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Multiple treatment effects in panel-heterogeneity and aggregation

Hsiao, Cheng; Shen, Yan; Zhou, Qiankun - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 81-101). 2022

Persistent link: https://www.econbiz.de/10013193943

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

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

Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models

Hsiao, Cheng; Zhou, Qiankun - 2017 - This version August 27, 2017

Persistent link: https://www.econbiz.de/10011788727

A VAR approach to forecasting multivariate long memory processes subject to structural breaks

Wang, Cindy S. H.; Wan, Shui Ki - In: Essays in honor of Cheng Hsiao, (pp. 105-141). 2020

Persistent link: https://www.econbiz.de/10012249359

Random coefficients models in panels

Hsiao, Cheng - In: The Oxford handbook of panel data, (pp. 402-417). 2015

Persistent link: https://www.econbiz.de/10010472597

Analysis of panel data

Hsiao, Cheng - 2014 - 3. ed.

This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some...