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Measurement error in a dynamic simultaneous equations model with stationary disturbances
Hsiao, Cheng - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 2, pp. 475-494
Persistent link: https://www.econbiz.de/10002960147
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Analysis of panel data
Hsiao, Cheng - 1986
Persistent link: https://www.econbiz.de/10008731447
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Analysis of panel data
Hsiao, Cheng - 1986
Persistent link: https://www.econbiz.de/10004390187
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The combined use of cross-section and time-series data in econometric analysis
Hsiao, Cheng - 1972
Persistent link: https://www.econbiz.de/10004853063
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng - 2000
Persistent link: https://www.econbiz.de/10001518701
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000
Persistent link: https://www.econbiz.de/10001500096
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Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscioglu, A. Kamil - In: Analysis of panels and limited dependent variable …, (pp. 268-296). 1999
Persistent link: https://www.econbiz.de/10001445126
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A multivariate analysis of Canadian money
Hsiao, Cheng - 1979
Persistent link: https://www.econbiz.de/10001404783
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Estimation of structural nonlinear errors-in-varibles models by simulated least-squares method
Hsiao, Cheng; Wang, Q. Kevin - In: International economic review 41 (2000) 2, pp. 523-542
Persistent link: https://www.econbiz.de/10001476800