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D-Index & Metrics

Economics and Finance

D-Index
64
Citations
39688
World Ranking
619
National Ranking
395

Overview

Cheng Hsiao is affiliated with the University of Southern California in the United States and has contributed extensively to the fields of economics, econometrics, and finance. Their work spans a broad range of topics within these domains, with a particular emphasis on spatial and panel data analysis, monetary policy, economic impacts, and financial market dynamics.

Their main fields of study include Economics, Econometrics and Finance, with subfields focusing on Economics and Econometrics, Statistics and Probability, General Economics, Finance, and Modeling and Simulation. The topics frequently explored in their research are:

  • Spatial and Panel Data Analysis
  • Monetary Policy and Economic Impact
  • Housing Market and Economics
  • Fiscal Policy and Economic Growth
  • Financial Risk and Volatility Modeling
  • COVID-19 Pandemic Impacts
  • Market Dynamics and Volatility

Cheng Hsiao has published research articles in several notable academic venues, most frequently in Econometric Reviews, SSRN Electronic Journal, Journal of Applied Econometrics, Empirical Economics, and RePEc: Research Papers in Economics. These publications reflect consistent contributions to econometric modeling and empirical economic analysis.

Their recent research papers include:

  • "Economic impact of the most drastic lockdown during COVID-19 pandemic-The experience of Hubei, China," 2021, Journal of Applied Econometrics
  • "Market integration, systemic risk and diagnostic tests in large mixed panels," 2021, Econometric Reviews
  • "Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices," 2023, Empirical Economics
  • "Factor dimension determination for panel interactive effects models: an orthogonal projection approach," 2021, Computational Statistics
  • "Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation," 2020, Econometric Reviews

Cheng Hsiao has also contributed to books published by Advances in Econometrics and Cambridge University Press. Notable titles include:

  • "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling," 2022
  • "Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology," 2022
  • "Analysis of Panel Data," 2022

Frequent coauthors in Cheng Hsiao's work include Alexander Chudík, Allan Timmermann, Thomas B. Fomby, Robert Hill, and Ivan Jeliazkov, reflecting collaborative efforts in econometric research and applied economic studies.

Best Publications

  • Analysis of Panel Data

    Cheng Hsiao

  • Formulation and estimation of dynamic models using panel data

    T.W. Anderson;Cheng Hsiao;Cheng Hsiao

  • Estimation of Dynamic Models with Error Components

    Theodore Wilbur Anderson;Cheng Hsiao

  • Panel data analysis—advantages and challenges

    Cheng Hsiao;Cheng Hsiao

  • AUTOREGRESSIVE MODELLING AND MONEY-INCOME CAUSALITY DETECTION

    Cheng Hsiao

  • Benefits and limitations of panel data

    Cheng Hsiao

  • Analysis of Panel Data

    Cheng Hsiao

  • Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

    Cheng Hsiao;M. Hashem Pesaran;A. Kamil Tahmiscioglu

  • Autoregressive Modeling of Canadian Money and Income Data

    Cheng Hsiao

  • Selection of estimation window in the presence of breaks

    M. Hashem Pesaran;Allan Timmermann

  • Multinomial Logit Specification Tests

    Unknown

  • ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION

    Michael Binder;Cheng Hsiao;M. Hashem Pesaran

  • Analysis of Panel Data.

    James Davidson;Cheng Hsiao

  • Latent variable models in econometrics

    Dennis J. Aigner;Cheng Hsiao;Arie Kapteyn;Tom Wansbeek

  • A Panel Data Approach for Program Evaluation — Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China

    Cheng Hsiao;Cheng Hsiao;Cheng Hsiao;H. Steve Ching;Shui Ki Wan

  • Autoregressive modeling and causal ordering of economic variables

    Cheng Hsiao;Cheng Hsiao

  • Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models

    Cheng Hsiao;M Pesaran;A. K. Tahmiscioglu

  • Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization*

    Cheng Hsiao;Yan Shen

  • Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach

    Xiao Ke;Haiqiang Chen;Yongmiao Hong;Yongmiao Hong;Cheng Hsiao;Cheng Hsiao

  • Causality tests in econometrics

    Cheng Hsiao

  • Chapter 23 Latent variable models in econometrics

    Dennis J. Aigner;Cheng Hsiao;Arie Kapteyn;Tom Wansbeek

  • Estimation of Dynamic Models with Error Components

    T. W. Anderson;Cheng Hsiao

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

    Michael Binder;M. Hashem Pesaran;Cheng Hsiao

Frequent Co-Authors

M. Hashem Pesaran
M. Hashem Pesaran University of Cambridge
Jeffrey B. Nugent
Jeffrey B. Nugent University of Southern California
Kajal Lahiri
Kajal Lahiri University at Albany, State University of New York
James L. Powell
James L. Powell University of California, Berkeley
Nauro F. Campos
Nauro F. Campos University College London
Jian Yang
Jian Yang University of Colorado Denver
Yongmiao Hong
Yongmiao Hong Cornell University
Peter M. Robinson
Peter M. Robinson London School of Economics and Political Science
Arie Kapteyn
Arie Kapteyn University of Southern California
Luc Bauwens
Luc Bauwens Université Catholique de Louvain

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