Cheng Hsiao mainly focuses on Econometrics, Panel data, Estimator, Statistics and Cointegration. The various areas that he examines in his Econometrics study include Variables and Identification. His work deals with themes such as Multilevel model and Time series, which intersect with Panel data.
His work focuses on many connections between Estimator and other disciplines, such as Instrumental variable, that overlap with his field of interest in Bayes' theorem, Sampling, Autocorrelation, Partial least squares regression and Generalized least squares. His study in Statistics focuses on Multidimensional panel data and Covariance. His studies in Multidimensional panel data integrate themes in fields like Analysis of covariance, Linear regression, Simple linear regression, Homogeneity and Cross-sectional data.
His scientific interests lie mostly in Econometrics, Panel data, Estimator, Statistics and Applied mathematics. His work on Cointegration and Autoregressive model as part of general Econometrics research is often related to Estimation, thus linking different fields of science. His Panel data study incorporates themes from Variables and Time series.
Cheng Hsiao has researched Estimator in several fields, including Instrumental variable and Series. His work in the fields of Generalized least squares overlaps with other areas such as Simple. He studied Applied mathematics and Nonparametric statistics that intersect with Test statistic.
Econometrics, Panel data, Estimator, Applied mathematics and Series are his primary areas of study. Cheng Hsiao focuses mostly in the field of Econometrics, narrowing it down to matters related to Counterfactual thinking and, in some cases, Unemployment rate and Demographic economics. His Panel data research is multidisciplinary, relying on both Economic impact analysis and Macroeconomics.
His Estimator study necessitates a more in-depth grasp of Statistics. In his research on the topic of Applied mathematics, Bias of an estimator, Jackknife resampling and Restricted maximum likelihood is strongly related with Asymptotic distribution. Cheng Hsiao combines subjects such as Statistical inference and Sample size determination with his study of Series.
Cheng Hsiao mainly investigates Econometrics, Panel data, Estimator, Series and Simple. Cheng Hsiao has included themes like Counterfactual thinking and Monte Carlo method in his Econometrics study. His biological study spans a wide range of topics, including Economic impact analysis and Macroeconomics.
His work in Estimator covers topics such as Applied mathematics which are related to areas like Generalized method of moments. His Series research is multidisciplinary, incorporating elements of Statistical inference and Unobservable. His study in Statistics is interdisciplinary in nature, drawing from both Equity premium puzzle and Scale.
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Analysis of Panel Data
Analysis of Panel Data.
James Davidson;Cheng Hsiao.
Formulation and estimation of dynamic models using panel data
T.W. Anderson;Cheng Hsiao;Cheng Hsiao.
Journal of Econometrics (1982)
Estimation of Dynamic Models with Error Components
Theodore Wilbur Anderson;Cheng Hsiao.
Journal of the American Statistical Association (1981)
AUTOREGRESSIVE MODELLING AND MONEY-INCOME CAUSALITY DETECTION
Journal of Monetary Economics (1981)
Panel data analysis—advantages and challenges
Cheng Hsiao;Cheng Hsiao.
Benefits and limitations of panel data
Econometric Reviews (1985)
Autoregressive Modeling of Canadian Money and Income Data
Journal of the American Statistical Association (1979)
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Cheng Hsiao;M. Hashem Pesaran;A. Kamil Tahmiscioglu.
Journal of Econometrics (2002)
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
Michael Binder;Cheng Hsiao;M. Hashem Pesaran.
Econometric Theory (2005)
Journal of Econometrics
(Impact Factor: 3.363)
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