cheng hsiao : Citation Profile


Are you cheng hsiao?

University of Southern California

22

H index

42

i10 index

2362

Citations

RESEARCH PRODUCTION:

97

Articles

58

Papers

2

Books

4

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   43 years (1974 - 2017). See details.
   Cites by year: 54
   Journals where cheng hsiao has often published
   Relations with other researchers
   Recent citing documents: 232.    Total self citations: 38 (1.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phs10
   Updated: 2017-11-24    RAS profile: 2017-10-06    
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Relations with other researchers


Works with:

Zhou, Qiankun (4)

Fujiki, Hiroshi (3)

Wang, Cindy Shin-huei (3)

Liang, Zhongwen (3)

Li, Degui (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 (45)

Campos, Nauro (22)

Baltagi, Badi (18)

Sosvilla-Rivero, Simon (18)

Wong, Wing-Keung (17)

Nugent, Jeffrey (17)

Ciccarelli, Matteo (16)

Phillips, Peter (15)

Chudik, Alexander (13)

Hayakawa, Kazuhiko (13)

Canova, Fabio (13)

Cites to:

Li, Qi (32)

Pesaran, M (32)

Phillips, Peter (20)

Arellano, Manuel (18)

Hausman, Jerry (15)

Newey, Whitney (14)

Stock, James (14)

Heckman, James (11)

Watson, Mark (11)

Granger, Clive (11)

Bollerslev, Tim (10)

Main data


Where cheng hsiao has published?


Journals with more than one article published# docs
Journal of Econometrics29
International Economic Review6
Econometric Theory6
Econometric Reviews4
Journal of Applied Econometrics4
China Economic Review4
Monetary and Economic Studies3
Econometrica3
AStA Advances in Statistical Analysis3
Review of Economic Studies2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Journal of Business & Economic Statistics2
Oxford Bulletin of Economics and Statistics2
Journal of Economic Dynamics and Control2
Econometrics Journal2
Pacific Economic Review2
Empirical Economics2

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
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Economic Growth Centre Working Paper Series / Nanyang Technological University, School of 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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2017The influence of VAT on prices and inflation rate. Romania case. (2017). Brezeanu, Petre ; Ioni, Claudiu ; Ibadula, Birol ; Vlad, Cristina . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:106-114.

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2017The role of education in poverty alleviation. (2017). Paraschiv, Cristina Irina . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:115-134.

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2017The relationship between sales value, salary expenses and corporate social responsibility in the Romanian pharmaceutical sector. (2017). Vilcu, Constantin Lucian . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:17-26.

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2017Comparative analysis of evaluation models in insurance solvency. (2017). Istrate, Costin Andrei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:27-36.

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2017Determinants of effective corporate tax rate. Empirical evidence from listed companies in Eastern European Stock Exchanges. (2017). Vintila, Georgeta ; Gherghina, Tefan Cristian ; Punescu, Radu Alin . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:37-46.

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2017Conservatism, corporate governance and audit quality: A study at Istanbul Stock Exchange. (2017). GOR, Yusuf ; Tasar, Izzet ; KARAKUS, Rifat . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:47-56.

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2017Rentability and risk in trading financial titles on the Romanian capital market. (2017). Balte, Nicolae . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:57-64.

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2017Social assistance efficiency in Romanian labor market context. (2017). Serbanescu, Cosmin ; Vintilescu-Belciug, Adrian . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:65-76.

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2017Financing medical services in Romania’s health system. (2017). Bogdan, Tatiana . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:7-16.

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2017How much is the listed enterprise worth? The price multipliers’ approach. (2017). ION (MANU), MADALINA ; Ilie, Vasile ; Vasile, Ilie . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:77-82.

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2017Digital innovation the new paradigm for financial services industry. (2017). Brtanu, Vlad . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:83-94.

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2017Determine the most important of the early guidance indicators about banks continuation or their financial failure from the point of view of the external auditor by using factor analysis. Case study in. (2017). Almajid, Fedaa Abd ; Atiyah, Latif ; Saud, Zaid Yaseen ; Shlaka, Jawad Kadhim ; Hadi, Fadel Hamid . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:special:p:95-106.

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

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2017Matrix Completion Methods for Causal Panel Data Models. (2017). Athey, Susan ; Khosravi, Khashayar ; Imbens, Guido ; Doudchenko, Nikolay ; Bayati, Mohsen . In: Papers. RePEc:arx:papers:1710.10251.

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

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2017High growth firms in employment and productivity: dynamic interactions and the role of financial constraints?. (2017). Moral-Benito, Enrique ; Puente, Sergio ; Guillamon, Cristina . In: Working Papers. RePEc:bde:wpaper:1718.

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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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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2016Cannabis Control and Crime: Medicinal Use, Depenalization and the War on Drugs. (2016). LaFave, Daniel ; 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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2017Co-integration and control: assessing the impact of events using time series data. (2017). Harvey, A ; Thiele, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1731.

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2016The Geography of City Liveliness and Land Use Configurations: Evidence from Location-Based Big Data in Beijing. (2016). Wu, Wenjie ; Wang, Jianghao ; Li, Chengyu . In: SERC Discussion Papers. RePEc:cep:sercdp:0201.

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2017A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels. (2017). Pesaran, M ; Chudik, Alexander . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6688.

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2017Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis.. (2017). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:805.

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2016IMPACT OF STRUCTURAL BREAKS PRESENCE ON ECONOMIC DEVELOPMENT OF EMERGING COUNTRIES. (2016). Ketenci, Natalya ; Aydoan, Ebru Tomris ; Uslu, Aara Levent . In: Journal Articles. RePEc:cmk:journl:y:2016:p:5-21.

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

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2017Structural breaks in panel data: Large number of panels and short length time series. (2017). Horvath, Lajos ; Hanousek, Jan ; Antoch, Jaromir ; Wang, Shixuan ; Huskova, Marie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11891.

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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). Phillips, Peter ; Chao, John ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2071.

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2016Tribute to T. W. Anderson. (2016). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2081.

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2017Effect of FDI on real per capita GDP Growth: A Rolling Window Panel Analysis of 60 countries, 1982-2011. (2017). Naanwaab, Cephas ; Edwards, Jeffrey ; Romero, Alfredo A. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:17:y:2017:i:1_2.

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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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2017Capital Structure Choices and Behavioral Biases: An Application to a Panel of US Industrial Companies. (2017). Esghaier, Ridha. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-71.

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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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2017The role of infrastructure in China’s regional economic growth. (2017). Shi, Yingying ; Guo, Shen ; Sun, Puyang . In: Journal of Asian Economics. RePEc:eee:asieco:v:49:y:2017:i:c:p:26-41.

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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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2017Median-based estimation of dynamic panel models with fixed effects. (2017). Dhaene, Geert ; Zhu, YU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:398-423.

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2017Market failures and misallocation. (2017). Shenoy, Ajay. In: Journal of Development Economics. RePEc:eee:deveco:v:128:y:2017:i:c:p:65-80.

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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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2018Costs of Livestock Depredation by Large Carnivores in Sweden 2001 to 2013. (2018). Elofsson, Katarina ; Widman, Marit . In: Ecological Economics. RePEc:eee:ecolec:v:143:y:2018:i:c:p:188-198.

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2017An alternative bandwidth selection method for estimating functional coefficient models. (2017). Chen, Xirong ; Li, QI ; Huang, Ta-Cheng . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:27-31.

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2017Purchasing power parity across eight worlds. (2017). Morrison, Michael ; Fontenla, Matias . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:62-66.

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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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2017Many IVs estimation of dynamic panel regression models with measurement error. (2017). Zhou, Qiankun ; Moon, Hyungsik Roger ; Lee, Nayoung . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:251-259.

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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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2017Determinants of discretionary fiscal policy in Central and Eastern Europe. (2017). Randjelovic, Sasa ; Nojkovic, Aleksandra ; Arsic, Milojko . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:3:p:367-378.

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2017Statistical testing of bounded rationality with applications to the newsvendor model. (2017). Ubøe, Jan ; Sandal, Leif ; Lillestøl, Jostein ; 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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2017The relationship between energy demand and real GDP growth rate: The role of price asymmetries and spatial externalities within 34 countries across the globe. (2017). Karkalakos, Sotiris ; Asteriou, Dimitrios ; Fotis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:69-84.

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2017Dynamics of electricity consumption, oil price and economic growth: Global perspective. (2017). Shahbaz, Muhammad ; Malik, Muhammad Nasir ; Chen, Wei ; Sarwar, Suleman . In: Energy Policy. RePEc:eee:enepol:v:108:y:2017:i:c:p:256-270.

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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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2017Residential energy environmental Kuznets curve in the EU-28. (2017). Del, Maria ; Sanchez-Braza, Antonio . In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:44-54.

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2017The failure of Energy-Economy Nexus: A meta-analysis of 104 studies. (2017). Hajko, Vladimir. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:771-787.

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2017Foreign portfolio equity holdings and capital gains taxation. (2017). Mishra, Anil ; Anwar, Sajid . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:54-68.

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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 ; 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). Daigneault, Adam ; Sohngen, Brent ; 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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2017Reforming voluntary drug insurance in Russian healthcare: does social solidarity matter?. (2017). Gerry, Christopher J ; Kaneva, Maria ; Zasimova, Liudmila . In: Health Policy. RePEc:eee:hepoli:v:121:y:2017:i:11:p:1177-1185.

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2017Investigating the causality links between environmental quality, foreign direct investment and economic growth in MENA countries. (2017). Abdouli, Mohamed ; Hammami, Sami . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:2:p:264-278.

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2017Energy taxes, reforms and income inequality: An empirical cross-country analysis. (2017). Zipperer, Vera ; Rousselière, Damien ; Oueslati, Walid ; Dimitropoulos, Alexandros ; Rousseliere, Damien . In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:80-95.

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2017Bank-sovereign contagion in the Eurozone: A panel VAR Approach. (2017). Georgoutsos, Dimitris ; Moratis, George . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:146-159.

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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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2018Some theoretical results on forecast combinations. (2018). Chan, Felix ; Pauwels, Laurent L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:64-74.

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2017New business formation and the productivity of manufacturing incumbents: Effects and mechanisms. (2017). Fritsch, Michael ; Changoluisa, Javier . In: Journal of Business Venturing. RePEc:eee:jbvent:v:32:y:2017:i:3:p:237-259.

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2017Political cycles in public expenditure: butter vs guns. (2017). NAVAS, ANTONIO ; Efthyvoulou, Georgios ; Bove, Vincenzo. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:45:y:2017:i:3:p:582-604.

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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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2017On the conditional effects of IMF program participation on output growth. (2017). Binder, Michael ; Bluhm, Marcel . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:192-214.

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2017Emerging and developing economies: Entering a rough patch or protracted low gear?. (2017). Gupta, Rupa Dutta ; Narita, Futoshi ; Duttagupta, Rupa. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:4:p:680-698.

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2017Gas and electricity demand in Spanish manufacturing industries: An analysis using homogeneous and heterogeneous estimators. (2017). Peasco, Cristina ; Romero-Jordan, Desiderio ; del Rio, Pablo . In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:45-60.

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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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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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paper136
2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series.
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paper
2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
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article
2001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001.
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paper
1995A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis. In: Journal of Business & Economic Statistics.
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article18
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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2000Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy In: The Japanese Economic Review.
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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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article17
2015The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis In: The World Economy.
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article0
2013Real-Time Monitoring Test for Realized Volatility In: Journal of Time Series Econometrics.
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2004‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics.
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paper27
2004Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series.
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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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2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model.(2007) In: DNB Working Papers.
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2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: IZA Discussion Papers.
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2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: CESifo Working Paper Series.
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1998Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models In: Cambridge Working Papers in Economics.
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2008An easy test for two stationary long processes being uncorrelated via AR approximations In: CORE Discussion Papers.
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2012Forecasting long memory processes subject to structural breaks In: CORE Discussion Papers.
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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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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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2006Crises, What Crises?.(2006) In: IZA Discussion Papers.
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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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2015Analysis of Panel Data In: Cambridge Books.
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2015Analysis of Panel Data.(2015) In: Cambridge Books.
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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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1988Estimation of a Structural Equation when Reduced-Form Coefficients Are Known.(1988) In: Econometric Theory.
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1975Some Estimation Methods for a Random Coefficient Model. In: Econometrica.
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1979Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances. In: Econometrica.
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1997Cointegration and Dynamic Simultaneous Equations Model In: Econometrica.
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2007Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models In: Econometrics Journal.
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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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2009Chinas health care reform: A tentative assessment In: China Economic Review.
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2012Impact of CEPA on the labor market of Hong Kong In: China Economic Review.
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2015Evaluating the effectiveness of Chinas financial reform—The efficiency of Chinas domestic banks In: China Economic Review.
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2016Evaluating the Effectiveness of Chinas Financial Reform The Efficiency of Chinas Domestic Banks.(2016) In: WISE Working Papers.
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2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach In: China Economic Review.
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article0
1979Causality tests in econometrics In: Journal of Economic Dynamics and Control.
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article32
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.
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chapter46
1980Missing data and maximum likelihood estimation In: Economics Letters.
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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.
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article0
2002Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods In: Journal of Econometrics.
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article91
1979Linear regression using both temporally aggregated and temporally disaggregated data In: Journal of Econometrics.
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article7
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.
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article17
2006Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process In: Journal of Econometrics.
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article0
2005Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process.(2005) In: IEPR Working Papers.
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2007A consistent model specification test with mixed discrete and continuous data In: Journal of Econometrics.
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2006A Consistent Model Specification Test with Mixed Discrete and Continuous Data.(2006) In: IEPR Working Papers.
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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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article4
2009Announcement of the establishment of the Amemiya lecture series In: Journal of Econometrics.
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article0
2009Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment In: Journal of Econometrics.
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article19
2011Measuring correlations of integrated but not cointegrated variables: A semiparametric approach In: Journal of Econometrics.
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article1
2011Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models In: Journal of Econometrics.
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article8
2013Forecasting a long memory process subject to structural breaks In: Journal of Econometrics.
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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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article11
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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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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article3
2015Testing error serial correlation in fixed effects nonparametric panel data models In: Journal of Econometrics.
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2015Statistical inference for panel dynamic simultaneous equations models In: Journal of Econometrics.
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article5
1982Formulation and estimation of dynamic models using panel data In: Journal of Econometrics.
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article826
1984Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census In: Journal of Econometrics.
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article2
1989Consistent estimation for some nonlinear errors-in-variables models In: Journal of Econometrics.
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article25
1988CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS.(1988) In: Southern California - Department of Economics.
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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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1993Editors introduction In: Journal of Econometrics.
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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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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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1998Testing serial correlation in semiparametric panel data models In: Journal of Econometrics.
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article23
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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article29
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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1981Autoregressive modelling and money-income causality detection In: Journal of Monetary Economics.
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article144
1989Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach In: Regional Science and Urban Economics.
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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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2014Panel Macroeconometric Modeling: This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics. In: Advances in Econometrics.
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2016Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models In: Advances in Econometrics.
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1999Interest rate stabilization of exchange rates and contagion in the Asian crisis countries In: Proceedings.
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1992Logit and Probit Models. In: Southern California - Department of Economics.
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1992Nonlinear Latent Variable Models. In: Southern California - Department of Economics.
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1992Random Coefficients Models. In: Southern California - Department of Economics.
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1992Panel Analysis for Metric Data. In: Southern California - Department of Economics.
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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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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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1988A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION. In: Southern California - Department of Economics.
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1989IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA. In: Tilburg - Center for Economic Research.
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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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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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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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1998Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand In: Monetary and Economic Studies.
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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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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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2006The emerging market crisis and stock market linkages: further evidence In: Journal of Applied Econometrics.
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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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2017JIVE for Panel Dynamic Simultaneous Equations Models In: Departmental Working Papers.
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2017Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models In: Departmental Working Papers.
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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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2017Recursive estimation in large panel data models: Theory and practice 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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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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2015Local Linear Estimation of a Nonparametric Cointegration Model In: Econometric Reviews.
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2017Estimation of semi-varying coefficient models with nonstationary regressors 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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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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