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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ind"
~person:"Hsiao, Cheng"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
~type_genre:"Lehrbuch"
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18
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17
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Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
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ECONIS (ZBW)
47
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
3
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
4
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 114-128
Persistent link: https://www.econbiz.de/10012116128
Saved in:
5
Panel models with interactive effects
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 645-673
Persistent link: https://www.econbiz.de/10012110421
Saved in:
6
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
7
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
8
Disentangling the effects of multiple treatments : measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake
Fujiki, Hiroshi
;
Hsiao, Cheng
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 66-73
Persistent link: https://www.econbiz.de/10011349547
Saved in:
9
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
10
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
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