Hsiao, C., Zhou, Q., Shi, Z. (2021). transformed estimation for panel interactive models. journal of business and economic statistics.
Wang, C. S., Hsiao, C., Yang, H. (2021). market integration, system risk and diagnostiv tests in large mixed panels. Econometrics Review. Vol. 40, pp. 750-796.
Jiang, B., Yang, Y., Gao, J., Hsiao, C. (2021). recursive estimation in large panel data models:theory and practice. journal of econometrics. Vol. 224, pp. 439-465.
Damplasit, K., Hsiao, C. (2021). heterogeneity and dynamic dependence in panel analysis of individual behavior. advance in econometrics. Vol. 43
hsiao, c., xie, y., zhou, q. (2021). factor dimension determination in panel interactive models. computational statistics. Vol. 36, pp. 1481-1487.
wan, s., hsiao, c., zhou, q. (2021). can a time-varying structure provide a more robust panel construction of counterfactuals;straightjacket or striaght jackets. empirical economics. Vol. 60, pp. 113-129.
ke, x., hsiao, c. (2021). economic impacts of the most drastic lockdown during COVID19-the experience of Hubei,China. Journal of Applied Econometrics.
gao, X., chen, X., gao, W., hsiao, c. (2021). smoothed maxmum score estimation with nonparametrically generated covariates. econometric reviews. Vol. 40, pp. 706-813.
hsiao, c. (2021). some thoughts on prediction in the presence of big data. china journal of econometrics. Vol. 1, pp. 1-16.
hsiao, c. (2020). estimation of fixed effects dynamic panel data models-linear differencing or conditional expectation. Econometrics Review.
hsiao, c. (2020). estimation of fixed effects dynamic panel data models-linear differencing or conditional expectation. econometric reviews.
dampronplasit, k., hsiao, c., zhao, x. (2019). health status and labor market outcome: empirical evidence from Australia. pacific economic review. Vol. 24, pp. 269-292.
hsiao, c., zhou, q. (2019). panel parametric, semi-parametric and nonparametric construction of counter factuals. journal of applied econometrcis. Vol. 34, pp. 463-481.
hsiao, c., li, q., liang, z., xie, w. (2019). panel data estimation for correlated random coeffcients models. econometrics. Vol. 7
hsiao, c., zhou, q. (2018). JIVE for Panel Dyanmic Simultaneous Equations models. Econometric Theory.
hsiao, c. (2018). panel models with interactive effects. journal of econometrics. Vol. 206, pp. 645-673.
wan, s., xie, y., hsiao, c. (2018). Panel data approach vs synthetic control method. economics letters. Vol. 164, pp. 121-123.
hsiao, c., zhou, q. (2018). incidental parameters, initial conditions and sample size for dynamic panel data models. journal of econometrics. Vol. 207, pp. 114-128.
hsiao, c., zhou, q. (2017). first difference vs forward demeaning:implications for the method of moments estimators. econometrics review. Vol. 36, pp. 883-897.
Ke, X., Chen, h., hong, Y., hsiao, c. (2017). Do China's High Speed Rail Projects Promote Local Economy. China Economic Review. Vol. 44, pp. 203-226.
hsiao, c., zhou, q. (2017). first difference or forward difference:implications for the method of moments estimator. Econometrics Review. Vol. 36, pp. 883-897.
li, K., li, D., liang, z., hsiao, c. (2016). semi-parametric profile likelihood estimation of varying coefficient models with nonstationay regressors. econometrics review. Vol. 35
hsiao, c., zhou, q. (2016). asymptotic distribution of quasi maximum likelihood estimaion of dynamic panels using long difference transformation when both N and T are large. statistics methods and applications. Vol. 25, pp. 675-683.
sun, y., hsiao, c., li, q. (2015). volatility spill over effect: a semi-parametric analysis of non-cointegrated processes. econometrics review. Vol. 34, pp. 127-145.
liang, Z., lin, z., hsiao, c. (2015). local linear estimation of a nonparametric cointegrated models. econometrics review. Vol. 34, pp. 881-905.
hsiao, c., zhou, q. (2015). statistical inference for panel dynamic simultaneous equations models. Journal of Econometrics. Vol. 189, pp. 383-396.
Du, Z., Lin, Z., Hua, Y., hsiao, c. (2015). The macroeconomic effects of the Canada-US Free trade Agreement on Canada-a Counterfactual analysis. World Economy. Vol. 38, pp. 878-892.
hsiao, c. (2015). Testing purchasing power parity hypothesis-a semi-parametric varying coefficient approach. Empirical Economics. Vol. 48, pp. 427-438.
Fujiki, H., hsiao, c. (2015). Disentangling multiple treatment effects-measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake. journal of econometrics. Vol. 186, pp. 66-73.
hsiao, c., Zhang, J. (2015). IV, GMM or MLE to estimate dynamic panel data models. journal of econometrcs. Vol. 187, pp. 312-322.
hsiao, c., Shen, Y., Bian, W. (2015). Evaluating the effectiveness of China's Financial Reform on the effciency of domestic banking Sector. China Economic Review. Vol. 30, pp. 70-82.
Green, C., Long, W., hsiao, c. (2015). testing error serial correlations in fixed effects nonparametric panel data models. Journal of Econometrics. Vol. 188, pp. 466-473.
Hsiao, C., Wan, S. (2014). Is there an optimal forecast combination. jornal of econometrics. Vol. 178, pp. 294-309.
Gan, l., Hsiao, C., Xu, S. (2014). model specification test with correlated but not cointegrated variables. Journal of Econometrics. Vol. 178, pp. 80-85.
Wang, C., Hsiao, C. (2013). the real time monitoring test for realized volatility. journal of time series econometrics. Vol. 5, pp. 1-24.
Wang, C., Bauwens, l., Hsiao, C. (2013). forecasting long memory processes subject to structural breaks. Journal of Econometrics. Vol. 177, pp. 171-184.
Hsiao, C., Ching, H. S., Wan, S. (2012). A panel data approach for program evaluation-measuring the impact of political and economic interation of Hong Kong with Mainland China. Journal of Applied Econometrics.
Hsiao, C., Wang, L., chen, s. (2012). measurement errors and censored structural latent variable models. econometric theory. Vol. 28, pp. 696-703.
Hsiao, C. (2012). The creative tension between statistics and economics. Singapore Economic Review. Vol. 57
Hsiao, C., Pesaran, M. H., Pick, A. (2012). diagnostic tests of cross-section independence for nonlinear panel data models. Oxford Bulletin of Economics and Statistics. Vol. 74, pp. 253-277.
Ching, H. S., Hsiao, C., Wan, S. (2012). Impact of CEPA on the labor market of Hong Kong. China Economic Review. Vol. 23, pp. 975-981.
Bresson, G., Hsiao, C. (2011). a fuctional connectivity approach to model cross-sectional correlations. advances in statistical analysis. Vol. 95, pp. 501-529.
Bresson, G., Hsiao, C., Pirotte, A. (2011). assessing the contribution of R&D to total productivity-a bayesian approach to account for heterogeneity and heterocedasticity. advances in statistical analysis. Vol. 95, pp. 435-452.
Wang, L., Hsiao, C. (2011). A Simulation-Based Semi-parametric Estimation of Nonlinear Errors-in-Variables Models. journal of econometrics. Vol. 165, pp. 30-44.
Ching, S., Hsiao, C., Wan, S., Wang, T. (2011). Economic Benefits of Globalization-the Impact of entry to WTO on China's Growth. Pacific Economic Review. Vol. 16, pp. 285-301.
Sun, Y., Hsiao, C., Li, Q. (2011). Measurement of correlations of noncointegrated I(1) varaibles. jornal of econometrics.
campos, n., Hsiao, C., nugent, j. (2011). crises, what crises? new evidence on the relative roles of political and economic crises in begetting reforms. journal of development studies. Vol. 46, pp. 1670-1691.
Hsiao, C., pesaran, m. h., picks, a. (2010). diagnostic tests of cross-sectional independence for limited dependent variable panel data models. oxford bulletin of economics and statistics.
wang, s., Hsiao, C. (2010). the role of china in Asia monetary integration. Journal of chinese economy. Vol. 43, pp. 23-33.
Damronplasit, K., Hsiao, C., Zhao, X. (2010). Decriminalization and Mariajuana Smoking Prevalence: evidence from Australia. Journal of Business and Economic Statistics. Vol. 28, pp. 344-356.
Hsiao, C., wan, s. (2010). comparison of forecasting methods with an application to predicting excess equity premium. mathematics and computers in simulations.
Liu, E., Hsiao, C., Matsumoto, T., Chou, S. (2009). Maternal Full-Time Employment and Overweight Children: Parametric, Semiparametric and Non-parametric Assessment. Journal of econometrics. Vol. 152, pp. 61-69.
Hsiao, C., Damronplasit, K. (2009). Decriminalization Policy and Marijuana Smoking Prevalence: A Look at the Literature. Singapore Economic Review.
Hsiao, C., Nugent, J., Shen, Y. (2008). Foreign Direct Investment and the Importance of Institutions. India Macro Manual. pp. 39-58.
Fujiki, H., Hsiao, C. (2008). Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities. Monetary and Economic Studies. Vol. 26, pp. 159-193.
Hsiao, C., Shen, Y., Wang, B., Weeks, G. (2008). Evaluating the Effectiveness of Repeated Job Search Services on the Prime Age Female Welfare Recipients. Journal of Econometrics. Vol. 145, pp. 98-108.
Hsiao, C., Tahmiscioglu, A. K. (2008). Estimation of Dynamic Panel Data Models with Both Individual and Time Specific Effects. Journal of Statistical Planning and Inference. Vol. 138, pp. 2698-2721.
Hsiao, C. (2007). Panel Data Analysis - Advantages and Challenges. TEST. Vol. 16, pp. 1-22.
Hsiao, C. (2007). Rojoinder on: Panel Data Analysis - Advantages and Challenges. TEST. Vol. 16, pp. 56-57.
Hsiao, C., Wang, S. (2007). Lag Order Augmented Two- and Three Stage Least Squares Estimators for an Integrated Structural Vector Autoregressive Model. Econometrics Journal. Vol. 10, pp. 49-81.
Hsiao, C., Shen, Y., Wang, B., Weeks, G. (2007). Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-Age Female TANF Recipients. Journal of Applied Econometrics. Vol. 22, pp. 453-475.
Hsiao, C., Wang, L. (2007). Two-Stage Estimation of Limited Dependent Variable Models with Errors-in-Variables. Econometrics Journal. Vol. 10, pp. 426-438.
Hsiao, C., Li, Q., Racine, J. (2007). A Consistent Model Specification Test with Mixed Categorical and Continuous Data. Journal of Econometrics. Vol. 140, pp. 802-826.
Hsiao, C. (2007). Some Thoughts on East Asian Economic Growth. Monetary and Economic Studies. Vol. 25, pp. 160-166.
Hsiao, C. (2006). Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process. Journal of Econometrics/Elsevier. Vol. 135, pp. 427-463.
Cheng, H., Hsiao, C., Nugent, J. B., Qiu, J. (2006). Managerial Autonomy, Contractual Incentives and Productivity in a Transition Economy: Some Evidence from China's TVEs. Pacific Economic Review/Blackwell. Vol. 11, pp. 341-361.
Hsiao, C., Qi, J., Li, Q., Wang, Z. (2006). The Emerging Market Crisis and Stock Market Linkages: Further Evidence. Journal of Applied Econometrics. Vol. 21, pp. 727-744.
Hsiao, C. (2005). Efficient Estimation of Dynamic Panel Data Models - with an Application to the Analysis of Foreign Direct Investment. China Economic Journal. Vol. 1, pp. 11-25.
Hsiao, C. (2005). Aggregate vs. Disaggregate Data Analysis-A Paradox in the Estimation of Money Demand Function Under Low Interest Rate Policy. Journal of Applied Econometrics. Vol. 20, pp. 579-601.
Binder, M., Hsiao, C., Pesaran, M. H. (2005). Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. Econometric theory. Vol. 21, pp. 795-837.
Hsiao, C. (2005). Why Panel Data?. Singapore Economic Review. Vol. 50.2, pp. 1-12.
Hsiao, C., wang, S. Y. (2005). Should China Let Her Exchange Rate Float? - the Experience of Developing Countries. Asia Pacific Journal of Accounting and Economics. Vol. 12, pp. 1-17.
Hsiao, C., Li, T. (2004). Robust Estimation of Generalized Linear Models with Measurement Errors. Journal of Econometrics/Elsevier. pp. p. 51-65.
