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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
Binder, Michael; Hsiao, Cheng; Pesaran, M.Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10006958759
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Identification and dichotomization of long- and short-run relations of cointegrated vector autoregressive models
Hsiao, Cheng - In: Econometric theory 17 (2001) 5, pp. 889-912
Persistent link: https://www.econbiz.de/10001609161
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Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation
Binder, Michael; Pesaran, M.Hashem - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10006995382
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A consistent test for conditional heteroskedasticity in time-series regression models
Hsiao, Cheng; Li, Qi - In: Econometric theory 17 (2001) 1, pp. 188-221
Persistent link: https://www.econbiz.de/10001556097
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The ET interview: Professor Cheng Hsiao
Choi, In; Kuan, Chung-ming; Hsiao, Cheng - In: Econometric theory 28 (2012) 6, pp. 1351-1372
Persistent link: https://www.econbiz.de/10009743171
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Measurement errors and censored structural latent variables models
Chen, Songnian; Hsiao, Cheng; Wang, Liqun - In: Econometric theory 28 (2012) 3, pp. 696-703
Persistent link: https://www.econbiz.de/10009545787
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Jive for panel dynamic simultaneous equations models
Hsiao, Cheng; Zhou, Qiankun - In: Econometric theory 34 (2018) 6, pp. 1325-1369
Persistent link: https://www.econbiz.de/10012038070
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Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695