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Essays in honor of Cheng Hsiao

Li, Tong (ed.); Pesaran, M. Hashem (ed.); Terrell, Dek (ed.) - 2020

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and time series results are presented, exploring JIVE...

Persistent link: https://www.econbiz.de/10012215525

Life-cycle consumption under social interactions

Binder, Michael; Pesaran, M. Hashem - In: Journal of Economic Dynamics and Control 25 (2001) 1-2, pp. 35-83

Persistent link: https://www.econbiz.de/10005107125

Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models

Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - In: Oxford Bulletin of Economics and Statistics 74 (2012) 2, pp. 253-277

Persistent link: https://www.econbiz.de/10011031974

Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Hsiao, Cheng; Hashem Pesaran, M.; Kamil Tahmiscioglu, A. - In: Journal of Econometrics 109 (2002) 1, pp. 107-150

Persistent link: https://www.econbiz.de/10005238962

Estimation of fixed effects dynamic panel data models : linear differencing or conditional expectation

Hsiao, Cheng - In: Econometric reviews 39 (2020) 8, pp. 858-874

Persistent link: https://www.econbiz.de/10012295585

Panel models with interactive effects

Hsiao, Cheng - In: Journal of econometrics 206 (2018) 2, pp. 645-673

Persistent link: https://www.econbiz.de/10012110421

An econometrician's perspective on big data

Hsiao, Cheng - In: Essays in honor of Cheng Hsiao, (pp. 413-423). 2020

Persistent link: https://www.econbiz.de/10012249466

Testing weak cross-sectional dependence in large panels

Pesaran, M. Hashem - In: Econometric reviews 34 (2015) 6/10, pp. 1089-1117

Persistent link: https://www.econbiz.de/10011483451

General diagnostic tests for cross-sectional dependence in panels

Pesaran, M. Hashem - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 13-50

Persistent link: https://www.econbiz.de/10012488880

Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems

Binder, Michael; Pesaran, Hashem - In: Journal of Economic Dynamics and Control 24 (2000) 3, pp. 325-346

Persistent link: https://www.econbiz.de/10005229758

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