Book |
 cai,z,hong, y. and hsiao, cheng (Ed.). (2018). Advance in Econometric Theory-Essays in honor of Takeshi Amemiya. (Vol. 206, journal of econometrics. |
| hsiao, c. (2014). Analysis of Panel Data, third edition, Econometric Society monographs 54. Cambridge university press. |
| Hsiao, C. (2008). Preface to Japanese Translation of Analysis of Panel Data, 2nd ed. |
| Hsiao, C. (2008). Analysis of Panel Data (Japanese translation). Pacific East Economics Publishing House. |
| Hsiao, C. (2007). Preface to Chinese Translation of Econometric Models, Techniques and Applications, 2nd edition. China Social Sciences Publishing House. |
| Hsiao, C. (2003). analysis of panel data, second edition. Cambridege, UK: Cambridege University. |
| Hsiao, C., Intriligator, M., Bodkin, R. (1996). Econometric Models, Techniques and Applications. Beijing: China Social Sciences Publishing House. |
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Book Chapter |
| hsiao, c. (2020). An econometrician's perspective on big data. essays in honor of cheng hsiaoetrics (Vol. 31). advance in econometrics. |
| cai, z., hong, y., hsiao, c. (2018). editors introduction to Advance in Econometric Theory-Essays in honor of Takeshi Amemiya. (Vol. 206). pp. 279-281. journal of econometrics Annals issue. |
| an, y., hsiao, c., li, d. (2016). semiparametric estimation of partially linear varying coefficient panel data models. advances in econometrics (Vol. 35). pp. 47-65. Emerald. |
| hsiao, c. (2015). random coefficients models in panels. Oxford handbook of panel data econometrics pp. 402-417. oxford university press. |
| hsiao, c. (2015). Challenges for Panel Financial Analysis. Econometrics of Risk pp. 3-15. Springer-Verlarg. |
| hsiao, c. (2014). Panel Macroeconometric models-a selected survey. pp. 205-239. |
| Hsiao, C. (2011). dynamic panel data models. handbook of empirical economics and finance pp. 373-396. |
| Hsiao, C., Pesaran, H. (2008). Random Coefficients Models. pp. 98-108. Norwell, MA: Kluwer Academic Press. |
| Hsiao, C., Dufour, J. (2008). Identification. 2nd edition The New Palgrave: A Dictionary of Economics. |
| Hsiao, C. (2008). Longitudinal Data Analysis. 2nd Edition The New Palgrave: A Dictionary of Economics. |
| Hsiao, C. (2008). Unit Root and Cointegration Regression. 2nd Edition The International Encyclopedia of the Social Sciences. |
| Hsiao, C. (2007). Economic Panel Data Methodology. Elsevier. |
| Hsiao, C. (2006). Mean Variance Portfolio Allocation. (Vol. NA). Encyclopedia of Finance/Kluwer Academic Publications (Kluwer). |
| Hsiao, C. (2006). Cowles Commission STructural Equation Approach in Light of Nonstationary Time Series Analysis. (Vol. 52). lecture notes and monograph: Institute for Mathematical Statistics. |
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Conference Proceeding |
| hsiao, c. (2018). T.W. Anderson's seminal contributions to econometrics. Proceedings of 2017 Joint Statistical Meetings. |
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Journal Article |
| 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. |
