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Details about Cheng Hsiao

Workplace:Department of Economics, University of Southern California, (more information at EDIRC)

Access statistics for papers by Cheng Hsiao.

Last updated 2017-08-09. Update your information in the RePEc Author Service.

Short-id: phs10


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Working Papers

2017

  1. Recursive estimation in large panel data models: Theory and practice
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2016

  1. Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
    See also Journal Article in China Economic Review (2015)
  2. Panel Macroeconometric Modeling
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads

2013

  1. Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008) Downloads View citations (2)
  2. Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2015)
  3. Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
  4. Panel Data Analysis - Advantages and Challenges
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
    Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2006) View citations (5)

    See also Journal Article in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2007)
  5. Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  6. Some Thoughts on East Asian Economic Growth
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads

2012

  1. Forecasting long memory processes subject to structural breaks
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

2008

  1. A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris
    Working Papers ERMES, ERMES, University Paris 2 Downloads
    See also Journal Article in AStA Advances in Statistical Analysis (2011)
  2. An easy test for two stationary long processes being uncorrelated via AR approximations
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

2007

  1. Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity
    Working Papers ERMES, ERMES, University Paris 2 Downloads View citations (2)
    See also Journal Article in AStA Advances in Statistical Analysis (2011)
  2. Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (4)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (6)
    CESifo Working Paper Series, CESifo Group Munich (2007) Downloads View citations (5)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2007) Downloads View citations (5)

2006

  1. A Consistent Model Specification Test with Mixed Discrete and Continuous Data
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (27)
    See also Journal Article in Journal of Econometrics (2007)
  2. Crises, What Crises?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006) Downloads
  3. Heteroskedasticity and Random Coefficient Model on Panel Data
    Working Papers ERMES, ERMES, University Paris 2 Downloads
  4. Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
    See also Journal Article in Econometrics Journal (2007)

2005

  1. Intertemporal Asset Allocation with Inflation-Indexed Bonds
    Computing in Economics and Finance 2005, Society for Computational Economics
  2. Longitudinal Data Analysis
    Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre Downloads
  3. Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
    See also Journal Article in Journal of Econometrics (2006)
  4. Should China Let Her Exchange Rate Float? — the Experience of Developing Countries
    Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre Downloads
  5. The Emerging Market Crisis and Stock Market Linkages: Further Evidence
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
    See also Journal Article in Journal of Applied Econometrics (2006)
  6. The Transition Process in China: a Theoretical and Empirical Study
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (1)
  7. Why Panel Data?
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (2)
    See also Journal Article in The Singapore Economic Review (SER) (2005)

2004

  1. Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
    Also in 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) Downloads View citations (6)

    See also Journal Article in Journal of Applied Econometrics (2005)
  2. Random Coefficient Panel Data Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (19)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2004) Downloads View citations (19)
    CESifo Working Paper Series, CESifo Group Munich (2004) Downloads View citations (21)
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004) View citations (21)

2002

  1. Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (2)

2001

  1. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
    Computing in Economics and Finance 2001, Society for Computational Economics Downloads View citations (18)
    Also in Working Papers, Banco de España (2000) Downloads View citations (8)
    CESifo Working Paper Series, CESifo Group Munich (2000) Downloads View citations (12)

    See also Journal Article in Econometric Theory (2005)

1998

  1. Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (28)

1994

  1. A Bayesian Integration of End-Use Metering and Conditional Demand Analysis
    Working Papers, Southern California - Department of Economics View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (1995)

1993

  1. A Framework for Regional Modeling and Impact Analysis - An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada
    Working Papers, Southern California - Department of Economics View citations (1)
  2. Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand
    Working Papers, Southern California - Department of Economics
    See also Journal Article in Journal of Applied Econometrics (1994)

1992

  1. A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service
    Working Papers, California Irvine - School of Social Sciences View citations (4)
    See also Journal Article in Journal of Econometrics (1993)
  2. Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles
    Working Papers, Southern California - Department of Economics
    See also Journal Article in Journal of Econometrics (1993)
  3. Logit and Probit Models
    Working Papers, Southern California - Department of Economics View citations (11)
  4. Nonlinear Latent Variable Models
    Working Papers, Southern California - Department of Economics View citations (6)
  5. Panel Analysis for Metric Data
    Working Papers, Southern California - Department of Economics
  6. Random Coefficients Models
    Working Papers, Southern California - Department of Economics View citations (11)

1989

  1. A STATISTICAL PERSPECTIVE ON INSURANCE RATE-MAKING
    Working Papers, Southern California - Department of Economics
    See also Journal Article in Journal of Econometrics (1990)
  2. IDENTIFICATION AND ESTIMATION OF DICHOTOMOUS LATENT VARIABLES MODELS USING PANEL DATA
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989) Downloads

    See also Journal Article in Review of Economic Studies (1991)
  3. MODELING ONTARIO REGIONAL ELECTRICITY SYSTEM DEMAND USING A MIXED FIXED AND RANDOM COEFFICIENTS APPROACH
    Working Papers, Southern California - Department of Economics View citations (20)
    See also Journal Article in Regional Science and Urban Economics (1989)

1988

  1. A COMBINED STRUCTURAL AND FLEXIBLE FUNCTIONAL APPROACH FOR MODELING ENERGY SUBSTITUTION
    Working Papers, Southern California - Department of Economics View citations (4)
  2. CONSISTENT ESTIMATION FOR SOME NONLINEAR ERRORS-IN- VARIABLES MODELS
    Working Papers, Southern California - Department of Economics
    See also Journal Article in Journal of Econometrics (1989)

1980

  1. Estimation of Dynamic Models with Error Components
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads View citations (17)

1977

  1. Money And Income, Causality Detection
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

1976

  1. Efficient Estimation of a Dynamic Error-Shock Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in International Economic Review (1978)

Journal Articles

2017

  1. Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach
    China Economic Review, 2017, 44, (C), 203-226 Downloads
  2. Estimation of semi-varying coefficient models with nonstationary regressors
    Econometric Reviews, 2017, 36, (1-3), 354-369 Downloads View citations (1)

2016

  1. Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large
    Statistical Methods & Applications, 2016, 25, (4), 675-683 Downloads

2015

  1. Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake
    Journal of Econometrics, 2015, 186, (1), 66-73 Downloads View citations (4)
    See also Working Paper (2013)
  2. Evaluating the effectiveness of China's financial reform—The efficiency of China's domestic banks
    China Economic Review, 2015, 35, (C), 70-82 Downloads
    See also Working Paper (2016)
  3. IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
    Journal of Econometrics, 2015, 187, (1), 312-322 Downloads View citations (3)
  4. Local Linear Estimation of a Nonparametric Cointegration Model
    Econometric Reviews, 2015, 34, (6-10), 882-906 Downloads View citations (1)
  5. Statistical inference for panel dynamic simultaneous equations models
    Journal of Econometrics, 2015, 189, (2), 383-396 Downloads View citations (4)
  6. Testing error serial correlation in fixed effects nonparametric panel data models
    Journal of Econometrics, 2015, 188, (2), 466-473 Downloads
  7. Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach
    Empirical Economics, 2015, 48, (1), 427-438 Downloads View citations (1)
  8. The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis
    The World Economy, 2015, 38, (5), 878-892 Downloads
  9. Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process
    Econometric Reviews, 2015, 34, (1-2), 127-145 Downloads

2014

  1. Is there an optimal forecast combination?
    Journal of Econometrics, 2014, 178, (P2), 294-309 Downloads View citations (10)
  2. Model specification test with correlated but not cointegrated variables
    Journal of Econometrics, 2014, 178, (P1), 80-85 Downloads

2013

  1. Forecasting a long memory process subject to structural breaks
    Journal of Econometrics, 2013, 177, (2), 171-184 Downloads View citations (5)
  2. Real-Time Monitoring Test for Realized Volatility
    Journal of Time Series Econometrics, 2013, 5, (1), 1-24 Downloads

2012

  1. A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA
    Journal of Applied Econometrics, 2012, 27, (5), 705-740 View citations (23)
  2. Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models
    Oxford Bulletin of Economics and Statistics, 2012, 74, (2), 253-277 Downloads View citations (10)
  3. Impact of CEPA on the labor market of Hong Kong
    China Economic Review, 2012, 23, (4), 975-981 Downloads View citations (2)
  4. MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS
    Econometric Theory, 2012, 28, (03), 696-703 Downloads
  5. THE CREATIVE TENSION BETWEEN STATISTICS AND ECONOMICS
    The Singapore Economic Review (SER), 2012, 57, (03), 1-11 Downloads

2011

  1. A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
    AStA Advances in Statistical Analysis, 2011, 95, (4), 501-529 Downloads View citations (8)
    See also Working Paper (2008)
  2. Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity
    AStA Advances in Statistical Analysis, 2011, 95, (4), 435-452 Downloads View citations (5)
    See also Working Paper (2007)
  3. Comparison of forecasting methods with an application to predicting excess equity premium
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1235-1246 Downloads
  4. ECONOMIC BENEFITS OF GLOBALIZATION: THE IMPACT OF ENTRY TO THE WTO ON CHINA'S GROWTH
    Pacific Economic Review, 2011, 16, (3), 285-301 Downloads View citations (3)
  5. Introduction to the special issue: interdisciplinary aspects of panel data analysis
    AStA Advances in Statistical Analysis, 2011, 95, (4), 325-327 Downloads
  6. Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
    Journal of Econometrics, 2011, 164, (2), 252-267 Downloads View citations (2)
  7. Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
    Journal of Econometrics, 2011, 165, (1), 30-44 Downloads View citations (8)

2010

  1. Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms
    Journal of Development Studies, 2010, 46, (10), 1670-1691 Downloads View citations (12)
  2. Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia
    Journal of Business & Economic Statistics, 2010, 28, (3), 344-356 Downloads View citations (14)
  3. The Role of China in Asian Monetary Integration
    Chinese Economy, 2010, 43, (6), 22-33 Downloads

2009

  1. Announcement of the establishment of the Amemiya lecture series
    Journal of Econometrics, 2009, 149, (1), 1-1 Downloads
  2. China's health care reform: A tentative assessment
    China Economic Review, 2009, 20, (4), 613-619 Downloads View citations (18)
  3. DECRIMINALIZATION POLICY AND MARIJUANA SMOKING PREVALENCE: A LOOK AT THE LITERATURE
    The Singapore Economic Review (SER), 2009, 54, (04), 621-644 Downloads View citations (3)
  4. Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment
    Journal of Econometrics, 2009, 152, (1), 61-69 Downloads View citations (19)

2008

  1. Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities
    Monetary and Economic Studies, 2008, 26, 159-194 Downloads View citations (1)
  2. Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients
    Journal of Econometrics, 2008, 145, (1-2), 98-108 Downloads View citations (3)

2007

  1. A consistent model specification test with mixed discrete and continuous data
    Journal of Econometrics, 2007, 140, (2), 802-826 Downloads View citations (49)
    See also Working Paper (2006)
  2. Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients
    Journal of Applied Econometrics, 2007, 22, (2), 453-475 Downloads
  3. Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models
    Econometrics Journal, 2007, 10, (1), 49-81 Downloads View citations (1)
    See also Working Paper (2006)
  4. Panel data analysis—advantages and challenges
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, 16, (1), 1-22 Downloads View citations (49)
    See also Working Paper (2013)
  5. Rejoinder on: Panel data analysis—advantages and challenges
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, 16, (1), 56-57 Downloads View citations (42)
  6. Two-stage estimation of limited dependent variable models with errors-in-variables
    Econometrics Journal, 2007, 10, (2), 426-438 Downloads View citations (1)

2006

  1. MANAGERIAL AUTONOMY, CONTRACTUAL INCENTIVES AND PRODUCTIVITY IN A TRANSITION ECONOMY: SOME EVIDENCE FROM CHINA'S TOWN AND VILLAGE ENTERPRISES
    Pacific Economic Review, 2006, 11, (3), 341-361 Downloads
  2. Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
    Journal of Econometrics, 2006, 135, (1-2), 427-463 Downloads
    See also Working Paper (2005)
  3. The emerging market crisis and stock market linkages: further evidence
    Journal of Applied Econometrics, 2006, 21, (6), 727-744 Downloads View citations (22)
    See also Working Paper (2005)

2005

  1. Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy
    Journal of Applied Econometrics, 2005, 20, (5), 579-601 Downloads View citations (20)
    See also Working Paper (2004)
  2. ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
    Econometric Theory, 2005, 21, (04), 795-837 Downloads View citations (91)
    See also Working Paper (2001)
  3. The relationship between stock returns and volatility in international stock markets
    Journal of Empirical Finance, 2005, 12, (5), 650-665 Downloads View citations (28)
  4. WHY PANEL DATA?
    The Singapore Economic Review (SER), 2005, 50, (02), 143-154 Downloads
    See also Working Paper (2005)

2004

  1. Robust estimation of generalized linear models with measurement errors
    Journal of Econometrics, 2004, 118, (1-2), 51-65 Downloads View citations (17)

2003

  1. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
    Journal of Econometrics, 2003, 112, (2), 295-325 Downloads View citations (30)
  2. Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization
    Economic Development and Cultural Change, 2003, 51, (4), 883-96 Downloads View citations (19)
  3. In Memoriam: G. S. Maddala
    Econometric Reviews, 2003, 22, (1), vii-ix Downloads

2002

  1. High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views
    Review of International Economics, 2002, 10, (1), 64-78 Downloads View citations (16)
  2. Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis
    Monetary and Economic Studies, 2002, 20, (2), 1-23 Downloads View citations (13)
  3. Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
    Journal of Econometrics, 2002, 109, (1), 107-150 Downloads View citations (94)

2001

  1. A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS
    Econometric Theory, 2001, 17, (01), 188-221 Downloads View citations (8)
  2. An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services
    Annals of Economics and Finance, 2001, 2, (1), 165-185 Downloads
  3. Do High Interest Rates Appreciate Exchange Rates during Crisis? The Korean Evidence
    Oxford Bulletin of Economics and Statistics, 2001, 63, (3), 359-80 Downloads View citations (12)
  4. IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS
    Econometric Theory, 2001, 17, (05), 889-912 Downloads View citations (4)
  5. Open forum on the current state and future challenges of econometrics
    Journal of Econometrics, 2001, 100, (1), 1-1 Downloads
  6. Studies in Estimation and Testing
    Journal of Econometrics, 2001, 103, (1-2), 1-4 Downloads

2000

  1. Combining Opinion Surveys with Time-series Data to Forecast the Japanese Economy
    The Japanese Economic Review, 2000, 51, (2), 155-169 Downloads
  2. Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method
    International Economic Review, 2000, 41, (2), 523-42 View citations (4)
  3. Market Values of Environmental Amenities: A Latent Variable Approach
    Journal of Housing Economics, 2000, 9, (1-2), 104-126 Downloads View citations (1)

1999

  1. Interest rate stabilization of exchange rates and contagion in the Asian crisis countries
    Proceedings, 1999, (Sep) View citations (11)

1998

  1. Modeling survey response bias - with an analysis of the demand for an advanced electronic device
    Journal of Econometrics, 1998, 89, (1-2), 15-39 Downloads View citations (9)
  2. Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand
    Monetary and Economic Studies, 1998, 16, (1), 57-79 Downloads View citations (4)
  3. Shares versus Residual Claimant Contracts: The Case of Chinese TVEs
    Journal of Comparative Economics, 1998, 26, (2), 317-337 Downloads View citations (16)
  4. Testing serial correlation in semiparametric panel data models
    Journal of Econometrics, 1998, 87, (2), 207-237 Downloads View citations (23)

1997

  1. Cointegration and Dynamic Simultaneous Equations Model
    Econometrica, 1997, 65, (3), 647-670 View citations (49)
  2. Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration
    Review of Economic Studies, 1997, 64, (3), 385-398 Downloads View citations (31)

1995

  1. A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis
    Journal of Business & Economic Statistics, 1995, 13, (3), 315-26 View citations (15)
    See also Working Paper (1994)

1994

  1. Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand
    Journal of Applied Econometrics, 1994, 9, (1), 1-18 Downloads View citations (14)
    See also Working Paper (1993)

1993

  1. A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
    Journal of Econometrics, 1993, 59, (1-2), 63-86 Downloads View citations (9)
    See also Working Paper (1992)
  2. Econometric issues of estimating hedonic price functions: With an application to the U.S. market for automobiles
    Journal of Econometrics, 1993, 56, (1-2), 243-267 Downloads View citations (30)
    See also Working Paper (1992)
  3. Editors' introduction
    Journal of Econometrics, 1993, 56, (1-2), 1-3 Downloads

1992

  1. Econometric Modelling of Canadian Long Distance Calling: A Comparison of Aggregate Time Series versus Point-to-Point Panel Data Approaches
    Empirical Economics, 1992, 17, (1), 125-40 View citations (7)

1991

  1. Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data
    Review of Economic Studies, 1991, 58, (4), 717-731 Downloads View citations (10)
    See also Working Paper (1989)

1990

  1. A statistical perspective on insurance rate-making
    Journal of Econometrics, 1990, 44, (1-2), 5-24 Downloads View citations (2)
    See also Working Paper (1989)

1989

  1. Consistent estimation for some nonlinear errors-in-variables models
    Journal of Econometrics, 1989, 41, (1), 159-185 Downloads View citations (25)
    See also Working Paper (1988)
  2. Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach
    Regional Science and Urban Economics, 1989, 19, (4), 565-587 Downloads View citations (20)
    See also Working Paper (1989)

1988

  1. Estimation of a Structural Equation when Reduced-Form Coefficients Are Known
    Econometric Theory, 1988, 4, (01), 177-179 Downloads
    Also in Econometric Theory, 1986, 2, (03), 445-446 (1986) Downloads

1986

  1. Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada
    The Energy Journal, 1986, Volume 7, (Number 1), 149-168 Downloads View citations (1)

1985

  1. Multinomial Logit Specification Tests
    International Economic Review, 1985, 26, (3), 619-27 Downloads View citations (89)

1984

  1. Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census
    Journal of Econometrics, 1984, 24, (1-2), 133-158 Downloads View citations (2)

1982

  1. Autoregressive modeling and causal ordering of economic variables
    Journal of Economic Dynamics and Control, 1982, 4, (1), 243-259 Downloads View citations (39)
  2. Formulation and estimation of dynamic models using panel data
    Journal of Econometrics, 1982, 18, (1), 47-82 Downloads View citations (824)

1981

  1. Autoregressive modelling and money-income causality detection
    Journal of Monetary Economics, 1981, 7, (1), 85-106 Downloads View citations (143)

1980

  1. Missing data and maximum likelihood estimation
    Economics Letters, 1980, 6, (3), 249-253 Downloads View citations (1)

1979

  1. Causality tests in econometrics
    Journal of Economic Dynamics and Control, 1979, 1, (4), 321-346 Downloads View citations (36)
  2. Linear regression using both temporally aggregated and temporally disaggregated data
    Journal of Econometrics, 1979, 10, (2), 243-252 Downloads View citations (7)
  3. Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances
    Econometrica, 1979, 47, (2), 475-94 Downloads View citations (2)

1978

  1. Efficient Estimation of a Dynamic Error-Shock Model
    International Economic Review, 1978, 19, (2), 467-79 Downloads
    See also Working Paper (1976)

1977

  1. Identification for a Linear Dynamic Simultaneous Error-Shock Model
    International Economic Review, 1977, 18, (1), 181-94 Downloads View citations (3)

1976

  1. Identification and Estimation of Simultaneous Equation Models with Measurement Error
    International Economic Review, 1976, 17, (2), 319-39 Downloads View citations (7)

1975

  1. Some Estimation Methods for a Random Coefficient Model
    Econometrica, 1975, 43, (2), 305-25 Downloads View citations (18)

1974

  1. Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects
    International Economic Review, 1974, 15, (1), 12-30 Downloads View citations (5)

Books

2015

  1. Analysis of Panel Data
    Cambridge Books, Cambridge University Press
    Also in Cambridge Books, Cambridge University Press (2015)

Edited books

2011

  1. Nonlinear Statistical Modeling
    Cambridge Books, Cambridge University Press

2010

  1. Analysis of Panels and Limited Dependent Variable Models
    Cambridge Books, Cambridge University Press

2001

  1. Nonlinear Statistical Modeling
    Cambridge Books, Cambridge University Press

1999

  1. Analysis of Panels and Limited Dependent Variable Models
    Cambridge Books, Cambridge University Press View citations (9)

Chapters

1984

  1. Latent variable models in econometrics
    Chapter 23 in Handbook of Econometrics, 1984, vol. 2, pp 1321-1393 Downloads View citations (47)

1983

  1. Identification
    Chapter 04 in Handbook of Econometrics, 1983, vol. 1, pp 223-283 Downloads View citations (3)

Editor

  1. Journal of Econometrics
    Elsevier
 
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