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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
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Panel Parametric, Semi-Parametric and Nonparametric Construction of Counterfactuals
Hsiao, Cheng - 2019
We consider panel parametric, semi-parametric and nonparametric methods of constructing counterfactuals. We show …
Persistent link: https://www.econbiz.de/10012890817
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Panel parametric, semi-parametric and nonparametric construction of counterfactuals : California tobacco control revisited
Hsiao, Cheng; Zhou, Qiankun - 2018 - This version: April 15, 2018
Persistent link: https://www.econbiz.de/10011891556
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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
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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
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Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach
Li, Hongjun; Lin, Zhongjian; Hsiao, Cheng - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 427-438
Persistent link: https://www.econbiz.de/10011287484
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Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen; Lin, Zhongjian; Hsiao, Cheng - In: Econometric reviews 34 (2015) 6/10, pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
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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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Smoothed maximum score estimation with nonparametrically generated covariates
Cao, Xiaoyong; Chen, Xirong; Gao, Wenzheng; Hsiao, Cheng - In: Econometric reviews 40 (2021) 8, pp. 796-813
Persistent link: https://www.econbiz.de/10012624539
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Efficient Estimation of a Dynamic Error-Shock Model
Hsiao, Cheng; Robinson, Peter M. - 2021
This paper is concerned with the estimation of the parameters in a dynamic simultaneous equation model with stationary disturbances under the assumption that the variables are subject to random measurement errors. The conditions under which the parameters are identified are stated. An...
Persistent link: https://www.econbiz.de/10013224713