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Cross-sectional independence test for a class of parametric panel data models

Pan, Guangming; Gao, Jiti; Yang, Yanrong; Guo, Meihui - 2015

Persistent link: https://www.econbiz.de/10011781344

High Dimensional Correlation Matrices : CLT and Its Applications

Gao, Jiti - 2014

Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT) for a linear spectral statistic (LSS) of high dimensional sample correlation matrices for the case where the...

Persistent link: https://www.econbiz.de/10013044383

Heterogeneity in panel data and in nonparametric analysis in honor of Professor Cheng Hsiao

Hsiao, Cheng (honouree); Li, Qi (ed.); Li, Tong (ed.) - Chengdu International Econometrics Conference in Honor … - 2015

Persistent link: https://www.econbiz.de/10011500460

Statistical properties of the two-stage least squares estimators under cointegration

Hsiao, Cheng - In: The review of economic studies 64 (1997) 3, pp. 385-398

Persistent link: https://www.econbiz.de/10001239940

Hsiao, Cheng - 1992

Persistent link: https://www.econbiz.de/10001327457

Identification and estimation of dichotomous latent variables models using panel data

Hsiao, Cheng - In: The review of economic studies 58 (1991) 4, pp. 717-731

Persistent link: https://www.econbiz.de/10001114538

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

Analysis of panel data

Hsiao, Cheng - 2003 - 2. ed.

Persistent link: https://www.econbiz.de/10001700947

Random coefficients models in panels

Hsiao, Cheng - In: The Oxford handbook of panel data, (pp. 402-417). 2015

Persistent link: https://www.econbiz.de/10010472597

Panel macroeconometric modeling

Hsiao, Cheng - In: Essays in honor of Peter C. B. Phillips, (pp. 205-239). 2014

Persistent link: https://www.econbiz.de/10010442865

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