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A localised neural network with dependent data: estimation and inference
Gao, Jiti; Peng, Bin; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452592
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A censored switching regression approach to evaluating the effect of sunk costs and firm-level disequilibrium on export performance
Yhee, Seung-jae; Nugent, Jeffrey B.; Hsiao, Cheng - In: Nonlinear statistical modeling : proceedings of the …, (pp. 403-429). 2000
Persistent link: https://www.econbiz.de/10001587940
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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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A simulated semiparametric estimation of nonlinear errors-in-variables models
Wang, Liqun; Hsiao, Cheng - 1996
Persistent link: https://www.econbiz.de/10000592461
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Model specification test with correlated but not cointegrated variables
Gan, Li; Hsiao, Cheng; Xu, Shu - In: Journal of econometrics 178 (2014) 1, pp. 80-85
Persistent link: https://www.econbiz.de/10010255463
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Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng; Li, Degui; Liang, Zhongwen; Hsiao, Cheng - In: Econometric reviews 36 (2017) 1/3, pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
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Random coefficient models
Hsiao, Cheng; Pesaran, M. Hashem - In: The econometrics of panel data : fundamentals and …, (pp. 185 - 213). 2008
Persistent link: https://www.econbiz.de/10014559890
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Estimating multiple option Greeks simultaneously using random parameter regression
Fu, Haifeng; Jin, Xing; Pan, Guangming; Yang, Yanrong - In: The journal of computational finance 16 (2012/13) 2, pp. 85-118
Persistent link: https://www.econbiz.de/10009702575
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Interactive effects panel data models with general factors and regressors
Peng, Bin; Su, Liangjun; Westerlund, Joakim; Yang, Yanrong - 2025
Persistent link: https://www.econbiz.de/10015374605
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Interactive Effects Panel Data Models with General Factors and Regressors
Peng, Bin; Su, Liangjun; Westerlund, Joakim; Yang, Yanrong - 2021
This paper considers a model with general regressors and unobservable factors. An estimator based on iterated principal components is proposed, which is shown to be not only asymptotically normal and oracle efficient, but under certain conditions also free of the otherwise so common asymptotic...
Persistent link: https://www.econbiz.de/10013313597