Cheng Hsiao

Economics and Econometrics · Economic development and cultural change · 1989–2018

A researcher in the Science corpus: 17 papers; trusts 82 researchers and is trusted by 62 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 152 citations into it; #1,564 of 23,481 by trust here, #1,294 by citations
• Statistics and Probability — 41 citations into it; #4,311 of 12,932 by trust here, #2,477 by citations
• Finance — 35 citations into it; #7,089 of 10,518 by trust here, #6,162 by citations
• Management Science and Operations Research — 14 citations into it; #1,118 of 11,946 by trust here, #1,155 by citations
• Sociology and Political Science — 6 citations into it
• Causal Inference & Discovery — 5 citations into it
• Political Science and International Relations — 5 citations into it; #1,256 of 4,701 by trust here, #1,370 by citations

Whom Cheng Hsiao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jushan Bai
2. M. Pesaran
3. Jerry A. Hausman
4. Hirotugu Akaike
5. M. Hashem
6. Peter C. B. Phillips
7. Yoosoon Chang
8. J. Sanchis-Llopis
9. Alberto Abadie
10. Serena Ng

Who trusts Cheng Hsiao overall

1. S. Kripfganz
2. J. Paul Elhorst
3. Jeffrey S. Racine
4. James R. Kroes
5. Enrique Moral-Benito
6. Antonio F. Galvao
7. Chien‐Chiang Lee
8. Renato Santiago
9. Qi Li
10. Bruno Ferman

Papers from Cheng Hsiao's perspective

Ordered by how strongly the researchers Cheng Hsiao trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Determining the Number of Factors in Approximate Factor Models
3. Inferential Theory for Factor Models of Large Dimensions
4. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
5. Testing For A Unit Root In Panels With Dynamic Factors
6. Estimating the Dimension of a Model
7. Macroeconomic Forecasting Using Diffusion Indexes
8. Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
9. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
10. A simple panel unit root test in the presence of cross-section dependence

Their papers

• Selection of estimation window in the presence of breaks (2007) — 449 citations
• A Panel Data Approach for Program Evaluation — Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China (2012) — 363 citations
• Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (2002) — 496 citations
• Random Coefficient Panel Data Models (2004) — 133 citations
• Panel data analysis—advantages and challenges (2007) — 1,245 citations
• A consistent model specification test with mixed discrete and continuous data (2007) — 215 citations
• Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization* (2003) — 211 citations
• Estimation of Dynamic Panel Data Models with Both Individual and Time Specific Effects (2008) — 58 citations
• Is there an optimal forecast combination (2014) — 149 citations
• The Relationship between Stock Returns and Volatility in International Stock Markets (2005) — 180 citations
• The Emerging Market Crisis and Stock Market Linkages: Further Evidence (2006) — 121 citations
• Diagnostic Tests of Cross‐Section Independence for Limited Dependent Variable Panel Data Models* (2012) — 66 citations
• Panel parametric, semiparametric, and nonparametric construction of counterfactuals (2018) — 52 citations
• Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach (2017) — 255 citations
• Random Coefficient Models (2008) — 50 citations
• Analysis of Panels and Limited Dependent Variable Models (1999)
• A Combined Structural and Flexible Functional Approach for Modeling Energy Substitution (1989)