Econometric Reviews Honors Cheng Hsiao

DOI10.1080/07474938.2021.1889180MaRDI QIDQ5862424zbMATH OpenOpenAlexFDO

Authors

Publication date 9 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2021.1889180

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Applications of statistics to economics (62P20)

Cites work

• A panel data model of length of stay in hospitals for hip replacements
• An IV estimator for a functional coefficient model with endogenous discrete treatments
• An overview of the estimation of large covariance and precision matrices
• Bayesian estimation of dynamic panel data gravity model
• Detecting multiple equilibria for continuous dependent variables
• Determination of different types of fixed effects in three-dimensional panels
• Estimation of average treatment effect based on a semiparametric propensity score
• Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
• Estimation of high-dimensional seemingly unrelated regression models
• Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
• Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
• Market integration, systemic risk and diagnostic tests in large mixed panels
• Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
• Moment estimation for censored quantile regression
• Monotonicity-constrained nonparametric estimation and inference for first-price auctions
• Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
• Quantile regression with interval data
• Right tail information and asset pricing
• Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
• Sequential and efficient GMM estimation of dynamic short panel data models
• Smoothed maximum score estimation with nonparametrically generated covariates
• The lower regression function and testing expectation dependence dominance hypotheses

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