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Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are based on average pair-wise residual correlation coefficients. In nonlinear models, the definition of the residual is ambiguous and we consider two approaches: deviations of the...
Persistent link: https://www.econbiz.de/10003590525
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The emerging market crisis and stock market linkages : further evidence
Yang, Jian; Hsiao, Cheng; Li, Qi; Wang, Zijun - In: Journal of applied econometrics 21 (2006) 6, pp. 727-744
Persistent link: https://www.econbiz.de/10003387912
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Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007
Persistent link: https://www.econbiz.de/10003497608
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A time series analysis of the impact of Canadian wage and price controls
Hsiao, C.; Fakiyesi, O. - 1978
Persistent link: https://www.econbiz.de/10003544478
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A consistent model specification test with mixed discrete and continuous data
Hsiao, Cheng; Li, Qi; Racine, Jeffrey - In: Journal of econometrics 140 (2007) 2, pp. 802-826
Persistent link: https://www.econbiz.de/10003569974
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Two-stage estimation of limited dependent variable models with errors-in-variables
Wang, Liquin; Hsiao, Cheng - In: The econometrics journal 10 (2007) 2, pp. 426-438
Persistent link: https://www.econbiz.de/10003560015
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An easy test for two stationary long processes being uncorrelated via AR approximations
Wang, Shin-huei; Hsiao, Cheng - 2008
Persistent link: https://www.econbiz.de/10003813984
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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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Economic benefits of globalization : the impact of entry to the WTO on China's growth
Ching, H. Steve; Hsiao, Cheng; Wan, Shui Ki; Wang, Tongsan - In: Pacific economic review 16 (2011) 3, pp. 285-301
Persistent link: https://www.econbiz.de/10009375573
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Measurement errors and censored structural latent variables models
Chen, Songnian; Hsiao, Cheng; Wang, Liqun - In: Econometric theory 28 (2012) 3, pp. 696-703
Persistent link: https://www.econbiz.de/10009545787