Similar Search Results

Panel treatment effects measurement : factor or linear projection modelling?

Hsiao, Cheng; Zhou, Qiankun - In: Journal of applied econometrics 39 (2024) 7, pp. 1332-1358

Persistent link: https://www.econbiz.de/10015156861

Statistical inference for panel dynamic simultaneous equations models

Hsiao, Cheng; Zhou, Qiankun - In: Journal of econometrics 189 (2015) 2, pp. 383-396

Persistent link: https://www.econbiz.de/10011504565

JIVE for panel dynamic simultaneous equations models

Hsiao, Cheng; Zhou, Qiankun - 2017

Persistent link: https://www.econbiz.de/10011788725

Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models

Hsiao, Cheng; Zhou, Qiankun - 2017 - This version August 27, 2017

Persistent link: https://www.econbiz.de/10011788727

First difference or forward demeaning : implications for the method of moments estimators

Hsiao, Cheng; Zhou, Qiankun - In: Econometric reviews 36 (2017) 6/9, pp. 883-897

Persistent link: https://www.econbiz.de/10011795525

Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets?

Wan, Shui Ki; Hsiao, Cheng; Zhou, Qiankun - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 113-129

Persistent link: https://www.econbiz.de/10012488899

Panel parametric, semi-parametric and nonparametric construction of counterfactuals : California tobacco control revisited

Hsiao, Cheng; Zhou, Qiankun - 2018 - This version: April 15, 2018

Persistent link: https://www.econbiz.de/10011891556

Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models

Hsiao, Cheng; Zhou, Qiankun - In: Journal of econometrics 207 (2018) 1, pp. 114-128

Persistent link: https://www.econbiz.de/10012116128

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

Jive for Panel Dynamic Simultaneous Equations Models

Hsiao, Cheng - 2017

We consider the method of moments estimation of a structural equation in a panel dynamic simultaneous equations model under different sample size combinations of cross-sectional dimension, N, and time series dimension, T. Two types of linear transformation to remove the individual-specific...

Persistent link: https://www.econbiz.de/10012950010