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Access Statistics for Cheng Hsiao

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Integration of End-Use Metering and Conditional Demand Analysis 0 0 0 0 1 1 4 402
A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION 0 0 0 0 0 0 2 280
A Consistent Model Specification Test with Mixed Discrete and Continuous Data 0 0 0 318 0 1 3 1,249
A Framework for Regional Modeling and Impact Analysis - An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada 0 0 0 2 0 0 2 391
A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris 0 0 0 23 0 0 0 138
A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service 0 0 0 3 0 0 2 277
A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING 0 0 0 1 0 0 0 801
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 106 0 0 1 431
Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities 0 0 0 12 1 2 2 108
Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy 0 0 2 277 0 0 2 2,344
Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy 0 0 0 222 0 0 3 3,434
An easy test for two stationary long processes being uncorrelated via AR approximations 0 0 0 68 0 0 0 192
Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity 0 0 0 16 0 0 0 60
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 1 3 21 1,692
CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS 0 0 0 0 0 0 1 258
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 0 2 506
Crises, What Crises? 0 0 0 97 0 0 0 407
Crises, What Crises? 0 0 0 49 0 0 0 261
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 1 1 99 4 5 6 269
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 256 1 2 2 992
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 1 1 3 155
Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake 0 0 0 103 0 0 0 240
Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles 0 0 0 1 0 0 0 887
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 0 0 487
Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand 0 0 0 0 1 1 1 749
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 4 435 1 2 8 1,228
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 1 738 1 2 5 1,515
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 1 8 88 1 7 26 860
Estimation of Dynamic Models with Error Components 0 1 4 729 0 5 8 1,465
Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks 0 0 0 30 2 4 8 170
Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 0 0 0 6 0 1 1 95
Forecasting a long memory process subject to structural breaks 0 0 0 0 0 1 1 2
Forecasting long memory processes subject to structural breaks 0 1 1 54 0 1 3 154
Heteroskedasticity and Random Coefficient Model on Panel Data 0 0 1 41 0 0 1 91
IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA 0 0 0 0 0 0 0 393
Identification and Estimation of Dichotomous Latent Variables Models using Panel Data 0 0 0 6 0 0 0 76
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 82 1 1 6 111
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 0 0 0 210
JIVE for Panel Dynamic Simultaneous Equations Models 0 0 0 74 0 0 1 124
Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models 0 0 0 186 0 0 0 606
Logit and Probit Models 0 0 0 1 0 1 15 1,818
Longitudinal Data Analysis 0 1 2 98 0 1 4 277
MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH 0 0 0 2 0 0 2 687
Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process 0 0 0 143 0 0 4 517
Money And Income, Causality Detection 0 0 0 111 0 0 0 382
Nonlinear Latent Variable Models 0 0 0 0 0 0 0 276
Panel Analysis for Metric Data 0 0 0 0 0 0 0 316
Panel Data Analysis - Advantages and Challenges 0 0 0 2,421 2 9 49 10,955
Panel Data Analysis - Advantages and Challenges 0 0 5 119 2 6 21 531
Panel Macroeconometric Modeling 0 1 2 66 1 5 9 255
Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited 0 0 3 94 0 0 5 174
Random Coefficient Panel Data Models 0 0 3 1,991 1 5 18 4,519
Random Coefficient Panel Data Models 0 0 0 460 1 1 4 1,135
Random Coefficient Panel Data Models 0 0 0 1,101 0 0 4 2,629
Random Coefficient Panel Data Models 0 0 4 735 3 4 13 1,453
Random Coefficients Models 0 0 0 1 0 0 1 501
Recursive estimation in large panel data models: Theory and practice 0 1 2 88 0 3 4 201
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 3 107 0 1 4 234
Should China Let Her Exchange Rate Float? — the Experience of Developing Countries 0 0 0 72 0 0 0 328
Some Thoughts on East Asian Economic Growth 0 0 0 28 1 1 1 160
The Emerging Market Crisis and Stock Market Linkages: Further Evidence 0 0 0 389 1 1 5 1,264
The Transition Process in China: a Theoretical and Empirical Study 0 0 0 111 0 0 0 344
Why Panel Data? 0 0 0 632 0 3 8 1,158
Total Working Papers 0 7 46 12,979 28 81 296 54,224


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis 0 0 0 0 1 1 9 444
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS 0 0 0 35 0 0 0 100
A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA 0 0 0 0 7 20 57 1,009
A consistent model specification test with mixed discrete and continuous data 0 0 1 152 0 0 6 421
A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris 0 0 0 18 1 1 2 151
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service 0 0 0 63 0 0 3 192
A statistical perspective on insurance rate-making 0 0 0 120 0 0 0 284
Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities 0 0 1 21 0 0 1 93
Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy 0 0 0 122 1 1 3 809
An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services 0 0 0 13 0 0 0 149
Announcement of the establishment of the Amemiya lecture series 0 0 0 36 0 0 0 115
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity 0 0 0 15 0 0 0 85
Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices 0 0 0 0 0 1 2 4
Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large 0 0 0 10 1 1 1 41
Autoregressive modeling and causal ordering of economic variables 0 1 1 137 0 2 4 305
Autoregressive modelling and money-income causality detection 0 0 1 598 1 3 5 1,243
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets? 0 0 1 6 0 0 3 20
Causality tests in econometrics 0 1 2 253 0 2 6 592
China's health care reform: A tentative assessment 0 0 1 90 1 2 7 457
Cointegration and Dynamic Simultaneous Equations Model 0 0 0 2 2 6 9 1,115
Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy 0 0 0 3 0 0 0 30
Comparison of forecasting methods with an application to predicting excess equity premium 0 0 0 5 0 0 0 51
Consistent estimation for some nonlinear errors-in-variables models 0 0 2 74 0 0 5 172
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods 0 0 0 80 0 1 1 278
Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms 0 0 0 22 0 1 3 107
DATA SUBJECT TO MULTIPLE TREATMENT EFFECTS — DISENTANGLE THE IMPACTS OF GLOBAL PANDEMIC AND A SPECIFIC DISEASE CONTROL POLICY 0 1 3 4 0 1 6 8
DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE 0 0 1 3 0 0 3 58
Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia 0 3 6 93 0 3 8 286
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 1 38 0 1 2 144
Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake 1 1 5 73 7 7 14 235
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 1 1 5 165 2 7 23 626
Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence 0 0 0 5 0 0 0 8
ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH 0 1 3 102 1 2 6 388
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 1 2 3 418 1 2 8 874
Econometric Modelling of Canadian Long Distance Calling: A Comparison of Aggregate Time Series versus Point-to-Point Panel Data Approaches 0 0 0 0 0 1 1 195
Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles 0 0 1 237 0 0 2 472
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China 1 1 4 26 1 6 17 76
Editors' introduction 0 0 0 0 0 0 0 37
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 0 0 139
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand 0 0 3 400 0 0 6 1,114
Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method 0 0 0 45 0 0 0 238
Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation 0 0 0 5 1 1 2 14
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 0 8 0 0 0 107
Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks 0 0 1 41 1 2 5 167
Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients 0 0 0 20 0 1 1 157
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients 0 0 1 35 0 0 1 292
Factor dimension determination for panel interactive effects models: an orthogonal projection approach 0 0 1 16 0 2 5 44
Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China 0 0 0 1 0 0 0 27
First difference or forward demeaning: Implications for the method of moments estimators 0 0 1 10 1 2 6 54
Forecasting a long memory process subject to structural breaks 0 0 1 60 0 0 2 230
Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization 0 0 12 116 0 0 18 859
Formulation and estimation of dynamic models using panel data 3 12 76 3,369 6 30 170 6,360
Health status and labour market outcome: Empirical evidence from Australia 0 0 0 1 1 1 4 18
High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views 0 0 1 201 0 0 1 933
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS 0 0 0 9 0 0 1 60
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large 0 0 2 48 0 1 6 197
Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data 0 0 0 48 0 0 0 259
Identification and Estimation of Simultaneous Equation Models with Measurement Error 0 0 0 32 0 0 2 138
Identification for a Linear Dynamic Simultaneous Error-Shock Model 0 0 0 8 0 0 0 51
Impact of CEPA on the labor market of Hong Kong 0 0 1 68 0 0 4 246
In Memoriam: G. S. Maddala 0 0 0 52 0 0 0 200
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models 0 0 0 11 1 1 1 44
Interest rate stabilization of exchange rates and contagion in the Asian crisis countries 0 0 0 0 0 0 0 356
Introduction to the special issue: interdisciplinary aspects of panel data analysis 0 0 0 11 0 0 1 61
Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis 0 0 0 75 0 0 0 265
Is there an optimal forecast combination? 0 0 4 80 0 1 7 214
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 0 0 1 3 0 0 1 65
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 0 0 0 78 1 2 3 390
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 19 0 0 1 85
Local Linear Estimation of a Nonparametric Cointegration Model 0 0 0 10 0 0 0 48
MACHINE LEARNING AND ECONOMETRICS 5 15 17 17 8 25 29 29
MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES 0 0 0 23 0 0 0 110
MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS 0 0 0 19 0 0 0 71
Market Values of Environmental Amenities: A Latent Variable Approach 0 0 0 34 0 0 0 124
Market integration, systemic risk and diagnostic tests in large mixed panels 1 1 9 20 3 3 15 39
Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment 0 0 3 84 0 0 8 341
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 5 7 33 1,137 6 14 66 2,560
Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances 0 0 0 27 0 0 0 112
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 0 45 0 3 16 188
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models 0 0 0 17 0 1 1 191
Missing data and maximum likelihood estimation 0 0 0 138 0 0 1 372
Model specification test with correlated but not cointegrated variables 0 0 0 21 0 1 4 157
Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach 0 0 2 148 0 0 4 319
Modeling survey response bias - with an analysis of the demand for an advanced electronic device 0 1 1 93 0 2 3 327
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process 0 0 0 33 0 0 1 140
Multinomial Logit Specification Tests 0 0 0 329 0 0 7 832
Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand 0 0 0 183 0 0 0 622
Open forum on the current state and future challenges of econometrics 0 0 0 38 0 0 0 126
Panel Data Estimation for Correlated Random Coefficients Models 0 0 0 16 0 1 1 57
Panel data analysis—advantages and challenges 2 4 20 523 8 20 85 1,812
Panel data approach vs synthetic control method 0 1 4 101 0 1 10 237
Panel models with interactive effects 1 2 4 37 3 5 10 109
Panel parametric, semiparametric, and nonparametric construction of counterfactuals 2 3 8 26 2 3 10 58
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 0 0 0 0 0
Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada 0 0 0 11 0 0 1 233
Real-Time Monitoring Test for Realized Volatility 0 0 0 30 0 0 0 98
Recursive estimation in large panel data models: Theory and practice 0 1 4 13 0 2 8 37
Rejoinder on: Panel data analysis—advantages and challenges 0 0 0 19 0 0 2 84
Robust estimation of generalized linear models with measurement errors 1 1 1 100 1 2 9 388
Shares versus Residual Claimant Contracts: The Case of Chinese TVEs 0 0 0 33 0 0 1 232
Smoothed maximum score estimation with nonparametrically generated covariates 0 0 0 0 0 0 0 6
Some Estimation Methods for a Random Coefficient Model 0 0 0 393 1 1 2 911
Some remarks on measurement errors and the identification of panel data models* 0 0 0 0 0 0 0 2
Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects 0 0 0 41 1 1 1 134
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration 0 0 3 225 0 1 4 686
Statistical inference for panel dynamic simultaneous equations models 0 0 0 56 0 1 2 226
Studies in Estimation and Testing 0 0 0 12 0 0 0 71
THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS 0 0 0 3 0 0 2 19
Testing error serial correlation in fixed effects nonparametric panel data models 0 0 1 35 0 1 3 151
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach 0 0 1 18 0 1 5 141
Testing serial correlation in semiparametric panel data models 0 0 0 66 0 1 1 206
The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis 0 0 2 37 0 1 4 134
The Real Effects of Capital Inflows on Emerging Markets 0 0 0 3 0 0 1 86
The Role of China in Asian Monetary Integration 0 0 0 33 1 1 1 117
The emerging market crisis and stock market linkages: further evidence 0 0 0 180 0 0 0 727
The emerging market crisis and stock market linkages: further evidence 0 0 0 1 0 1 3 9
The relationship between stock returns and volatility in international stock markets 0 0 1 122 0 2 3 419
Transformed Estimation for Panel Interactive Effects Models 0 0 6 13 0 1 11 26
Two-stage estimation of limited dependent variable models with errors-in-variables 0 0 0 84 1 3 3 400
Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census 0 0 0 34 0 0 0 91
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 0 0 70
WHY PANEL DATA? 0 0 4 24 0 1 10 90
Total Journal Articles 24 60 271 12,652 74 216 813 39,833


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Econometrician’s Perspective on Big Data 0 0 4 65 0 1 5 102
Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior 0 1 2 3 1 3 7 10
Identification 1 4 14 510 1 6 24 891
Introduction 0 0 0 0 0 0 0 1
Introduction 0 0 0 0 0 0 0 0
Latent variable models in econometrics 0 3 13 701 1 4 18 1,455
Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? 2 2 9 11 2 3 14 17
Mean Variance Portfolio Allocation 0 0 0 0 0 0 0 2
Multiple Treatment Effects in Panel-Heterogeneity and Aggregation 0 0 6 8 0 0 13 17
Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics 0 0 1 7 0 0 1 42
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models 0 3 9 35 1 6 24 105
Total Chapters 3 13 58 1,340 6 23 106 2,642


Statistics updated 2024-12-04