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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
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Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?
Hsiao, Cheng; Zhou, Qiankun - In: Essays in honor of Joon Y. Park : econometric …, (pp. 353-384). 2023
Persistent link: https://www.econbiz.de/10014315463
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Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscioglu, A. Kamil - In: Analysis of panels and limited dependent variable …, (pp. 268-296). 1999
Persistent link: https://www.econbiz.de/10001445126
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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscouglu, A. Kamil - In: Journal of econometrics 109 (2002) 1, pp. 107-150
Persistent link: https://www.econbiz.de/10001663894
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Panel data estimation for correlated random coefficients models
Hsiao, Cheng; Li, Qi; Liang, Zhongwen; Xie, Wei - In: Econometrics : open access journal 7 (2019) 1/7, pp. 1-18
This paper considers methods of estimating a static correlated random coefficient model with panel data. We mainly … the known correlation pattern, we derive the asymptotic properties of panel least squares estimators. Simulations are used …
Persistent link: https://www.econbiz.de/10012025649
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
Lahiri, Kajal; Lee, Lung-fei - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10000668001
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Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscioglu, A. Kamil - 1998
Persistent link: https://www.econbiz.de/10000671921
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Diagnostic tests of cross-section independence for limited dependent variable panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 253-277
Persistent link: https://www.econbiz.de/10009526736
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000
This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time … dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a …
Persistent link: https://www.econbiz.de/10009786715
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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