cheng hsiao : Citation Profile

University of Southern California

29

H index

60

i10 index

5328

Citations

RESEARCH PRODUCTION:

122

Articles

59

Papers

11

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   50 years (1974 - 2024). See details.
   Cites by year: 106
   Journals where cheng hsiao has often published
   Relations with other researchers
   Recent citing documents: 296.    Total self citations: 47 (0.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phs10
   Updated: 2025-12-27    RAS profile: 2025-04-07    
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Relations with other researchers

Works with:

Zhou, Qiankun (3)

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

Is cited by:

Pesaran, Mohammad (77)

Baltagi, Badi (41)

Sosvilla-Rivero, Simon (37)

Phillips, Peter (35)

Gómez-Puig, Marta (34)

GAO, Jiti (31)

Sarafidis, Vasilis (28)

BRESSON, Georges (27)

Campos, Nauro (26)

Zhou, Qiankun (24)

Chudik, Alexander (24)

Cites to:

Pesaran, Mohammad (55)

Li, Qi (43)

Phillips, Peter (35)

Heckman, James (22)

Arellano, Manuel (20)

Powell, James (14)

Stock, James (14)

Newey, Whitney (14)

Bai, Jushan (14)

Hausman, Jerry (14)

Fujiki, Hiroshi (13)

Main data

Where cheng hsiao has published?

Journals with more than one article published# docs
Journal of Econometrics32
Econometric Reviews8
International Economic Review6
The Singapore Economic Review (SER)5
Econometric Theory5
Journal of Applied Econometrics4
Empirical Economics4
China Economic Review4
Journal of Applied Econometrics4
Monetary and Economic Studies3
Econometrica3
AStA Advances in Statistical Analysis3
Pacific Economic Review3
Econometrics Journal2
Review of Pacific Basin Financial Markets and Policies (RPBFMP)2
The Review of Economic Studies2
Journal of Business & Economic Statistics2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Oxford Bulletin of Economics and Statistics2
Economics Letters2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
IEPR Working Papers / Institute of Economic Policy Research (IEPR)8
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University6
CESifo Working Paper Series / CESifo3
IZA Discussion Papers / Institute of Labor Economics (IZA)3
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
NBER Working Papers / National Bureau of Economic Research, Inc2
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan2
Economic Growth Centre Working Paper Series / Nanyang Technological University, School of Social Sciences, Economic Growth Centre2

Recent works citing cheng hsiao (2025 and 2024)

YearTitle of citing document
2025Stock Market Returns Volatility and Its Effect on the Growth of the Listed Companies in Kenya. (2025). Njuguna, Angelica ; Ngigi, Daniel. In: African Journal of Economic Review. RePEc:ags:afjecr:362948.

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2025The Impact of Financial Indicators and Stock Market Volatility on Stock Returns in Nigeria: Evidence from Panel Analysis. (2025). Ayinuola, Tunde Folorunso ; Otonne, Adewumi. In: African Journal of Economic Review. RePEc:ags:afjecr:362950.

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2024GlobalGAP compliance costs in Ghana’s small-scale pineapple farming sector. (2024). Lyne, Michael C ; Kaitibie, Simeon ; Annor, Prince B. In: Agrekon. RePEc:ags:agreko:348227.

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2024Impact of the total expenditure shocks on food security: VAR model. (2024). Al-Mahish, Mohammed ; Elzaki, Raga M ; Alkunain, Batool. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355971.

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2025The Alchemy of Multibagger Stocks: An empirical investigation of factors that drive outperformance in the stock market. (2025). Yartseva, Anna. In: CAFE Working Papers. RePEc:akf:cafewp:33.

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2024HEALTHCARE EFFICIENCY AND ELDERLY MORTALITY IN ITALY. (2024). SANTOLINI, RAFFAELLA ; Palomba, Giulio ; Merkaj, Elvina ; Yebetchou, Rostand Arland. In: Working Papers. RePEc:anc:wpaper:485.

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2025A $t$-test for synthetic controls. (2024). Zhu, Yinchu ; Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2025Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

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2024Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy. (2024). Singh, Rahul ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2107.02780.

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2024Bayesian and Frequentist Inference for Synthetic Controls. (2024). Vives, Jaume ; Martinez, Ignacio. In: Papers. RePEc:arx:papers:2206.01779.

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2024Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation. (2024). Whang, Yoon-Jae ; Oka, Tatsushi ; GAO, Jiti ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2025Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime. (2022). Syrgkanis, Vasilis ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2210.11003.

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2024Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias. (2024). Phillips, Robert. In: Papers. RePEc:arx:papers:2212.14075.

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2024Heterogeneous Autoregressions in Short T Panel Data Models. (2024). Pesaran, Mohammad ; Yang, Liying. In: Papers. RePEc:arx:papers:2306.05299.

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025Simple Estimation of Semiparametric Models with Measurement Errors. (2025). Evdokimov, Kirill S ; Zeleneev, Andrei. In: Papers. RePEc:arx:papers:2306.14311.

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2024Adaptive Principal Component Regression with Applications to Panel Data. (2024). Wu, Zhiwei Steven ; Harris, Keegan ; Whitehouse, Justin ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2307.01357.

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2025Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro. In: Papers. RePEc:arx:papers:2310.01950.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Causal Models for Longitudinal and Panel Data: A Survey. (2024). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458.

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2024A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2024). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2025Partial Identification of Individual-Level Parameters Using Aggregate Data in a Nonparametric Model. (2025). Moon, Sarah. In: Papers. RePEc:arx:papers:2403.07236.

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2024Imputation of Counterfactual Outcomes when the Errors are Predictable. (2024). Goncalves, Silvia ; Ng, Serena. In: Papers. RePEc:arx:papers:2403.08130.

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2025Estimating Heterogeneous Treatment Effects with Item-Level Outcome Data: Insights from Item Response Theory. (2025). Himmelsbach, Zachary ; Joshi, Mridul ; Gilbert, Joshua B ; Soland, James ; Domingue, Benjamin W. In: Papers. RePEc:arx:papers:2405.00161.

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2024Synthetic Controls with spillover effects: A comparative study. (2024). Melnychuk, Andrii. In: Papers. RePEc:arx:papers:2405.01645.

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2024Combining Combined Forecasts: a Network Approach. (2024). Fernandes, Marcos. In: Papers. RePEc:arx:papers:2406.13749.

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2024How does the national new area impact the local economy? -- An empirical analysis from Zhoushan. (2024). Zheng, YI. In: Papers. RePEc:arx:papers:2407.17523.

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2024Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis. (2024). Wang, Cong. In: Papers. RePEc:arx:papers:2408.09271.

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2024Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality. (2024). Dufour, Jean-Marie ; Wang, Endong. In: Papers. RePEc:arx:papers:2409.10820.

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2024Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825.

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2025Heterogeneous Intertemporal Treatment Effects via Dynamic Panel Data Models. (2024). Tang, Xun ; Tamer, Elie ; Marx, Philip. In: Papers. RePEc:arx:papers:2410.19060.

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2025Bayesian Synthetic Control with a Soft Simplex Constraint. (2025). Xu, Yihong ; Zhou, Quan. In: Papers. RePEc:arx:papers:2503.06454.

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2025Difference-in-Differences Meets Synthetic Control: Doubly Robust Identification and Estimation. (2025). Zhang, Yuhang ; Xie, Haitian ; Sun, Yixiao. In: Papers. RePEc:arx:papers:2503.11375.

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2025Quantile Treatment Effects in High Dimensional Panel Data. (2025). Zheng, LI ; Xu, Yihong. In: Papers. RePEc:arx:papers:2504.00785.

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2025A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data. (2025). Shi, Zhentao ; Xie, Haitian. In: Papers. RePEc:arx:papers:2505.22388.

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2025Propensity score with factor loadings: the effect of the Paris Agreement. (2025). Morelli, Giacomo ; Mercatanti, Andrea ; Forino, Angelo. In: Papers. RePEc:arx:papers:2507.08764.

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2025A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

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2025Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T. (2025). Su, Liangjun ; Lu, Xun. In: Papers. RePEc:arx:papers:2508.10302.

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2025A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20753.

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2025Uniform Quasi ML based inference for the panel AR(1) model. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20855.

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2025L2-relaxation for Economic Prediction. (2025). Wang, Yishu ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2510.12183.

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2025Assaults on Judicial Independence under the Pretense of Modernization: Evidence from Venezuela. (2025). Spruk, Rok ; Rosales, Virginia ; Garoupa, Nuno. In: Papers. RePEc:arx:papers:2511.10681.

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2025Simple estimation of semiparametric models with measurement errors. (2025). Zeleneev, Andrei ; Evdokimov, Kirill. In: CeMMAP working papers. RePEc:azt:cemmap:02/25.

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2024Regional Differences in Italian School Efficiency: A Conditional DEA Approach. (2024). Zotti, Giorgia. In: SERIES. RePEc:bai:series:series_wp_05-2024.

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2024Inflation Expectations, U.S. Categorical Equity Market Uncertainty and Real Stock Returns – Evidence from Global Markets. (2024). Chiang, Thomas C. In: Financial Economics Letters. RePEc:bba:j00007:v:3:y:2024:i:4:p:13-35:d:373.

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2024Capital Structure and Financial Performance of Insurance companies listed at Nairobi Securities Exchange.. (2024). Asola, Allan Okwenda. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:1:p:760-778.

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2024INCOME AND INEQUALITY ELASTICITY OF POVERTY: THE CASE OF CESEE COUNTRIES. (2024). Stankov, Dejan. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:243:p:41-67.

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2025Is Good Governance the Driving Force Behind Raising Tax Revenues? A Panel Data Analysis. (2025). Bereketolu, Simge ; Avci, Mehmet. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:9:y:2025:i:1:p:31-43.

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2024Financial inclusion transitions in Peru: does labor informality play a role?. (2024). Aurazo, Jose ; Gasmi, Farid. In: BIS Working Papers. RePEc:bis:biswps:1200.

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2024Supply chain concentration and cost of capital. (2024). Upson, James E ; Wei, Chao. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:607-634.

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2024The effects of infant daycare on later‐in‐life employment outcomes. (2024). Zimmer, David. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:83:y:2024:i:1:p:143-156.

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2024Green is the new black: How research and development and green innovation provide businesses a competitive edge. (2024). Sanchezsellero, Pedro ; Bataineh, Mohammad Jamal ; Ayad, Fayssal. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:1004-1023.

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2024Talk or walk? The board of directors and firm environmental strategies. (2024). Barontini, Roberto ; Taglialatela, Jonathan ; Miroshnychenko, Ivan ; Testa, Francesco. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:2890-2910.

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2024Evaluating the Role of GDP Per Capita, Air Pollution and Non‐Economic Factors in Determining Health Expenditure: Evidence from Asian Region Using Instrumental Variables Techniques. (2024). Tiwari, Aviral ; Nasreen, Samia ; Nisa, Mehrun ; Ishtiaq, Faryal. In: Economic Papers. RePEc:bla:econpa:v:43:y:2024:i:1:p:63-90.

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2024Granger causality tests based on reduced variable information. (2024). Nakano, Junji ; Hung, Yingchao ; Tseng, Nengfang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:444-462.

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2024The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve. (2024). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Jiao, Zhilun ; Song, Malin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:898-929.

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2024THE PARTICIPATION OF G20 COUNTRIES IN GLOBAL VALUE CHAINS AND THEIR EFFECTS ON ECONOMIC COMPLEXITY. (2024). Elverd, Sevgi ; Soyyt, Semanur. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:1:p:236-254.

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2025How Foreign Direct Investments Affect Gender Inequality: Evidence From Lower-Middle-Income Countries. (2025). Nhat, Pham Tuan ; Dang, Duong Khoa ; Huu, Truong Phuc ; Thanh, Ho Tung. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:17:n:1003.

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2024A three-way dynamic panel threshold regression model for change point detection in bioimpedance data. (2024). Di Lascio, F. Marta L. ; Perazzini, Selene ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps104.

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2025PanelTM: an R package for two- and three-way dynamic panel threshold regression model. (2025). Marta, F ; Perazzini, Selene. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps113.

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2025Determinants of pollutant emissions in the Spanish agri-food sector: The role of international trade. (2025). Galdeano-Gmez, Emilio ; Garca-Granero, Eva M ; Sorroche-Del, Yolanda ; Piedra-Muoz, Laura. In: Agricultural Economics. RePEc:caa:jnlage:v:71:y:2025:i:3:id:353-2024-agricecon.

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2025Estimating labour market power: the long and short of it. (2025). Manning, Alan ; Bassier, Ihsaan. In: CEP Discussion Papers. RePEc:cep:cepdps:dp2108.

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2024Relationship Stability: Evidence from Labor and Marriage Markets. (2024). Kesternich, Iris ; Smith, James P ; Valder, Franziska ; Siflinger, Bettina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11198.

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2024The Double Burden: The Digital Exclusion and Identity Crisis of Elderly Patients in Rural China. (2024). Krever, Richard ; Yu, Xinxin ; Zhu, Runping. In: Media and Communication. RePEc:cog:meanco:v12:y:2024:a:8106.

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2024Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression. (2024). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2398.

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2024Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression. (2024). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2399.

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2024Analyzing the Relationship between Renewable Energy Sources, Economic Growth and Energy Consumption in Greece. (2024). Huseynli, Bahman. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-10.

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2024Understanding the Influence of Wind and Solar PV on Socioeconomic and Environmental Trends: A Non-causality Perspective. (2024). Soares, Isabel ; Fortes, Patricia ; Amaral, Roberta ; Silva, Palloma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-1.

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2024Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis. (2024). Mustafayeva, Bagila ; Tastanbekova, Karlygash ; Utemissova, Guliya ; Yessentayeva, Aizhan A ; Mukhamediyeva, Gulzada ; Aidarova, Aina B ; Myrzabekkyzy, Kundyz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-33.

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2024The Impact of Energy Prices on the Performance of Banks in Türkiye. (2024). Kefe, Lker ; Evci, Samet. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-48.

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2024Household€™s Fuel Type Choice for Space Heating in Türkiye: A Comparison of Multinomial Logit and Multinomial Probit Models. (2024). Tamer, Betaul ; Aelik, Ali Kemal. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-64.

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2024Investigating the relationship between macroeconomic indicators, renewables and pollution across diverse regions in the globalization era. (2024). Oprea, Simona-Vasilica ; Georgescu, Irina Alexandra ; Bara, Adela. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004604.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2025Powering progress: The interplay of energy security and institutional quality in driving economic growth. (2025). Maraseni, Tek ; Rahman, Mohammad Mafizur ; Azimi, Mohammad Naim. In: Applied Energy. RePEc:eee:appene:v:378:y:2025:i:pa:s0306261924022189.

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2024The power of speed: High-speed railways and scientific research competitiveness in China. (2024). Gao, Haoyu ; Li, Meng ; Wang, Yujing. In: Journal of Asian Economics. RePEc:eee:asieco:v:95:y:2024:i:c:s1049007824001283.

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2025Effect of foreign direct investment inflows on urbanization in Vietnam: Does environmental regulation matter?. (2025). Do, Quynh Anh ; Best, Rohan. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001696.

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2025Can overseas R&D improve domestic industry-university-research institutions’ cooperation?. (2025). Cao, Yunshi ; Jiang, Meini ; Shen, Jun. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s104900782500020x.

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2025Publish or perish: Up-or-out rules and research performance of universities. (2025). Liu, Ruiming ; Yang, Bingyan ; Shi, Yang. In: China Economic Review. RePEc:eee:chieco:v:89:y:2025:i:c:s1043951x24002268.

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2024Political tides and tourist waves: Mainland China’s policy impact on Taiwan’s tourism. (2024). Wang, Yipeng ; Ma, Yin ; Yu, Minjie ; Huang, Ho-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:421-435.

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2024From restriction to relaxation: The impact of fertility policy on household savings across countries. (2024). Liang, Xiaojun ; Chang, Liang ; Tan, NA. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2102-2129.

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2025High-speed rail expansion and housing prices in the forgotten corners: Sub-City Level Evidence from Jiangsu Province in China. (2025). Hu, Chenxu ; Cheng, Shiyu ; Song, Yaxiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1787-1800.

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2024Semiparametric least squares estimation of binary choice panel data models with endogeneity. (2024). Zhou, Qiankun ; Yang, Cynthia Fan ; Semykina, Anastasia ; Xie, Yimeng. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000178.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2025Can property tax curb housing costs in China? New insights from Chongqing with Bayesian synthetic control. (2025). Zhang, Yuan ; Liu, Tianyi ; Tang, Yinghan. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000641.

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2025Snowmakings slippery slope: The effect of mountain reservoirs on water demand. (2025). Franois, Hugues ; Schaeffer, Yves ; Berard-Chenu, Lucas ; Cognard, Jonathan. In: Ecological Economics. RePEc:eee:ecolec:v:233:y:2025:i:c:s0921800925000692.

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2025Calculating effective degrees of freedom for forecast combinations and ensemble models. (2025). Younker, James. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006219.

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2024Binary choice with misclassification and social interactions, with an application to peer effects in attitude. (2024). Lin, Zhongjian ; Hu, Yingyao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002671.

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2024Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions. (2024). Janys, Lena ; Siflinger, Bettina. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002968.

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2024Nonparametric estimation of stochastic frontier models with weak separability. (2024). Centorrino, Samuele ; Parmeter, Christopher F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003573.

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2024A generalized knockoff procedure for FDR control in structural change detection. (2024). Ke, Yuan ; Liu, Jingyuan ; Sun, AO. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001567.

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2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

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2024A method of moments approach to asymptotically unbiased Synthetic Controls. (2024). Fry, Joseph. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s030440762400191x.

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2024Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471.

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2025Distributional counterfactual analysis in high-dimensional setup. (2025). Masini, Ricardo. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000216.

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2025Quantile control via random forest. (2025). Yao, Qingsong ; Xiao, Zhijie ; Chen, Qiang. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624001350.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025Limit theory and inference in non-cointegrated functional coefficient regression. (2025). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000508.

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2025Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors. (2025). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000612.

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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.
[Full Text][Citation analysis]		article2
1986Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada.(1986) In: The Energy Journal.
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This paper has nother version. Agregated cites: 2		article
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
[Full Text][Citation analysis]		paper216
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 nother version. Agregated cites: 216		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 nother version. Agregated cites: 216		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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This paper has nother version. Agregated cites: 216		paper
1995A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]		article44
1994A Bayesian Integration of End-Use Metering and Conditional Demand Analysis..(1994) In: Southern California - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2010Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article15
2000Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy In: The Japanese Economic Review.
[Full Text][Citation analysis]		article0
2001Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article17
2012Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article29
2006MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINAS TOWN AND VILLAGE ENTERPRISES In: Pacific Economic Review.
[Full Text][Citation analysis]		article2
2011ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINAS GROWTH In: Pacific Economic Review.
[Full Text][Citation analysis]		article7
2019Health status and labour market outcome: Empirical evidence from Australia In: Pacific Economic Review.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		article29
1991Some remarks on measurement errors and the identification of panel data models* In: Statistica Neerlandica.
[Full Text][Citation analysis]		article8
2015The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis In: The World Economy.
[Full Text][Citation analysis]		article4
2013Real-Time Monitoring Test for Realized Volatility In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2004‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper53
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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This paper has nother version. Agregated cites: 53		paper
2004Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper14
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 Models.(2007) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 14		paper
1998Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models In: Cambridge Working Papers in Economics.
[Citation analysis]		paper33
2008An easy test for two stationary long processes being uncorrelated via AR approximations In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper1
2012Forecasting long memory processes subject to structural breaks In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper12
2013Forecasting a long memory process subject to structural breaks.(2013) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2013Forecasting a long memory process subject to structural breaks.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
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.
[Full Text][Citation analysis]		paper28
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.
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2006Crises, What Crises? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2006Crises, What Crises?.(2006) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
2001An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article0
2001A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article14
2001IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article4
2012MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2018JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article5
2017JIVE for Panel Dynamic Simultaneous Equations Models.(2017) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
1975Some Estimation Methods for a Random Coefficient Model. In: Econometrica.
[Full Text][Citation analysis]		article29
1979Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances. In: Econometrica.
[Full Text][Citation analysis]		article2
1997Cointegration and Dynamic Simultaneous Equations Model In: Econometrica.
[Citation analysis]		article71
2007Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models In: Econometrics Journal.
[Full Text][Citation analysis]		article4
2006Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models.(2006) In: IEPR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2007Two-stage estimation of limited dependent variable models with errors-in-variables In: Econometrics Journal.
[Full Text][Citation analysis]		article0
2009Chinas health care reform: A tentative assessment In: China Economic Review.
[Full Text][Citation analysis]		article42
2012Impact of CEPA on the labor market of Hong Kong In: China Economic Review.
[Full Text][Citation analysis]		article5
2015Evaluating the effectiveness of Chinas financial reform—The efficiency of Chinas domestic banks In: China Economic Review.
[Full Text][Citation analysis]		article5
2016Evaluating the Effectiveness of Chinas Financial Reform The Efficiency of Chinas Domestic Banks.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach In: China Economic Review.
[Full Text][Citation analysis]		article85
1979Causality tests in econometrics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article45
1982Autoregressive modeling and causal ordering of economic variables In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article57
1983Identification In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter3
1984Latent variable models in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter102
2018Panel data approach vs synthetic control method In: Economics Letters.
[Full Text][Citation analysis]		article24
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.
[Full Text][Citation analysis]		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]		article291
1979Linear regression using both temporally aggregated and temporally disaggregated data In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
2003Consistent specification tests for semiparametric/nonparametric models based on series estimation methods In: Journal of Econometrics.
[Full Text][Citation analysis]		article39
2004Robust estimation of generalized linear models with measurement errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
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 nother version. Agregated cites: 0		paper
2007A consistent model specification test with mixed discrete and continuous data In: Journal of Econometrics.
[Full Text][Citation analysis]		article133
2006A Consistent Model Specification Test with Mixed Discrete and Continuous Data.(2006) In: IEPR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 133		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.
[Full Text][Citation analysis]		article5
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]		article34
2011Measuring correlations of integrated but not cointegrated variables: A semiparametric approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2011Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2014Model specification test with correlated but not cointegrated variables In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2014Is there an optimal forecast combination? In: Journal of Econometrics.
[Full Text][Citation analysis]		article62
2015Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
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 nother version. Agregated cites: 25		paper
2015IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2015Testing error serial correlation in fixed effects nonparametric panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2015Statistical inference for panel dynamic simultaneous equations models In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
1982Formulation and estimation of dynamic models using panel data In: Journal of Econometrics.
[Full Text][Citation analysis]		article1473
2018Panel models with interactive effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2018Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2017Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models.(2017) In: Departmental Working Papers.
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2021Recursive estimation in large panel data models: Theory and practice In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
2017Recursive estimation in large panel data models: Theory and practice.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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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.
[Full Text][Citation analysis]		article29
1988CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS.(1988) In: Southern California - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
1990A statistical perspective on insurance rate-making In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
1989A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING..(1989) In: Southern California - Department of Economics.
[Citation analysis]
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1993Editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1993Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles In: Journal of Econometrics.
[Full Text][Citation analysis]		article41
1992Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles..(1992) In: Southern California - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 41		paper
1993A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service In: Journal of Econometrics.
[Full Text][Citation analysis]		article18
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.
[Citation analysis]
This paper has nother version. Agregated cites: 18		paper
1998Testing serial correlation in semiparametric panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
1998Modeling survey response bias - with an analysis of the demand for an advanced electronic device In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2005The relationship between stock returns and volatility in international stock markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article67
1998Shares versus Residual Claimant Contracts: The Case of Chinese TVEs In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article19
2000Market Values of Environmental Amenities: A Latent Variable Approach In: Journal of Housing Economics.
[Full Text][Citation analysis]		article4
2011Comparison of forecasting methods with an application to predicting excess equity premium In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article2
1981Autoregressive modelling and money-income causality detection In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article232
1989Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article35
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.
[Full Text][Citation analysis]		chapter0
2016Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter4
2020An Econometrician’s Perspective on Big Data In: Advances in Econometrics.
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2022Introduction In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2022Introduction In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2022Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2022Multiple Treatment Effects in Panel-Heterogeneity and Aggregation In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter1
2023Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
1999Interest rate stabilization of exchange rates and contagion in the Asian crisis countries In: Proceedings.
[Citation analysis]		article13
1992Logit and Probit Models. In: Southern California - Department of Economics.
[Citation analysis]		paper12
1992Nonlinear Latent Variable Models. In: Southern California - Department of Economics.
[Citation analysis]		paper4
1992Random Coefficients Models. In: Southern California - Department of Economics.
[Citation analysis]		paper8
1992Panel Analysis for Metric Data. In: Southern California - Department of Economics.
[Citation analysis]		paper0
1993Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand. In: Southern California - Department of Economics.
[Citation analysis]		paper23
1994Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand..(1994) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		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.
[Citation analysis]		paper2
1988A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION. In: Southern California - Department of Economics.
[Citation analysis]		paper4
1989IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper12
1991Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data.(1991) In: The Review of Economic Studies.
[Full Text][Citation analysis]
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1989Identification and Estimation of Dichotomous Latent Variables Models using Panel Data.(1989) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2019Panel Data Estimation for Correlated Random Coefficients Models In: Econometrics.
[Full Text][Citation analysis]		article3
1974Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects. In: International Economic Review.
[Full Text][Citation analysis]		article17
1976Identification and Estimation of Simultaneous Equation Models with Measurement Error. In: International Economic Review.
[Full Text][Citation analysis]		article7
1977Identification for a Linear Dynamic Simultaneous Error-Shock Model. In: International Economic Review.
[Full Text][Citation analysis]		article3
1978Efficient Estimation of a Dynamic Error-Shock Model. In: International Economic Review.
[Full Text][Citation analysis]		article0
1976Efficient Estimation of a Dynamic Error-Shock Model.(1976) In: NBER Working Papers.
[Full Text][Citation analysis]
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1985Multinomial Logit Specification Tests. In: International Economic Review.
[Full Text][Citation analysis]		article160
2000Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method. In: International Economic Review.
[Citation analysis]		article6
2008Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper6
2008Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities.(2008) In: Monetary and Economic Studies.
[Full Text][Citation analysis]
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2013Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
1998Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand In: Monetary and Economic Studies.
[Full Text][Citation analysis]		article6
2002Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis In: Monetary and Economic Studies.
[Full Text][Citation analysis]		article15
2006The emerging market crisis and stock market linkages: further evidence In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article46
2005The Emerging Market Crisis and Stock Market Linkages: Further Evidence.(2005) In: IEPR Working Papers.
[Citation analysis]
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2006The emerging market crisis and stock market linkages: further evidence.(2006) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2007Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2018Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited In: Departmental Working Papers.
[Full Text][Citation analysis]		paper3
2010The Role of China in Asian Monetary Integration In: Chinese Economy.
[Full Text][Citation analysis]		article0
2013Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper1
2005Should China Let Her Exchange Rate Float? — the Experience of Developing Countries In: Economic Growth Centre Working Paper Series.
[Full Text][Citation analysis]		paper2
2005Longitudinal Data Analysis In: Economic Growth Centre Working Paper Series.
[Full Text][Citation analysis]		paper0
1977Money And Income, Causality Detection In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
1997Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration In: The Review of Economic Studies.
[Full Text][Citation analysis]		article54
2002Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions In: Computing in Economics and Finance 2002.
[Citation analysis]		paper2
2005Intertemporal Asset Allocation with Inflation-Indexed Bonds In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0
2005The Transition Process in China: a Theoretical and Empirical Study In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper1
2005Why Panel Data? In: IEPR Working Papers.
[Citation analysis]		paper42
2005WHY PANEL DATA?.(2005) In: The Singapore Economic Review (SER).
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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: Working Papers.
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This paper has nother version. Agregated cites: 307		paper
2011Introduction to the special issue: interdisciplinary aspects of panel data analysis In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article1
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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2021Factor dimension determination for panel interactive effects models: an orthogonal projection approach In: Computational Statistics.
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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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2021Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? In: Empirical Economics.
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2023Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices In: Empirical Economics.
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2022Mean Variance Portfolio Allocation In: Springer Books.
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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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2017Estimation of semi-varying coefficient models with nonstationary regressors In: Econometric Reviews.
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2017First difference or forward demeaning: Implications for the method of moments estimators In: Econometric Reviews.
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2020Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation In: Econometric Reviews.
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2021Market integration, systemic risk and diagnostic tests in large mixed panels In: Econometric Reviews.
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2021Smoothed maximum score estimation with nonparametrically generated covariates 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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2022Transformed Estimation for Panel Interactive Effects Models In: Journal of Business & Economic Statistics.
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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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2019Panel parametric, semiparametric, and nonparametric construction of counterfactuals In: Journal of Applied Econometrics.
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2022Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China In: Journal of Applied Econometrics.
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2001The Real Effects of Capital Inflows on Emerging Markets In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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2001Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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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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2023DATA SUBJECT TO MULTIPLE TREATMENT EFFECTS €” DISENTANGLE THE IMPACTS OF GLOBAL PANDEMIC AND A SPECIFIC DISEASE CONTROL POLICY In: The Singapore Economic Review (SER).
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2024MACHINE LEARNING AND ECONOMETRICS 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: Working Papers.
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2013Some Thoughts on East Asian Economic Growth In: Working Papers.
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2016Panel Macroeconometric Modeling In: Working Papers.
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