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~isPartOf:"AStA Advances in Statistical Analysis"
~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Hsiao, Cheng"
~person:"McAleer, Michael"
~person:"Wang, Xiaobing"
~person:"Wang, Yazhen"
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Hsiao, Cheng
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AStA Advances in Statistical Analysis
China economic review : an international journal
Journal of econometrics
Econometric Institute research papers
71
Discussion paper / Tinbergen Institute
46
Working paper
36
Tinbergen Institute Discussion Paper
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3
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2
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2
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1
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
2
The rise of migration and the fall of self employment in rural
China
's labor market
Wang, Xiaobing
;
Huang, Jikun
;
Zhang, Linxiu
;
Rozelle, Scott
- In:
China economic review : an international journal
22
(
2011
)
4
,
pp. 573-584
Persistent link: https://www.econbiz.de/10009501292
Saved in:
3
The impact of parental migration on children's school performance in rural
China
Zhao, Qiran
;
Yu, Xiaohua
;
Wang, Xiaobing
;
Glauben, Thomas
- In:
China economic review : an international journal
31
(
2014
),
pp. 43-54
Persistent link: https://www.econbiz.de/10011288911
Saved in:
4
Assessing the contribution of R&D to total factor
productivity
—a Bayesian approach to account for heterogeneity and heteroskedasticity
Bresson, Georges
;
Hsiao, Cheng
;
Pirotte, Alain
- In:
AStA Advances in Statistical Analysis
95
(
2011
)
4
,
pp. 435-452
Persistent link: https://www.econbiz.de/10009396976
Saved in:
5
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:
6
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:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
8
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
9
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
10
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
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