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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ind"
~person:"Hsiao, Cheng"
~subject:"Estimation theory"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
~type_genre:"Lehrbuch"
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Estimation theory
Schätztheorie
11
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10
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10
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7
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7
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7
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7
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Hsiao, Cheng
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
19
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
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12
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12
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11
Gouriéroux, Christian
11
Park, Joon Y.
11
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11
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11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
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10
Newey, Whitney K.
10
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10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Zakoïan, Jean-Michel
8
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8
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Journal of econometrics
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5
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2
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2
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2
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2
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1
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1
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1
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ECONIS (ZBW)
11
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1
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:
2
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:
3
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
Hsiao, Cheng
;
Zhang, Junwei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10011499447
Saved in:
4
Statistical inference for panel dynamic simultaneous equations models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10011504565
Saved in:
5
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl
;
Long, Wei
;
Hsiao, Cheng
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
Saved in:
6
Model specification test with correlated but not cointegrated variables
Gan, Li
;
Hsiao, Cheng
;
Shu Xu
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 80-85
Persistent link: https://www.econbiz.de/10010255463
Saved in:
7
Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
Saved in:
8
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
Wang, Liqun
;
Hsiao, Cheng
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 30-44
Persistent link: https://www.econbiz.de/10009374502
Saved in:
9
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
10
Studies in estimation and testing
Hsiao, Cheng
(
contributor
);
Perrigne, Isabelle
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001585151
Saved in:
1
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