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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
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Studies in estimation and testing
Hsiao, Cheng (contributor); Perrigne, Isabelle (contributor) - 2001
Persistent link: https://www.econbiz.de/10001585151
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Real-time monitoring test for realized volatility
Wang, Cindy Shin Huei; Hsiao, Cheng - In: Journal of time series econometrics 5 (2013) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009753112
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Jive for panel dynamic simultaneous equations models
Hsiao, Cheng; Zhou, Qiankun - In: Econometric theory 34 (2018) 6, pp. 1325-1369
Persistent link: https://www.econbiz.de/10012038070
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Uncertainty, persistence, and heterogeneity : a panel data perspective
Arellano, Manuel - In: Journal of the European Economic Association 12 (2014) 5, pp. 1127-1153
Persistent link: https://www.econbiz.de/10010499721
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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
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Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 693-734
Persistent link: https://www.econbiz.de/10011778768
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Foreign direct investment and the importance of institutions : a reconciliation of cross-sectional and panel data analysis
Hsiao, Cheng; Nugent, Jeff B.; Shen, Yan - In: India macroeconomics annual ... 5 (2008), pp. 39-58
Persistent link: https://www.econbiz.de/10009126880
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Binary choice panel data models with predetermined variables
Arellano, Manuel; Carrasco, Raquel - In: Journal of econometrics 115 (2003) 1, pp. 125-157
Persistent link: https://www.econbiz.de/10001758139
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The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653