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Hsiao, Cheng (contributor); Perrigne, Isabelle (contributor) - 2001

Persistent link: https://www.econbiz.de/10001585151

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

Interest rate stabilization of exchange rates and contagion in the Asian crisis countries

Dekle, Robert; Hsiao, Cheng; Wang, Siyan - In: Financial crises in emerging markets, (pp. 347-379). 2001

Persistent link: https://www.econbiz.de/10001588001

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

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a transformed likelihood function is proposed and...

Persistent link: https://www.econbiz.de/10001560585