Loading...

← Back to Leaderboard

Cheng Hsiao

Global rank #35716 59%

Institution: University of Southern California

Primary Field: General (weighted toward more recent publications)

First Publication: Unknown

Most Recent: Unknown

RePEc ID: phs10 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.17 1.01 0.00 3.35
Last 10 Years 0.00 4.19 3.02 0.00 11.73
All Time 4.02 35.36 17.09 0.00 105.24

Publication Statistics

Raw Publications 55
Coauthorship-Adjusted Count 0.00

Publications (55)

Year Article Journal Tier Authors
2022 Transformed Estimation for Panel Interactive Effects Models Journal of Business & Economic Statistics A 3
2022 Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China Journal of Applied Econometrics B 2
2021 Recursive estimation in large panel data models: Theory and practice Journal of Econometrics A 4
2019 Panel parametric, semiparametric, and nonparametric construction of counterfactuals Journal of Applied Econometrics B 2
2018 JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS Econometric Theory B 2
2018 Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models Journal of Econometrics A 2
2018 Panel data approach vs synthetic control method Economics Letters C 3
2018 Panel models with interactive effects Journal of Econometrics A 1
2015 Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake Journal of Econometrics A 2
2015 Testing error serial correlation in fixed effects nonparametric panel data models Journal of Econometrics A 3
2015 Statistical inference for panel dynamic simultaneous equations models Journal of Econometrics A 2
2015 IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large Journal of Econometrics A 2
2014 Model specification test with correlated but not cointegrated variables Journal of Econometrics A 3
2014 Is there an optimal forecast combination? Journal of Econometrics A 2
2013 Forecasting a long memory process subject to structural breaks Journal of Econometrics A 3
2012 Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models Oxford Bulletin of Economics and Statistics B 3
2012 MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS Econometric Theory B 3
2012 A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA Journal of Applied Econometrics B 3
2011 Measuring correlations of integrated but not cointegrated variables: A semiparametric approach Journal of Econometrics A 3
2011 Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models Journal of Econometrics A 2
2009 Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment Journal of Econometrics A 4
2009 Announcement of the establishment of the Amemiya lecture series Journal of Econometrics A 1
2008 Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients Journal of Econometrics A 4
2007 A consistent model specification test with mixed discrete and continuous data Journal of Econometrics A 3
2006 Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process Journal of Econometrics A 2
2006 The emerging market crisis and stock market linkages: further evidence Journal of Applied Econometrics B 4
2005 ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION Econometric Theory B 3
2004 Robust estimation of generalized linear models with measurement errors Journal of Econometrics A 2
2003 Consistent specification tests for semiparametric/nonparametric models based on series estimation methods Journal of Econometrics A 3
2003 Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization Economic Development & Cultural Change B 2
2002 High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views Review of International Economics B 3
2002 Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods Journal of Econometrics A 3
2001 Do High Interest Rates Appreciate Exchange Rates During Crisis? The Korean Evidence Oxford Bulletin of Economics and Statistics B 3
2001 A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS Econometric Theory B 2
2001 IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS Econometric Theory B 1
2001 Open forum on the current state and future challenges of econometrics Journal of Econometrics A 1
2001 Studies in Estimation and Testing Journal of Econometrics A 2
1998 Testing serial correlation in semiparametric panel data models Journal of Econometrics A 2
1998 Modeling survey response bias - with an analysis of the demand for an advanced electronic device Journal of Econometrics A 2
1997 Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration Review of Economic Studies S 1
1993 Editors' introduction Journal of Econometrics A 2
1993 Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles Journal of Econometrics A 2
1993 A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service Journal of Econometrics A 3
1991 Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data Review of Economic Studies S 1
1990 A statistical perspective on insurance rate-making Journal of Econometrics A 3
1989 Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach Regional Science and Urban Economics B 4
1989 Consistent estimation for some nonlinear errors-in-variables models Journal of Econometrics A 1
1986 Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada The Energy Journal B 2
1984 Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census Journal of Econometrics A 2
1982 Autoregressive modeling and causal ordering of economic variables Journal of Economic Dynamics and Control B 1
1982 Formulation and estimation of dynamic models using panel data Journal of Econometrics A 2
1981 Autoregressive modelling and money-income causality detection Journal of Monetary Economics A 1
1980 Missing data and maximum likelihood estimation Economics Letters C 1
1979 Causality tests in econometrics Journal of Economic Dynamics and Control B 1
1979 Linear regression using both temporally aggregated and temporally disaggregated data Journal of Econometrics A 1