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Analysis of panel data
Hsiao, Cheng - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10001700947
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Identification and dichotomization of long- and short-run relations of cointegrated vector autoregressive models
Hsiao, Cheng - In: Econometric theory 17 (2001) 5, pp. 889-912
Persistent link: https://www.econbiz.de/10001609161
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Statistical properties of the two-stage least squares estimators under cointegration
Hsiao, Cheng - In: The review of economic studies 64 (1997) 3, pp. 385-398
Persistent link: https://www.econbiz.de/10001239940
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Identification and estimation of dichotomous latent variables models using panel data
Hsiao, Cheng - In: The review of economic studies 58 (1991) 4, pp. 717-731
Persistent link: https://www.econbiz.de/10001114538
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Identification
Hsiao, Cheng - 1992
Persistent link: https://www.econbiz.de/10001327457
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Panel macroeconometric modeling
Hsiao, Cheng - In: Essays in honor of Peter C. B. Phillips, (pp. 205-239). 2014
Persistent link: https://www.econbiz.de/10010442865
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Dynamic panel data models
Hsiao, Cheng - In: Handbook of empirical economics and finance, (pp. 373-396). 2011
Persistent link: https://www.econbiz.de/10009130115
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Estimation of fixed effects dynamic panel data models : linear differencing or conditional expectation
Hsiao, Cheng - In: Econometric reviews 39 (2020) 8, pp. 858-874
Persistent link: https://www.econbiz.de/10012295585
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An econometrician's perspective on big data
Hsiao, Cheng - In: Essays in honor of Cheng Hsiao, (pp. 413-423). 2020
Persistent link: https://www.econbiz.de/10012249466
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Panel models with interactive effects
Hsiao, Cheng - In: Journal of econometrics 206 (2018) 2, pp. 645-673
Persistent link: https://www.econbiz.de/10012110421