Manfred. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:13:y:2016:i:1:d:10.1007_s10368-015-0325-z.

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2016Do Auditing and Reporting Standards Affect Firms’ Ethical Behaviours? The Moderating Role of National Culture. (2016). Karaibrahimoglu, Yasemin Zengin ; Cangarli, Burcu Guneri . In: Journal of Business Ethics. RePEc:kap:jbuset:v:139:y:2016:i:1:d:10.1007_s10551-015-2571-y.

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2017What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU?. (2017). Pipień, Mateusz ; Olszak, Małgorzata ; Kowalska, Iwona ; Roszkowska, Sylwia . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:51:y:2017:i:1:d:10.1007_s10693-015-0238-6.

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2016Examining the effects of out-of-home and in-home constraints on leisure activity participation in different seasons of the year. (2016). Franklin, Joel P ; Susilo, Yusak O ; Termida, Nursitihazlin Ahmad . In: Transportation. RePEc:kap:transp:v:43:y:2016:i:6:d:10.1007_s11116-016-9717-3.

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2016The Effect of Country Risk on Foreign Direct Investment: A Dynamic Panel Data Analysis for Developing Countries. (2016). Topal, Mehmet H ; Gul, Ozlem S. In: Journal of Economics Library. RePEc:ksp:journ5:v:3:y:2016:i:1:p:141-155.

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2016Trade in parts and components across Europe. (2016). Kočenda, Evžen ; Kocenda, Evzen ; Hanousekb, Jan ; Frenscha, Richard . In: KIER Working Papers. RePEc:kyo:wpaper:939.

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2016Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16036.

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2016Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16036r.

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2016Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. (2016). Kiviet, Jan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1508.

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2016A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices. (2016). Kiviet, Jan ; Chen, Zhenxi. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1606.

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2016What Do Performance Appraisals Do?. (2016). Conyon, Martin ; Cappelli, Peter . In: NBER Working Papers. RePEc:nbr:nberwo:22400.

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2016On the behaviour of the functional components ofgovernment expenditures during fiscal consolidations. (2016). Castro, Vitor . In: NIPE Working Papers. RePEc:nip:nipewp:11/2016.

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2016GLOBAL COMPETITIVENESS AND ECONOMIC GROWTH: A ONE-WAY OR TWO-WAY RELATIONSHIP?. (2016). olczyk, magdalena ; Kordalska, Aleksandra. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:1:p:121-142.

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2016Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects. (2016). Abonazel, Mohamed. In: MPRA Paper. RePEc:pra:mprapa:70628.

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2016The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis. (2016). Masih, Abul ; Ariff, Muhammad ; Halim, Asyraf Abdul . In: MPRA Paper. RePEc:pra:mprapa:72093.

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2016Determinants of depositors’ behaviour: Heterogeneous panel estimates. (2016). Yusifzada, Leyla ; Mammadova, Leyla ; Yusifzade, Leyla . In: MPRA Paper. RePEc:pra:mprapa:72159.

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2016Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects. (2016). Abonazel, Mohamed. In: MPRA Paper. RePEc:pra:mprapa:72587.

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2017The Macroeconomic Determinants of Stock Market Development: Evidence from South Africa. (2017). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:76493.

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2017Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76556.

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2017The Macroeconomic Determinants of Stock Market Development: Evidence from Malaysia. (2017). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:77232.

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2016DETERMINANTS OF FDI IN THE NEW EU MEMBER STATES. (2016). Popovici, Oana. In: Romanian Economic Business Review. RePEc:rau:journl:v:11:y:2016:i:2:p:173-182.

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More than 100 citations found, this list is not complete...

cheng hsiao is editor of


Journal
Journal of Econometrics

cheng hsiao has edited the books:


YearTitleTypeCited

Works by cheng hsiao:


YearTitleTypeCited
1986Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada In: The Energy Journal.
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article1
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
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paper126
2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 126
paper
2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
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This paper has another version. Agregated cites: 126
article
2001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126
paper
1995A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article16
1994A Bayesian Integration of End-Use Metering and Conditional Demand Analysis..(1994) In: Southern California - Department of Economics.
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paper
2010Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia In: Journal of Business & Economic Statistics.
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article13
2000Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy In: The Japanese Economic Review.
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article0
2001 Do High Interest Rates Appreciate Exchange Rates during Crisis? The Korean Evidence. In: Oxford Bulletin of Economics and Statistics.
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article12
2012Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
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article10
2006MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINAS TOWN AND VILLAGE ENTERPRISES In: Pacific Economic Review.
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article0
2011ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINAS GROWTH In: Pacific Economic Review.
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article2
2002High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views. In: Review of International Economics.
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article16
2015The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis In: The World Economy.
[Full Text][Citation analysis]
article0
2013Real-Time Monitoring Test for Realized Volatility In: Journal of Time Series Econometrics.
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article0
2004‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics.
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paper25
2004Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series.
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paper
2004Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers.
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2004Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers.
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2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models In: Cambridge Working Papers in Economics.
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paper6
2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: CESifo Working Paper Series.
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2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model.(2007) In: DNB Working Papers.
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paper
2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: IZA Discussion Papers.
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paper
1998Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models In: Cambridge Working Papers in Economics.
[Citation analysis]
paper25
2008An easy test for two stationary long processes being uncorrelated via AR approximations In: CORE Discussion Papers.
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paper0
2012Forecasting long memory processes subject to structural breaks In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper0
2002Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper21
2005Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy.(2005) In: Journal of Applied Econometrics.
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article
2004Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy.(2004) In: IEPR Working Papers.
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2006Crises, What Crises? In: CEPR Discussion Papers.
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paper4
2006Crises, What Crises?.(2006) In: IZA Discussion Papers.
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paper
2001An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services In: Annals of Economics and Finance.
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article0
2015Analysis of Panel Data In: Cambridge Books.
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book0
2015Analysis of Panel Data.(2015) In: Cambridge Books.
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book
2001A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS In: Econometric Theory.
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article8
2001IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS In: Econometric Theory.
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article3
2012MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS In: Econometric Theory.
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article1
1986Estimation of a Structural Equation when Reduced Form Coefficients are Known In: Econometric Theory.
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article0
1988Estimation of a Structural Equation when Reduced-Form Coefficients Are Known.(1988) In: Econometric Theory.
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article
1975Some Estimation Methods for a Random Coefficient Model. In: Econometrica.
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article14
1979Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances. In: Econometrica.
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article2
1997Cointegration and Dynamic Simultaneous Equations Model In: Econometrica.
[Citation analysis]
article46
2007Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models In: Econometrics Journal.
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article1
2006Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models.(2006) In: IEPR Working Papers.
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2007Two-stage estimation of limited dependent variable models with errors-in-variables In: Econometrics Journal.
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article0
2009Chinas health care reform: A tentative assessment In: China Economic Review.
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article17
2012Impact of CEPA on the labor market of Hong Kong In: China Economic Review.
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article1
2015Evaluating the effectiveness of Chinas financial reform—The efficiency of Chinas domestic banks In: China Economic Review.
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article0
2016Evaluating the Effectiveness of Chinas Financial Reform The Efficiency of Chinas Domestic Banks.(2016) In: WISE Working Papers.
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This paper has another version. Agregated cites: 0
paper
1979Causality tests in econometrics In: Journal of Economic Dynamics and Control.
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article35
1982Autoregressive modeling and causal ordering of economic variables In: Journal of Economic Dynamics and Control.
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article38
1983Identification In: Handbook of Econometrics.
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chapter3
1984Latent variable models in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter46
1980Missing data and maximum likelihood estimation In: Economics Letters.
[Full Text][Citation analysis]
article1
2001Open forum on the current state and future challenges of econometrics In: Journal of Econometrics.
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article0
2001Studies in Estimation and Testing In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2002Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods In: Journal of Econometrics.
[Full Text][Citation analysis]
article85
1979Linear regression using both temporally aggregated and temporally disaggregated data In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
2003Consistent specification tests for semiparametric/nonparametric models based on series estimation methods In: Journal of Econometrics.
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article29
2004Robust estimation of generalized linear models with measurement errors In: Journal of Econometrics.
[Full Text][Citation analysis]
article17
2006Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2005Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007A consistent model specification test with mixed discrete and continuous data In: Journal of Econometrics.
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article79
2006A Consistent Model Specification Test with Mixed Discrete and Continuous Data.(2006) In: IEPR Working Papers.
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This paper has another version. Agregated cites: 79
paper
2008Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients In: Journal of Econometrics.
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article3
2009Announcement of the establishment of the Amemiya lecture series In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2009Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment In: Journal of Econometrics.
[Full Text][Citation analysis]
article16
2011Measuring correlations of integrated but not cointegrated variables: A semiparametric approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2011Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
2013Forecasting a long memory process subject to structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]
article5
2014Model specification test with correlated but not cointegrated variables In: Journal of Econometrics.
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article0
2014Is there an optimal forecast combination? In: Journal of Econometrics.
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article10
2015Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake In: Journal of Econometrics.
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article4
2013Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake.(2013) In: IMES Discussion Paper Series.
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This paper has another version. Agregated cites: 4
paper
2015IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large In: Journal of Econometrics.
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article2
2015Testing error serial correlation in fixed effects nonparametric panel data models In: Journal of Econometrics.
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article0
2015Statistical inference for panel dynamic simultaneous equations models In: Journal of Econometrics.
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article4
1982Formulation and estimation of dynamic models using panel data In: Journal of Econometrics.
[Full Text][Citation analysis]
article791
1984Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
1989Consistent estimation for some nonlinear errors-in-variables models In: Journal of Econometrics.
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article24
1988CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS.(1988) In: Southern California - Department of Economics.
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This paper has another version. Agregated cites: 24
paper
1990A statistical perspective on insurance rate-making In: Journal of Econometrics.
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article2
1989A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING..(1989) In: Southern California - Department of Economics.
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This paper has another version. Agregated cites: 2
paper
1993Editors introduction In: Journal of Econometrics.
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article0
1993Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles In: Journal of Econometrics.
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article29
1992Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles..(1992) In: Southern California - Department of Economics.
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This paper has another version. Agregated cites: 29
paper
1993A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service In: Journal of Econometrics.
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article9
1992A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service..(1992) In: California Irvine - School of Social Sciences.
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This paper has another version. Agregated cites: 9
paper
1998Testing serial correlation in semiparametric panel data models In: Journal of Econometrics.
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article21
1998Modeling survey response bias - with an analysis of the demand for an advanced electronic device In: Journal of Econometrics.
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article8
2005The relationship between stock returns and volatility in international stock markets In: Journal of Empirical Finance.
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article28
1998Shares versus Residual Claimant Contracts: The Case of Chinese TVEs In: Journal of Comparative Economics.
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article16
2000Market Values of Environmental Amenities: A Latent Variable Approach In: Journal of Housing Economics.
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article1
2011Comparison of forecasting methods with an application to predicting excess equity premium In: Mathematics and Computers in Simulation (MATCOM).
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article0
1981Autoregressive modelling and money-income causality detection In: Journal of Monetary Economics.
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article139
1989Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach In: Regional Science and Urban Economics.
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article18
1989MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH.(1989) In: Southern California - Department of Economics.
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paper
1999Interest rate stabilization of exchange rates and contagion in the Asian crisis countries In: Proceedings.
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article13
1992Logit and Probit Models. In: Southern California - Department of Economics.
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paper11
1992Nonlinear Latent Variable Models. In: Southern California - Department of Economics.
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paper4
1992Random Coefficients Models. In: Southern California - Department of Economics.
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paper8
1992Panel Analysis for Metric Data. In: Southern California - Department of Economics.
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paper0
1993Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand. In: Southern California - Department of Economics.
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1994Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand..(1994) In: Journal of Applied Econometrics.
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article
1993A Framework for Regional Modeling and Impact Analysis - An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada. In: Southern California - Department of Economics.
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paper1
1988A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION. In: Southern California - Department of Economics.
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paper4
1989IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA. In: Tilburg - Center for Economic Research.
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paper10
1991Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data.(1991) In: Review of Economic Studies.
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1989Identification and Estimation of Dichotomous Latent Variables Models using Panel Data.(1989) In: Discussion Paper.
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1974Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects. In: International Economic Review.
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1976Identification and Estimation of Simultaneous Equation Models with Measurement Error. In: International Economic Review.
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1977Identification for a Linear Dynamic Simultaneous Error-Shock Model. In: International Economic Review.
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1978Efficient Estimation of a Dynamic Error-Shock Model. In: International Economic Review.
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1976Efficient Estimation of a Dynamic Error-Shock Model.(1976) In: NBER Working Papers.
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1985Multinomial Logit Specification Tests. In: International Economic Review.
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2000Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method. In: International Economic Review.
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article4
2008Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities In: IMES Discussion Paper Series.
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paper2
2013Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities.(2013) In: WISE Working Papers.
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paper
1998Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand In: Monetary and Economic Studies.
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article3
2002Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis In: Monetary and Economic Studies.
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article10
2008Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities In: Monetary and Economic Studies.
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article1
2006The emerging market crisis and stock market linkages: further evidence In: Journal of Applied Econometrics.
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article21
2005The Emerging Market Crisis and Stock Market Linkages: Further Evidence.(2005) In: IEPR Working Papers.
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2007Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients In: Journal of Applied Econometrics.
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2010The Role of China in Asian Monetary Integration In: Chinese Economy.
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2013Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors In: Monash Econometrics and Business Statistics Working Papers.
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2005Should China Let Her Exchange Rate Float? — the Experience of Developing Countries In: Economic Growth Centre Working Paper Series.
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2005Longitudinal Data Analysis In: Economic Growth Centre Working Paper Series.
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1977Money And Income, Causality Detection In: NBER Working Papers.
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1997Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration In: Review of Economic Studies.
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2002Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions In: Computing in Economics and Finance 2002.
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2005Intertemporal Asset Allocation with Inflation-Indexed Bonds In: Computing in Economics and Finance 2005.
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2005The Transition Process in China: a Theoretical and Empirical Study In: Computing in Economics and Finance 2005.
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2005Why Panel Data? In: IEPR Working Papers.
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paper5
2005WHY PANEL DATA?.(2005) In: The Singapore Economic Review (SER).
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article
2006Panel Data Analysis - Advantages and Challenges In: IEPR Working Papers.
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2007Panel data analysis—advantages and challenges.(2007) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2013Panel Data Analysis - Advantages and Challenges.(2013) In: WISE Working Papers.
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2011Introduction to the special issue: interdisciplinary aspects of panel data analysis In: AStA Advances in Statistical Analysis.
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2011Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity In: AStA Advances in Statistical Analysis.
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2011A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris In: AStA Advances in Statistical Analysis.
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1992Econometric Modelling of Canadian Long Distance Calling: A Comparison of Aggregate Time Series versus Point-to-Point Panel Data Approaches. In: Empirical Economics.
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2015Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach In: Empirical Economics.
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2016Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large In: Statistical Methods & Applications.
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2007Rejoinder on: Panel data analysis—advantages and challenges In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2003In Memoriam: G. S. Maddala In: Econometric Reviews.
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2015Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process In: Econometric Reviews.
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2015Local Linear Estimation of a Nonparametric Cointegration Model In: Econometric Reviews.
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2010Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms In: Journal of Development Studies.
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2003Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization In: Economic Development and Cultural Change.
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2012A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA In: Journal of Applied Econometrics.
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2009DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE In: The Singapore Economic Review (SER).
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2012THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS In: The Singapore Economic Review (SER).
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2013Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age In: WISE Working Papers.
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2013Some Thoughts on East Asian Economic Growth In: WISE Working Papers.
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2016Panel Macroeconometric Modeling In: WISE Working Papers.
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