Narrow search
Showing 1 - 10 of 10
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Maternal full-time employment and overweight children : parametric, semi-parametric, and non-parametric assessment
Liu, Echu; Hsiao, Cheng; Matsumoto, Tomoya; Chou, Shinyi - In: Journal of econometrics 152 (2009) 1, pp. 61-69
Persistent link: https://www.econbiz.de/10003878757
Cover Image
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu; Wang, Yazhen - In: Journal of econometrics 194 (2016) 2, pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Cover Image
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu; Kong, Xin-Bing; Li, Cui-Xia; Wang, Yazhen - In: Journal of econometrics 203 (2018) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Cover Image
Evaluating the effectiveness of China's financial reform : the efficiency of China's domestic banks
Hsiao, Cheng; Shen, Yan; Bian, Wenlong - In: China economic review : an international journal 35 (2015), pp. 70-82
Persistent link: https://www.econbiz.de/10011564466
Cover Image
Impact of CEPA on the labor market of Hong Kong
Ching, Steve; Hsiao, Cheng; Wan, Shui Ki - In: China economic review : an international journal 23 (2012) 4, pp. 975-981
Persistent link: https://www.econbiz.de/10009672466
Cover Image
Do China's high-speed-rail projects promote local economy? : new evidence from a panel data approach
Ke, Xiao; Chen, Haiqiang; Hong, Yongmiao; Hsiao, Cheng - In: China economic review : an international journal 44 (2017), pp. 203-226
Persistent link: https://www.econbiz.de/10011814653