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Cheng Hsiao

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First Name: Cheng
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Last Name: Hsiao
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RePEc Short-ID: phs10

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  34. Wu-Index

Works

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Working papers

  1. Hiroshi Fujiki & Cheng Hsiao, 2008. "Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities," IMES Discussion Paper Series 08-E-17, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

  2. WANGÊ, Shin-Huei & HSIAO, Cheng, 2008. "An easy test for two stationary long processes being uncorrelated via AR approximations," CORE Discussion Papers 2008047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]

  3. Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," IZA Discussion Papers 2756, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:

  4. Nauro F. Campos & Cheng Hsiao & Jeffrey B. Nugent, 2006. "Crises, What Crises?," IZA Discussion Papers 2217, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:

  5. Cheng Hsiao & Siyan Wang, 2006. "Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models," IEPR Working Papers 06.55, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Published as:

  6. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Published as:

  7. Cheng Hsiao, 2006. "Panel Data Analysis - Advantages and Challenges," IEPR Working Papers 06.49, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Published as:

  8. Cheng Hsiao & Siyan Wang, 2005. "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers 05.23, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Published as:

  9. Cheng Hsiao, 2005. "Why Panel Data?," IEPR Working Papers 05.33, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Published as:

  10. Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Published as:

  11. Cheng Hsiao, 2005. "Longitudinal Data Analysis," Economic Growth centre Working Paper Series 0510, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]

  12. Cheng Hsiao & Siyan Wang, 2005. "Should China Let Her Exchange Rate Float? — the Experience of Developing Countries," Economic Growth centre Working Paper Series 0509, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]

  13. C. Chiarella & C. Hsiao, 2005. "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005 168, Society for Computational Economics.

  14. C. Hsiao & P. Chen, 2005. "The Transition Process in China: a Theoretical and Empirical Study," Computing in Economics and Finance 2005 210, Society for Computational Economics. [Downloadable!]
    Other versions:

  15. Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2004. "Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy," IEPR Working Papers 04.1, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Other versions:
    Published as:

  16. Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:

  17. Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran, 2002. "Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions," Computing in Economics and Finance 2002 345, Society for Computational Economics.

  18. Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
    Published as:

  19. Hsiao, C. & Pesaran, M. H. & Tahmiscioglu, A. K., 1998. "Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models," Cambridge Working Papers in Economics 9804, Faculty of Economics, University of Cambridge.

  20. Hsiao, C. & Mountain, D.C. & Ho, C.F., 1994. "A Bayesian Integration of End-Use Metering and Conditional Demand Analysis," Papers 9411, Southern California - Department of Economics.
    Published as:

  21. Hsiao, C. & Mountain, D.C., 1993. "A Framework for Regional Modeling and Impact Analysis - An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada," Papers 9317, Southern California - Department of Economics.

  22. Arguea, N.M. & Hsiao, C. & Taylor, G.A., 1993. "Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand," Papers 9316, Southern California - Department of Economics.
    Published as:

  23. Hsiao, C., 1992. "Nonlinear Latent Variable Models," Papers 9211, Southern California - Department of Economics.

  24. Hsiao, C. & Appelbe, T.W. & Dineen, C.R., 1992. "A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service," Papers 90-92-15, California Irvine - School of Social Sciences.
    Published as:

  25. Hsiao, C., 1992. "Random Coefficients Models," Papers 9212, Southern California - Department of Economics.

  26. Hsiao, C., 1992. "Logit and Probit Models," Papers 9210, Southern California - Department of Economics.

  27. Arguea, N.M. & Hsiao, C., 1992. "Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles," Papers 9203, Southern California - Department of Economics.
    Published as:

  28. Hsiao, C., 1992. "Panel Analysis for Metric Data," Papers 9213, Southern California - Department of Economics.

  29. Hsiao, C. & Mountain, D.C. & Tsui, K.Y. & Chan, M.W.L., 1989. "Modeling Ontario Regional Electricity System Demand Using A Mixed Fixed And Random Coefficients Approach," Papers m8906, Southern California - Department of Economics.
    Published as:

  30. Hsiao, C. & Kim, C. & Taylor, G., 1989. "A Statistical Perspective On Insurance Rate-Making," Papers m8916, Southern California - Department of Economics.
    Published as:

  31. Hsiao, C., 1989. "Identification And Estimation Of Dichotomous Latent Variables Models Using Panel Data," Papers 8944, Tilburg - Center for Economic Research.
    Published as:

  32. Hsiao, C., 1988. "Consistent Estimation For Some Nonlinear Errors-In- Variables Models," Papers m8810, Southern California - Department of Economics.
    Published as:

  33. Mountain, D. & Hsiao, C., 1988. "A Combined Structural And Flexible Functional Approach For Modeling Energy Substitution," Papers m8815, Southern California - Department of Economics.

  34. Anderson, T. W. & Hsiao, Cheng., 1980. "Estimation of Dynamic Models with Error Components," Working Papers 336, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  35. Cheng Hsiao, 1977. "Money And Income, Causality Detection," NBER Working Papers 0167, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  36. Cheng Hsiao & P. M. Robinson, 1976. "Efficient Estimation of a Dynamic Error-Shock Model," NBER Working Papers 0157, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

Articles

  1. Liu, Echu & Hsiao, Cheng & Matsumoto, Tomoya & Chou, Shinyi, 2009. "Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment," Journal of Econometrics, Elsevier, vol. 152(1), pages 61-69, September. [Downloadable!] (restricted)

  2. Hsiao, Cheng, 2009. "Announcement of the establishment of the Amemiya lecture series," Journal of Econometrics, Elsevier, vol. 149(1), pages 1-1, April. [Downloadable!] (restricted)

  3. Hsiao, Cheng & Shen, Yan & Wang, Boqing & Weeks, Greg, 2008. "Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 98-108, July. [Downloadable!] (restricted)

  4. Hiroshi Fujiki and Cheng Hsiao, 2008. "Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 26, pages 159-194, December. [Downloadable!]

  5. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October. [Downloadable!] (restricted)
    Other versions:

  6. Liqun Wang & Cheng Hsiao, 2007. "Two-stage estimation of limited dependent variable models with errors-in-variables," Econometrics Journal, Royal Economic Society, vol. 10(2), pages 426-438, 07. [Downloadable!] (restricted)

  7. Cheng Hsiao, 2007. "Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 1-22, May. [Downloadable!] (restricted)
    Other versions:

  8. Yan Shen & Greg Weeks & Cheng Hsiao & Boqing Wang, 2007. "Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 453-475. [Downloadable!]

  9. Cheng Hsiao, 2007. "Rejoinder on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 56-57, May. [Downloadable!] (restricted)

  10. Cheng Hsiao & Siyan Wang, 2007. "Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 49-81, 03. [Downloadable!] (restricted)
    Other versions:

  11. Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006. "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744. [Downloadable!]
    Other versions:

  12. Harrison Cheng & Cheng Hsiao & Jeffrey B. Nugent & Jicheng Qiu, 2006. "Managerial Autonomy, Contractual Incentives And Productivity In A Transition Economy: Some Evidence From China'S Town And Village Enterprises," Pacific Economic Review, Blackwell Publishing, vol. 11(3), pages 341-361, October. [Downloadable!] (restricted)

  13. Hsiao, Cheng & Wang, Siyan, 2006. "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 427-463. [Downloadable!] (restricted)
    Other versions:

  14. Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(04), pages 795-837, August. [Downloadable!]
    Other versions:

  15. Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005. "Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 579-601. [Downloadable!]
    Other versions:

  16. Li, Qi & Yang, Jian & Hsiao, Cheng & Chang, Young-Jae, 2005. "The relationship between stock returns and volatility in international stock markets," Journal of Empirical Finance, Elsevier, vol. 12(5), pages 650-665, December. [Downloadable!] (restricted)

  17. Cheng Hsiao, 2005. "Why Panel Data?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(02), pages 143-154. [Downloadable!] (restricted)
    Other versions:

  18. Li, Tong & Hsiao, Cheng, 2004. "Robust estimation of generalized linear models with measurement errors," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 51-65. [Downloadable!] (restricted)

  19. Hsiao, Cheng & Shen, Yan, 2003. "Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization," Economic Development and Cultural Change, University of Chicago Press, vol. 51(4), pages 883-96, July.

  20. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February. [Downloadable!] (restricted)

  21. Fujiki, Hiroshi & Hsiao, Cheng & Shen, Yan, 2002. "Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 1-23, April. [Downloadable!]

  22. Dekle, Robert & Hsiao, Cheng & Wang, Siyan, 2002. "High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views," Review of International Economics, Blackwell Publishing, vol. 10(1), pages 64-78, February. [Downloadable!] (restricted)

  23. Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002. "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July. [Downloadable!] (restricted)
    Other versions:

  24. Hsiao, Cheng & Perrigne, Isabelle, 2001. "Studies in Estimation and Testing," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 1-4, July. [Downloadable!] (restricted)

  25. Hsiao, Cheng, 2001. "Identification And Dichotomization Of Long- And Short-Run Relations Of Cointegrated Vector Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 17(05), pages 889-912, October. [Downloadable!]

  26. Hsiao, Cheng & Li, Qi, 2001. "A Consistent Test For Conditional Heteroskedasticity In Time-Series Regression Models," Econometric Theory, Cambridge University Press, vol. 17(01), pages 188-221, February. [Downloadable!]

  27. Dekle, Robert & Hsiao, Cheng & Wang, Siyan, 2001. " Do High Interest Rates Appreciate Exchange Rates during Crisis? The Korean Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 359-80, July. [Downloadable!] (restricted)

  28. Hsiao, C., 2001. "Open forum on the current state and future challenges of econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 1-1, January. [Downloadable!] (restricted)

  29. Arguea, Nestor M. & Hsiao, Cheng, 2000. "Market Values of Environmental Amenities: A Latent Variable Approach," Journal of Housing Economics, Elsevier, vol. 9(1-2), pages 104-126, March. [Downloadable!] (restricted)

  30. Hsiao, Cheng & Wang, Q Kevin, 2000. "Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(2), pages 523-42, May.

  31. Robert Dekle & Cheng Hsiao & Siyan Wang, 1999. "Interest rate stabilization of exchange rates and contagion in the Asian crisis countries," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.

  32. Li, Q. & Hsiao, C., 1998. "Testing serial correlation in semiparametric panel data models," Journal of Econometrics, Elsevier, vol. 87(2), pages 207-237, September. [Downloadable!] (restricted)

  33. Hsiao, Cheng & Fujiki, Hiroshi, 1998. "Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 57-79, May. [Downloadable!]

  34. Hsiao, Cheng & Nugent, Jeffrey & Perrigne, Isabelle & Qiu, Jicheng, 1998. "Shares versus Residual Claimant Contracts: The Case of Chinese TVEs," Journal of Comparative Economics, Elsevier, vol. 26(2), pages 317-337, June. [Downloadable!] (restricted)

  35. Hsiao, Cheng & Sun, Bao-Hong, 1998. "Modeling survey response bias - with an analysis of the demand for an advanced electronic device," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 15-39, November. [Downloadable!] (restricted)

  36. Hsiao, Cheng, 1997. "Statistical Properties of the Two-Stage Least Squares Estimator under Cointegration," Review of Economic Studies, Blackwell Publishing, vol. 64(3), pages 385-98, July. [Downloadable!] (restricted)

  37. Cheng Hsiao, 1997. "Cointegration and Dynamic Simultaneous Equations Model," Econometrica, Econometric Society, vol. 65(3), pages 647-670, May.

  38. Hsiao, Cheng & Mountain, Dean C & Illman, Kathleen Ho, 1995. "A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 315-26, July.
    Other versions:

  39. Arguea, N M & Hsiao, C & Taylor, G A, 1994. "Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-18, Jan.-Marc. [Downloadable!] (restricted)
    Other versions:

  40. Hsiao, Cheng & Appelbe, Trent W. & Dineen, Christopher R., 1993. "A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 63-86, September. [Downloadable!] (restricted)
    Other versions:

  41. Hsiao, Cheng & Ruud, Paul, 1993. "Editors' introduction," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 1-3, March. [Downloadable!] (restricted)

  42. Arguea, Nestor M. & Hsiao, Cheng, 1993. "Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 243-267, March. [Downloadable!] (restricted)
    Other versions:

  43. Hsiao, Cheng, 1991. "Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data," Review of Economic Studies, Blackwell Publishing, vol. 58(4), pages 717-31, July. [Downloadable!] (restricted)
    Other versions:

  44. Hsiao, Cheng & Kim, Changseob & Taylor, Grant, 1990. "A statistical perspective on insurance rate-making," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 5-24. [Downloadable!] (restricted)
    Other versions:

  45. Hsiao, Cheng & Mountain, Dean C. & Chan, M. W. Luke & Tsui, Kai Y., 1989. "Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach," Regional Science and Urban Economics, Elsevier, vol. 19(4), pages 565-587, December. [Downloadable!] (restricted)
    Other versions:

  46. Hsiao, Cheng, 1989. "Consistent estimation for some nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 41(1), pages 159-185, May. [Downloadable!] (restricted)
    Other versions:

  47. Dean C. Mountain & Cheng Hsiao, 1986. "Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada," The Energy Journal, International Association for Energy Economics, vol. 7(1), pages 149-168.

  48. Cheng Hsiao, 1985. "Reply," Econometric Reviews, Taylor and Francis Journals, vol. 4(1), pages 187-189. [Downloadable!] (restricted)

  49. Small, Kenneth A & Hsiao, Cheng, 1985. "Multinomial Logit Specification Tests," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 619-27, October. [Downloadable!] (restricted)

  50. Cheng Hsiao, 1985. "Benefits and limitations of panel data," Econometric Reviews, Taylor and Francis Journals, vol. 4(1), pages 121-174. [Downloadable!] (restricted)

  51. Ham, John & Hsiao, Cheng, 1984. "Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 133-158. [Downloadable!] (restricted)

  52. Anderson, T. W. & Hsiao, Cheng, 1982. "Formulation and estimation of dynamic models using panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 47-82, January. [Downloadable!] (restricted)

  53. Hsiao, Cheng, 1982. "Autoregressive modeling and causal ordering of economic variables," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 243-259, November. [Downloadable!] (restricted)

  54. Hsiao, Cheng, 1981. "Autoregressive modelling and money-income causality detection," Journal of Monetary Economics, Elsevier, vol. 7(1), pages 85-106. [Downloadable!] (restricted)

  55. Hsiao, Cheng, 1980. "Missing data and maximum likelihood estimation," Economics Letters, Elsevier, vol. 6(3), pages 249-253. [Downloadable!] (restricted)

  56. Hsiao, Cheng, 1979. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 10(2), pages 243-252, June. [Downloadable!] (restricted)

  57. Hsiao, Cheng, 1979. "Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances," Econometrica, Econometric Society, vol. 47(2), pages 475-94, March. [Downloadable!] (restricted)

  58. Hsiao, Cheng, 1979. "Causality tests in econometrics," Journal of Economic Dynamics and Control, Elsevier, vol. 1(4), pages 321-346, November. [Downloadable!] (restricted)

  59. Hsiao, Cheng & Robinson, P M, 1978. "Efficient Estimation of a Dynamic Error-Shock Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 467-79, June. [Downloadable!] (restricted)
    Other versions:

  60. Hsiao, Cheng, 1977. "Identification for a Linear Dynamic Simultaneous Error-Shock Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 181-94, February. [Downloadable!] (restricted)

  61. Hsiao, Cheng, 1976. "Identification and Estimation of Simultaneous Equation Models with Measurement Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 319-39, June. [Downloadable!] (restricted)

  62. Hsiao, Cheng, 1975. "Some Estimation Methods for a Random Coefficient Model," Econometrica, Econometric Society, vol. 43(2), pages 305-25, March. [Downloadable!] (restricted)

  63. Hsiao, Cheng, 1974. "Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 12-30, February. [Downloadable!] (restricted)

Chapters

  1. Aigner, Dennis J. & Hsiao, Cheng & Kapteyn, Arie & Wansbeek, Tom, 1984. "Latent variable models in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 23, pages 1321-1393 Elsevier. [Downloadable!] (restricted)

  2. Hsiao, Cheng, 1983. "Identification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 4, pages 223-283 Elsevier. [Downloadable!] (restricted)

Books

  1. RePEc:cup:cbooks:9780521818551 is not listed on IDEAS

  2. RePEc:cup:cbooks:9780521522717 is not listed on IDEAS

Editor

  1. Journal of Econometrics, Elsevier.

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2002-07-04 2006-06-10
  2. NEP-CNA: China (1) 2005-11-19
  3. NEP-DEV: Development (2) 2005-11-19 2006-10-28
  4. NEP-ECM: Econometrics (10) 2001-05-02 2004-06-27 2005-06-14 2005-10-29 2006-06-10 2006-06-10 2007-01-23 2007-05-12 2007-06-02 2008-11-25 Author is listed
  5. NEP-ETS: Econometric Time Series (8) 2001-05-02 2004-06-27 2004-08-02 2004-08-09 2005-06-14 2005-10-29 2007-01-23 2008-11-25 Author is listed
  6. NEP-FIN: Finance (1) 2005-10-29
  7. NEP-FMK: Financial Markets (2) 2005-04-03 2005-10-29
  8. NEP-LAW: Law & Economics (2) 2006-08-05 2006-10-28
  9. NEP-MAC: Macroeconomics (3) 2006-08-05 2006-10-28 2008-08-06
  10. NEP-MON: Monetary Economics (3) 2002-07-04 2005-04-03 2008-08-06
  11. NEP-PBE: Public Economics (1) 2006-10-28
  12. NEP-POL: Positive Political Economics (2) 2006-08-05 2006-10-28
  13. NEP-SEA: South East Asia (1) 2006-08-05
  14. NEP-TRA: Transition Economics (2) 2005-10-29 2005-11-19
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This page was last updated on 2009-11-4.

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