cheng hsiao : Citation Profile

Are you cheng hsiao?

University of Southern California

29

H index

58

i10 index

4992

Citations

RESEARCH PRODUCTION:

120

Articles

59

Papers

11

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   50 years (1974 - 2024). See details.
   Cites by year: 99
   Journals where cheng hsiao has often published
   Relations with other researchers
   Recent citing documents: 311.    Total self citations: 47 (0.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phs10
   Updated: 2024-11-04    RAS profile: 2023-05-08    
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Relations with other researchers

Works with:

Zhou, Qiankun (4)

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 (72)

Baltagi, Badi (38)

Sosvilla-Rivero, Simon (37)

Gómez-Puig, Marta (34)

Phillips, Peter (31)

GAO, Jiti (28)

BRESSON, Georges (27)

Campos, Nauro (26)

Sarafidis, Vasilis (25)

Hayakawa, Kazuhiko (21)

Nugent, Jeffrey (20)

Cites to:

Pesaran, Mohammad (55)

Li, Qi (42)

Phillips, Peter (34)

Heckman, James (22)

Arellano, Manuel (20)

Newey, Whitney (14)

Bai, Jushan (14)

Powell, James (14)

Hausman, Jerry (14)

Stock, James (13)

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
Econometric Theory5
The Singapore Economic Review (SER)5
China Economic Review4
Journal of Applied Econometrics4
Empirical Economics4
Econometrica3
Pacific Economic Review3
Monetary and Economic Studies3
AStA Advances in Statistical Analysis3
Journal of Applied Econometrics3
Journal of Economic Dynamics and Control2
The Review of Economic Studies2
Review of Pacific Basin Financial Markets and Policies (RPBFMP)2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Econometrics Journal2
Economics Letters2
Journal of Business & Economic Statistics2

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
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
Computing in Economics and Finance 2005 / Society for Computational Economics2
NBER Working Papers / National Bureau of Economic Research, Inc2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing cheng hsiao (2024 and 2023)

YearTitle of citing document
2023PURCHASING POWER PARITY IN RUSSIA AND THE TRANSITIONING ECONOMY 1990-1995. (2023). Eberle, Paul B ; Bradley, Thomas L. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:bradleyt.

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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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2023Does uncertainty matter for the fiscal consolidation and investment nexus?. (2023). Ramírez-Rondán, Nelson R. ; Ramirez-Rondan, Nelson R ; Bournakis, Ioannis. In: Working Papers. RePEc:apc:wpaper:195.

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2023The Role of the Propensity Score in Fixed Effect Models. (2019). Arkhangelsky, Dmitry ; Imbens, Guido. In: Papers. RePEc:arx:papers:1807.02099.

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2024Practical and robust $t$-test based inference for synthetic control and related methods. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2024Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy. (2021). Singh, Rahul ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2107.02780.

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2024Bayesian and Frequentist Inference for Synthetic Controls. (2022). Vives, Jaume ; Martinez, Ignacio. In: Papers. RePEc:arx:papers:2206.01779.

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2023Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

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2024Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias. (2022). Phillips, Robert. In: Papers. RePEc:arx:papers:2212.14075.

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2023On semiparametric estimation of the intercept of the sample selection model: a kernel approach. (2023). Pan, Zhewen. In: Papers. RePEc:arx:papers:2302.05089.

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2023Deep Neural Network Estimation in Panel Data Models. (2023). Raftapostolos, Aristeidis ; Mitchell, James ; Kapetanios, George ; Chrysikou, Katerina ; Chronopoulos, Ilias. In: Papers. RePEc:arx:papers:2305.19921.

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2023Individual Causal Inference Using Panel Data With Multiple Outcomes. (2023). Tian, Wei. In: Papers. RePEc:arx:papers:2306.01969.

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2024Heterogeneous Autoregressions in Short T Panel Data Models. (2023). Yang, Liying ; Pesaran, Hashem M. In: Papers. RePEc:arx:papers:2306.05299.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024Simple Estimation of Semiparametric Models with Measurement Errors. (2023). Zeleneev, Andrei ; Evdokimov, Kirill S. In: Papers. RePEc:arx:papers:2306.14311.

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2024Adaptive Principal Component Regression with Applications to Panel Data. (2023). Wu, Zhiwei Steven ; Whitehouse, Justin ; Harris, Keegan ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2307.01357.

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

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Causal Models for Longitudinal and Panel Data: A Survey. (2023). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458.

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2023GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications. (2023). Bontempi, Maria ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2312.00399.

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2024A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2023). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Partial Identification of Individual-Level Parameters Using Aggregate Data in a Nonparametric Binary Outcome Model. (2024). Moon, Sarah. In: Papers. RePEc:arx:papers:2403.07236.

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

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2024Estimating Heterogeneous Treatment Effects with Item-Level Outcome Data: Insights from Item Response Theory. (2024). Domingue, Benjamin W ; Joshi, Mridul ; Soland, James ; Himmelsbach, Zachary ; Gilbert, Joshua B. 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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2023The Road to Improve Energy Efficiency vs. the Role of Corruption - A Dynamic Quantile Exploration. (2023). Goh, Lim Thye ; Tao, Miaomiao. In: Asian Economics Letters. RePEc:ayb:jrnael:83.

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2023.

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2023Impact of Taxes on Economic Growth: An Empirical Study in the Eurozone. (2023). Pula, Leke ; Elshani, Alban. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:2:p:24-41.

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2023.

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2023.

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2024Testing cause?and?effect relationships within a balanced scorecard. (2021). Northcott, Deryl ; Kober, Ralph. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1815-1849.

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

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

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2023Synthetic Control Method: A tool for comparative case studies in economic history. (2023). Spruk, Rok ; Garoupa, Nuno ; Emery, Thomas ; Gilchrist, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:409-445.

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2023Estimation of Panel Data Models with Mixed Sampling Frequencies. (2023). Li, Haoran ; Jia, Fei ; Yang, Yimin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:514-544.

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2023Budget support to the health sector—The right choice for strong institutions? Evidence from panel data. (2023). Rothel, Tim. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:2:p:735-770.

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2023Imports, Productivity and Origin Markets: The Role of Knowledge-intensive Economies. (2010). Lööf, Hans ; Andersson, Martin. In: The World Economy. RePEc:bla:worlde:v:33:y:2010:i:3:p:458-481.

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

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2023Heterogeneous Autoregressions in Short T Panel Data Models. (2023). Yang, L ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2342.

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2023Projecting the Impact of Rising Temperatures: The Role of Macroeconomic Dynamics. (2023). Casey, Gregory P ; Goode, Ethan ; Fried, Stephie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10375.

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2023Heterogeneous Autoregressions in Short T Panel Data Models. (2023). Yang, Liying ; Pesaran, Hashem M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10509.

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2023Regional Economic Impacts of the Øresund Cross-Border Fixed Link: Cui Bono?. (2023). Funke, Michael ; Tasane, Helery ; Mannasoo, Kadri. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10557.

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2023Consumption Patterns of Indebted Households: Unravelling the Relevance of Fiscal Policy. (2023). Afonso, Antonio ; de Sa, Eduardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10565.

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2023Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change. (2023). Chaturvedi, Anoop ; Lacroix, Guy ; Bresson, Georges ; Baltagi, Badi H. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-01.

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2023New asymptotics applied to functional coefficient regression and climate sensitivity analysis. (2023). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2365.

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2023Dynamic ensemble deep echo state network for significant wave height forecasting. (2023). Suganthan, Ponnuthurai Nagaratnam ; Hu, Minghui ; Li, Ruilin ; Gao, Ruobin ; Yuen, Kum Fai. In: Applied Energy. RePEc:eee:appene:v:329:y:2023:i:c:s0306261922015185.

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2023Time-Varying approaches for Long-Term Electric Load Forecasting under economic shocks. (2023). Dadabada, Pradeep Kumar ; Jaipuria, Sanjita ; Thangjam, Aditya. In: Applied Energy. RePEc:eee:appene:v:333:y:2023:i:c:s0306261922018591.

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2024Investigating the relationship between macroeconomic indicators, renewables and pollution across diverse regions in the globalization era. (2024). Bara, Adela ; Oprea, Simona-Vasilica ; Georgescu, Irinaalexandra. 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 ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2023Dams, cropland productivity, and economic development in China. (2023). He, XI. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23001311.

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2023Bridging the gap: Assessing the effects of railway infrastructure investments in Northwest China. (2023). Tran, Trang ; Lee, Wang-Sheng ; Bo, Lamont ; My, Trang. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x2300161x.

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2023The effects of financial institutions on the green energy transition: A cross-sectional panel study. (2023). Skare, Marinko ; Wang, Xinxin ; Xu, Zeshui ; Qin, Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:524-542.

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2023Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China. (2023). Kalra, Akash ; Nasnodkar, Siddhesh Prabhu ; Elsherazy, Tarek Abbas ; Bagadeem, Salim ; Huo, Dongxia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1459-1474.

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2023Do subsidies matter in productivity and profitability changes?. (2023). Lien, Gudbrand ; Kumbhakar, Subal C. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000767.

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2023Does geographic proximity affect firms’ cross-regional development? Evidence from high-speed rail construction in China. (2023). Zhang, Meiyang ; Cheng, Ken. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002146.

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2023Inflation in the aftermath of financial crises. (2023). Weber, Christoph S ; Kaehler, Juergen. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003243.

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

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2023On the two algorithms for estimating interactive fixed effects models in Bai (2009). (2023). Yan, Guanpeng ; Chen, Qiang. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004214.

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2023When bias contributes to variance: True limit theory in functional coefficient cointegrating regression. (2023). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:469-489.

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2023Treatment effects in interactive fixed effects models with a small number of time periods. (2023). Callaway, Brantly ; Karami, Sonia. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:184-208.

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2023Shrinkage estimation of network spillovers with factor structured errors. (2023). Martellosio, Federico ; Higgins, Ayden. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:66-87.

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2023Forward-selected panel data approach for program evaluation. (2023). Huang, Jingyi ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:512-535.

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2023Synthetic Learner: Model-free inference on treatments over time. (2023). Bradic, Jelena ; Viviano, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:691-713.

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2023Indirect inference estimation of dynamic panel data models. (2023). Yu, Xuewen ; Bao, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1027-1053.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Jackknife estimation of a cluster-sample IV regression model with many weak instruments. (2023). Woutersen, Tiemen ; Swanson, Norman R ; Chao, John C. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1747-1769.

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2023Inference on individual treatment effects in nonseparable triangular models. (2023). Marmer, Vadim ; Yu, Zhengfei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2096-2124.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2023Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:694-719.

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2023Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948.

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2023CRPS learning. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002724.

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2024Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions. (2024). Siflinger, Bettina ; Janys, Lena. 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 ; Sun, AO ; Liu, Jingyuan. 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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2024Recent development of covariance structure analysis in economics. (2024). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:31-48.

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2023Competition and risk-taking. (2023). Gürtler, Oliver ; Struth, Lennart ; Gurtler, Oliver ; Thon, Max. In: European Economic Review. RePEc:eee:eecrev:v:160:y:2023:i:c:s0014292123002209.

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2023Dynamic firm performance and estimator choice: A comparison of dynamic panel data estimators. (2023). Chaudhuri, Kausik ; Kumbhakar, Subal C ; Cave, Joshua. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:447-467.

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2023Does high-speed rail affect the agglomeration of banks in China?. (2023). Wu, JI ; Huang, Jun ; Dong, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000523.

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2024The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach. (2023). GAO, Jiti ; Anderson, Heather ; Wei, Wei ; Vahid, Farshid ; Turnip, Guido. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002967.

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2023Regional persistence of the energy efficiency gap: Evidence from England and Wales. (2023). Huaccha, Gissell. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005406.

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2023Heterogeneity in price elasticity of vehicle kilometers traveled: Evidence from micro-level panel data. (2023). Weber, Sylvain ; Tilov, Ivan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005765.

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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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.() In: .
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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.
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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: 210		paper
2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		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: 210		paper
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