The following pages link to Cheng Hsiao (Q291861):
Displayed 50 items.
- Is there an optimal forecast combination? (Q134084) (← links)
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients (Q295554) (← links)
- (Q413963) (redirect page) (← links)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- (Q494403) (redirect page) (← links)
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404) (← links)
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (Q513770) (← links)
- Comparison of forecasting methods with an application to predicting excess equity premium (Q543435) (← links)
- (Q585641) (redirect page) (← links)
- Two-stage estimation of structural labor supply parameters using interval data from the 1971 Canadian census (Q585642) (← links)
- A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service (Q689432) (← links)
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
- Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
- Formulation and estimation of dynamic models using panel data (Q1165549) (← links)
- (Q1305627) (redirect page) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- Modeling survey response bias -- with an analysis of the demand for an advanced electronic device (Q1305771) (← links)
- Estimation of nonlinear errors-in-variables models: an approximate solution (Q1370189) (← links)
- Robust estimation of generalized linear models with measurement errors. (Q1421312) (← links)
- Real-time monitoring test for realized volatility (Q1695554) (← links)
- Panel data approach vs synthetic control method (Q1787365) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299) (← links)
- Disentangling the effects of multiple treatments -- measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake (Q2346016) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
- Testing error serial correlation in fixed effects nonparametric panel data models (Q2516317) (← links)
- Maternal full-time employment and overweight children: parametric, semi-parametric, and non-parametric assessment (Q2628865) (← links)
- (Q2704699) (← links)
- A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS (Q2716439) (← links)
- MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS (Q2890710) (← links)
- Analysis of Panel Data (Q2946079) (← links)
- Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances (Q3048120) (← links)
- Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data (Q3361738) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
- (Q3704788) (← links)
- (Q3704791) (← links)
- (Q3711623) (← links)
- Multinomial Logit Specification Tests (Q3721664) (← links)
- (Q3747597) (← links)