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[BOOK] Analysis of panel data

[PDF] from buecher.de
C Hsiao - 2003 - books.google.com
Panel data models have become increasingly popular among applied researchers due to
their heightened capacity for capturing the complexity of human behavior as compared to
cross-sectional or time series data models. As a consequence, richer panel data sets also ...
Cited by 6575 - Related articles - Get it from MIT Libraries - Library Search - BL Direct - All 22 versions

Formulation and estimation of dynamic models using panel data

Full text - MIT Libraries
TW Anderson… - Journal of econometrics, 1982 - Elsevier
Abstract This paper presents a statistical analysis of time series regression models for
longitudinal data with and without lagged dependent variables under a variety of
assumptions about the initial conditions of the processes being analyzed. The analysis ...
Cited by 1370 - Related articles - Library Search - All 9 versions

Autoregressive modelling and money-income causality detection

Full text - MIT Libraries
C Hsiao - Journal of Monetary Economics, 1981 - Elsevier
Abstract A step-wise procedure based on Granger's concept of causality and Abaike's final
prediction error criterion is suggested as a practical means to identify the order of lags of
each variable in a multivariate autoregressive process. The model seems useful because ...
Cited by 701 - Related articles - All 5 versions

Autoregressive modeling of Canadian money and income data

C Hsiao - Journal of the American Statistical Association, 1979 - JSTOR
A sequential procedure based on Akaike's final prediction-error criterion and Granger's
concept of causality to fit multiple autoregressions is suggested. The method not only allows
each variable to enter the equation with a different time lag but also provides a reasonably ...
Cited by 329 - Related articles - Get it from MIT Libraries - Library Search - All 2 versions

Multinomial logit specification tests

[PDF] from princeton.edu
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KA Small… - International Economic Review, 1985 - JSTOR
Although the multinomial logit (MNL) model has achieved an established place in discrete
choice analysis, its limitations in accounting for differential substitutability among
alternatives, particularly as embodied in its" independence of irrelevant alternatives"(IIA) ...
Cited by 277 - Related articles - All 8 versions

[PDF] Latent variable models in econometrics

[PDF] from data.bg
DJ Aigner, C Hsiao, A Kapteyn… - Handbook of …, 1984 - store3.data.bg
1.1. Background Although it may be intuitively clear what a “latent variable” is, it is
appropriate at the very outset of this discussion to make sure we all agree on a definition.
Indeed, judging by a recent paper by a noted psychometrician [Bentler (1982)], the ...
Cited by 232 - Related articles - View as HTML - All 8 versions

Benefits and limitations of panel data

Full text - MIT Libraries
C Hsiao - Econometric Reviews, 1985 - Taylor & Francis
Observations for a number of cross-sectional units over time have become increasingly
available. The new data sources enable econometricians to construct and test more
complicated behavioral models than a single cross sectional or time series data set would ...
Cited by 204 - Related articles - All 4 versions

Causality tests in econometrics

Full text - MIT Libraries
C Hsiao - Journal of Economic Dynamics and Control, 1979 - Elsevier
The basic theorem characterizing Granger causality events and existing testing methods are
surveyed. An alternative direct testing method based on Akaike's final prediction error
criterion is suggested. The various methods are compared both empirically and ...
Cited by 169 - Related articles - Library Search - All 4 versions

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

[PDF] from cam.ac.uk
Full text - MIT Libraries
C Hsiao, M Hashem Pesaran… - Journal of …, 2002 - Elsevier
A transformed likelihood approach is suggested to estimate fixed effects dynamic panel data
models. Conditions on the data generating process of the exogenous variables are given to
get around the issue of “incidental parameters”. The maximum likelihood (MLE) and ...
Cited by 149 - Related articles - Library Search - BL Direct - All 17 versions

[CITATION] 11 B ayes estimation of short-run coefficients in dynamic panel data models

[PDF] from eprg.org.uk
C Hsiao, MH Pesaran… - Analysis of panels and …, 1999 - Cambridge Univ Pr
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration

[PDF] from eprg.org.uk
Full text - MIT Libraries
M Binder, C Hsiao… - Econometric Theory, 2005 - Cambridge Univ Press
This paper considers estimation and inference in panel vector autoregressions where~ i! the
individual effects are either random or fixed,~ ii! the time-series properties of the model
variables are unknown a priori and may feature unit roots and cointegrating relations, and ...
Cited by 131 - Related articles - BL Direct - All 16 versions

Autoregressive modeling and causal ordering of economic variables

[PDF] from princeton.edu
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C Hsiao - Journal of Economic Dynamics and Control, 1982 - Elsevier
Abstract A multivariate generalization of the Wiener-Granger notion of causality is
suggested. Propositions about population properties of various causal events are derived.
These propositions may be used to interpret the statistical results as well as to check the ...
Cited by 127 - Related articles - All 10 versions

Identification

C Hsiao - Handbook of econometrics, 1983 - Elsevier
* This work was supported by National Science Foundation Grant SES80-07576 and by Social
Sciences and Humanities Research Council of Canada Grant 410-80-0080. I am indebted to
V. Bencivenga, J. Bossons, M. Deistler, Z. Griliches, FM Fisher, JC Ham, EJ Hannan, MD ...
Cited by 122 - Related articles - Library Search - All 4 versions

[CITATION] Analysis of Panel Data, Econometric Society Monograph No. 11

C Hsiao - New York, NY, 1986
Cited by 117 - Related articles

Cointegration and dynamic simultaneous equations model

C Hsiao - Econometrica: Journal of the Econometric Society, 1997 - JSTOR
We demonstrate that despite variables that are integrated, the fundamental issues on
structural equation modeling raised by the Cowles Commission remain valid and standard
estimation and testing procedures can still be applied. A basic framework linking the ...
Cited by 106 - Related articles - Get it from MIT Libraries - BL Direct - All 7 versions

Analysis of panel data

H Cheng - Econometric Society Monographs. Cambridge …, 1986 - en.scientificcommons.org
Abstract Panel data models have become increasingly popular among applied researchers
due to their heightened capacity for capturing the complexity of human behavior, as
compared to cross-sectional or time series data models. This second edition represents a ...
Cited by 101 - Related articles - Cached

[CITATION] Econometric models, techniques, and applications

MD Intriligator, RG Bodkin… - 1978 - en.scientificcommons.org
Cited by 979 - Related articles - Cached - Get it from MIT Libraries - Library Search - All 7 versions

Some estimation methods for a random coefficient model

C Hsiao - Econometrica: Journal of the Econometric Society, 1975 - JSTOR
The model Y_it=Σ_k(β_k+δ_ik+y_tk)x_ikt=ε_it with δ_ik and y_tk random is considered as a
means of pooling the time series of a cross-section sample. The model is placed in a mixed
analysis of variance framework. Relationships between various estimation criteria are ...
Cited by 93 - Related articles - Get it from MIT Libraries - All 4 versions

Econometric issues of estimating hedonic price functions* 1:: With an application to the US market for automobiles

Full text - MIT Libraries
NM Arguea… - Journal of Econometrics, 1993 - Elsevier
Abstract Some econometric issues associated with the characteristics approach to simplify
complex market structures, where many differentiated products interact, to a smaller number
of homogeneous attributes are considered. These include the choice of functional form for ...
Cited by 88 - Related articles - Library Search - All 9 versions

A consistent model specification test with mixed discrete and continuous data

[PDF] from xmu.edu.cn
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C Hsiao, Q Li… - Journal of Econometrics, 2007 - Elsevier
In this paper we propose a nonparametric kernel-based model specification test that can be
used when the regression model contains both discrete and continuous regressors. We
employ discrete variable kernel functions and we smooth both the discrete and continuous ...
Cited by 83 - Related articles - All 22 versions

A panel analysis of liquidity constraints and firm investment

C Hsiao… - Journal of the American Statistical Association, 1997 - JSTOR
The issue of financial constraints on company investment is revisited using the US panel
data of 561 firms from 1971-1992. A number of economically meaningful factors are
discovered to partition firms into relatively homogeneous groups. A mixed fixed-and ...
Cited by 79 - Related articles - Get it from MIT Libraries - BL Direct - All 7 versions

Statistical properties of the two-stage least squares estimator under cointegration

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C Hsiao - The Review of Economic Studies, 1997 - restud.oxfordjournals.org
Abstract We derive the limiting properties of the two-stage least squares estimator of an
equation in a dynamic simultaneous model when variables are nonstationary and
cointegrated. The implication on hypothesis testing is also discussed. It is shown that in a ...
Cited by 64 - Related articles - BL Direct - All 6 versions

Consistent estimation for some nonlinear errors-in-variables models

Full text - MIT Libraries
C Hsiao - Journal of Econometrics, 1989 - Elsevier
Abstract The issues of identification and estimation of nonlinear errors-in-variables models
are explored. The deficiencies of the conventional definition of identification are discussed
and an alternative definition in terms of observed samples is suggested. The consistency ...
Cited by 62 - Related articles - Library Search - All 10 versions

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

Full text - MIT Libraries
C Hsiao… - Economic development and Cultural change, 2003 - JSTOR
Economic growth needs capital investment. The well‐known Harrod‐Domar model implies
the following growth‐rate relation: where g denotes the equilibrium rate of growth, s denotes
the capital‐formation rate, and β is the productivity of capital. 1 Foreign direct investment ( ...
Cited by 58 - Related articles - BL Direct - All 6 versions

Testing serial correlation in semiparametric panel data models

Full text - MIT Libraries
Q Li… - Journal of econometrics, 1998 - Elsevier
We propose three test statistics for testing serial correlation in a semiparametric partially
linear panel data model that could allow lagged dependent variables as explanatory
variables. The first is for testing zero first-order serial correlation, the second for testing ...
Cited by 55 - Related articles - All 8 versions

Inventory models with back-order discounts and variable lead time

Full text - MIT Libraries
JCH Pan… - International Journal of Systems Science, 2001 - Taylor & Francis
For inventory problems with stock-out under probabilistic demands, most of the published
data assumes that the average shortages are very small and thus are neglected. However,
some of the stock-out in practice might be significant and is back ordered and filled as ...
Cited by 59 - Related articles - BL Direct - All 3 versions

Estimating consumer preferences using market data—an application to US automobile demand

Full text - MIT Libraries
NM Arguea, C Hsiao… - Journal of Applied …, 1994 - Wiley Online Library
Abstract This paper explores the possibility of using market data to identify consumer
preferences. A utility function composed of 'homogeneous' characteristics and goods-
specific effects is used as a basic link between the goods space and the characteristics ...
Cited by 49 - Related articles - Library Search - BL Direct - All 8 versions

Integrated inventory models with controllable lead time and backorder discount considerations

Full text - MIT Libraries
JCH Pan… - International Journal of Production Economics, 2005 - Elsevier
Many companies use time as a means of differentiating themselves in the marketplace. In
many literatures, the controllable lead time is regarded as a decision variable and
decomposed into several components, each having a crashing cost function for the ...
Cited by 51 - Related articles - All 8 versions

Shares versus residual claimant contracts: the case of Chinese TVEs

[PDF] from psu.edu
Full text - MIT Libraries
C Hsiao, J Nugent, I Perrigne… - Journal of Comparative Economics, 1998 - Elsevier
This paper uses a national survey of 200 Chinese town and village enterprises (TVEs) from
1985 to 1990 to explore empirically the effect of contractual arrangements on the
performance of enterprises under Chinese institutional conditions. A theoretical model that ...
Cited by 48 - Related articles - BL Direct - All 10 versions

Modeling ontario regional electricity system demand using a mixed fixed and random coefficients approach

Full text - MIT Libraries
C Hsiao, DC Mountain, MW Chan… - Regional Science and Urban …, 1989 - Elsevier
Abstract In examining the municipal peak and kilowatt-hour demand for electricity in Ontario,
we begin by exploring the issue of homogeneity across geographic regions. A common
model across municipalities and geographic regions cannot be supported by the data. We ...
Cited by 45 - Related articles - Library Search - All 8 versions

Statistical inference for a model with both random cross-sectional and time effects

Full text - MIT Libraries
C Hsiao - International Economic Review, 1974 - JSTOR
THERE ARE INCREASINGLY LARGE NUMBERS of papers dealing with the estima-tion and
application of linear models with random coefficients (Klein [6], Hildreth and Houch [7],
Hsiao [8], Swamy [13], etc.). However, except possibly for a paper by Swamy [13], which ...
Cited by 45 - Related articles - Library Search - All 5 versions

Optimal reorder point inventory models with variable lead time and backorder discount considerations

Full text - MIT Libraries
JCH Pan, MC Lo… - European Journal of Operational Research, 2004 - Elsevier
Lead time reduction has been one of the major factors in the successful implementation of
the popular just-in-time inventory system. In many practical situations, this controllable lead
time can be decomposed into several components, each having a crashing cost for the ...
Cited by 41 - Related articles - All 7 versions

[CITATION] To pool or not to pool panel data

C Hsiao… - CONTRIBUTIONS TO ECONOMIC ANALYSIS, 2000 - NORTH HOLLAND
Cited by 40 - Related articles - BL Direct

Identification and estimation of simultaneous equation models with measurement error

Full text - MIT Libraries
C Hsiao - International Economic Review, 1976 - JSTOR
ECONOMIC VARIABLES are often measured with error. These measurement errors may be
both random and nonrandom. Prior information regarding the systematic error can often be
utilized to achieve good estimates, but the occurrence of random measurement errors in ...
Cited by 40 - Related articles - All 5 versions

Consistent specification tests for semiparametric/nonparametric models based on series estimation methods

[PDF] from tamu.edu
Full text - MIT Libraries
Q Li, C Hsiao… - Journal of Econometrics, 2003 - Elsevier
This paper considers the problem of consistent model specification tests using series
estimation methods. The null models we consider in this paper all contain some
nonparametric components. A leading case we consider is to test for an additive partially ...
Cited by 39 - Related articles - All 13 versions

Estimating the short-run income elasticity of demand for electricity by using cross-sectional categorized data

C Hsiao… - Journal of the American Statistical Association, 1985 - JSTOR
This study uses the 1980 energy application survey conducted by Ontario Hydro to estimate
a short-run or conditional demand for electricity model. Two-step inference procedures are
developed to take account of the special nature of the data in which the income variable is ...
Cited by 38 - Related articles - Get it from MIT Libraries - All 2 versions

[BOOK] Estimation and inference in short panel vector autoregressions with unit roots and cointegration

[PDF] from cam.ac.uk
M Binder, C Hsiao, MH Pesaran… - 2000 - econ.cam.ac.uk
Abstract This paper considers estimation and inference in panel vector autoregressions
(PVARs) where (i) the individual effects are either random or fixed,(ii) the time-series
properties of the model variables are unknown a priori and may feature unit roots and ...
Cited by 34 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - BL Direct - All 15 versions

[CITATION] Panel analysis for metric data

C Hsiao - Handbook of statistical modeling for the social …, 1995 - Plenum Press New York
Cited by 32 - Related articles - Library Search - All 6 versions

[CITATION] Logit and probit models

C Hsiao - ADVANCED STUDIES IN THEORETICAL …, 1996 - Kluwer Academic Publishers
Cited by 32 - Related articles - BL Direct

Why panel data

[PDF] from usc.edu
C Hsiao - Institute for Economic Policy Research Working Paper, 2005 - papers.ssrn.com
Abstract: We explain the proliferation of panel data studies in terms of (i) data availability,(ii)
the more heightened capacity for modeling the complexity of human behavior than a single
cross-section or time series data can possibly allow, and (iii) challenging methodology. ...
Cited by 32 - Related articles - All 15 versions

Psychiatric comorbidity and gender differences of persons incarcerated for methamphetamine abuse in Taiwan

Full text - MIT Libraries
SKU LIN, D Ball, CC HSIAO… - Psychiatry and …, 2004 - Wiley Online Library
Abstract Methamphetamine (MAP) abuse has been common in Taiwan for the past decade.
The purpose of the present study was to investigate MAP abuse in Taiwan, with specific
attention to psychiatric comorbidity and gender differences. A total of 325 MAP abuse ...
Cited by 30 - Related articles - BL Direct - All 8 versions

Diagnostic tests of cross section independence for nonlinear panel data models

[PDF] from eprg.org.uk
C Hsiao, MH Pesaran… - 2007 - papers.ssrn.com
Abstract: In this paper we discuss tests for residual cross section dependence in nonlinear
panel data models. The tests are based on average pair-wise residual correlation
coefficients. In nonlinear models, the definition of the residual is ambiguous and we ...
Cited by 28 - Related articles - All 45 versions

The relationship between stock returns and volatility in international stock markets

[PDF] from geocities.ws
Full text - MIT Libraries
Q Li, J Yang, C Hsiao… - Journal of Empirical Finance, 2005 - Elsevier
This study examines the relationship between expected stock returns and volatility in the 12
largest international stock markets during January 1980 to December 2001. Consistent with
most previous studies, we find a positive but insignificant relationship during the sample ...
Cited by 29 - Related articles - All 8 versions

[CITATION] Logit and probit models

C Hsiao - Papers, 1992 - ideas.repec.org
7. POWO FOSSO, Bruno, 2000." Les déterminants des faillites bancaires dans les pays en
développement: le cas des pays de l'Union économique et monétaire Ouest-africaine
(UEMOA)," Cahiers de recherche 2000-02, Universite de Montreal, Departement de ...
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[CITATION] Regression analysis with a categorized explanatory variable

C Hsiao - Studies in econometrics, time series, and multivariate …, 1983 - Academic Pr
Cited by 27 - Related articles

Aggregate vs. disaggregate data analysis—a paradox in the estimation of a money demand function of Japan under the low interest rate policy

[PDF] from fgv.br
Full text - MIT Libraries
C Hsiao, Y Shen… - Journal of Applied Econometrics, 2005 - Wiley Online Library
We use Japanese aggregate and disaggregate money demand data to show that conflicting
inferences can arise. The aggregate data appears to support the contention that there was
no stable money demand function. The disaggregate data shows that there was a stable ...
Cited by 27 - Related articles - Library Search - BL Direct - All 26 versions

A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service

Full text - MIT Libraries
C Hsiao, TW Appelbe… - Journal of Econometrics, 1993 - Elsevier
Abstract We provide a general framework that covers many panel data models as special
cases. A Bayes solution to this general framework is derived, and its relation to many widely
used estimation and prediction formulae is discussed. Canadian long distance telephone ...
Cited by 26 - Related articles - All 8 versions

The emerging market crisis and stock market linkages: further evidence

[PDF] from geocities.ws
Full text - MIT Libraries
J Yang, C Hsiao, Q Li… - Journal of Applied …, 2006 - Wiley Online Library
This study examines the long-run price relationship and the dynamic price transmission
among the USA, Germany, and four major Eastern European emerging stock markets, with
particular attention to the impact of the 1998 Russian financial crisis. The results show that ...
Cited by 25 - Related articles - BL Direct - All 19 versions

Modeling survey response bias–with an analysis of the demand for an advanced electronic device

Full text - MIT Libraries
C Hsiao… - Journal of Econometrics, 1998 - Elsevier
Survey data are often subject to a number of biases. In this article several models are
proposed to detect and adjust for survey response bias. The approach is then applied to the
analysis of a market survey data on the demand for an advanced electronic device in a ...
Cited by 24 - Related articles - All 6 versions

Do high interest rates appreciate exchange rates during crisis? The Korean evidence

[PDF] from udel.edu
Full text - MIT Libraries
R Dekle, C Hsiao… - Oxford Bulletin of Economics and …, 2001 - Wiley Online Library
For the countries most affected by the Asia crisis, Thailand, Indonesia, and Korea, economic
events have been dramatic, and have defied expectations. Exchange rates that had enjoyed
a sustained period of stability depreciated precipitously. Between June 1997 and July ...
Cited by 23 - Related articles - BL Direct - All 9 versions

Linear regression using both temporally aggregated and temporally disaggregated data

Full text - MIT Libraries
C Hsiao - Journal of Econometrics, 1979 - Elsevier
Abstract Economists frequently encounter data which are subject to different temporal
aggregation. In this paper we give a maximum likelihood approach to these problems with a
minimum of mathematical manipulation. We show that the best prediction of the data by ...
Cited by 24 - Related articles - Library Search - All 4 versions

Interest rate stabilization of exchange rates and contagion in the Asian crisis countries

R Dekle, C Hsiao… - Financial crises in emerging …, 2001 - books.google.com
For the countries most affected by the Asia crisis-Thailand, Indonesia, Malaysia, and Korea-
economic events have been dramatic and have defied expectations. Exchange rates that
had enjoyed a sustained period of stability depreciated precipitously. Between June 1997 ...
Cited by 22 - Related articles - Get it from MIT Libraries - All 6 versions

Robust estimation of generalized linear models with measurement errors

Full text - MIT Libraries
T Li… - Journal of econometrics, 2004 - Elsevier
This paper considers consistent estimation of generalized linear models with covariate
measurement errors. In contrast to the previous approach of assuming that measurement
errors are normally distributed, we make no distributional assumptions on the latent ...
Cited by 22 - Related articles - All 8 versions

[CITATION] Time series modelling and causal ordering of Canadian money, income and interest rate

C Hsiao - 1979 - Institute for Policy Analysis, …
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Estimation of Structural Nonlinear Errors‐in‐Varibles Models by Simulated Least‐Squares Method

[PDF] from utoronto.ca
Full text - MIT Libraries
C Hsiao… - International Economic Review, 2000 - Wiley Online Library
2. Abstract This article proposes a simulation approach to obtain least-squares or
generalized least-squares estimators of structural nonlinear errors-in-variables models. The
proposed estimators are computationally attractive because they do not need numerical ...
Cited by 21 - Related articles - BL Direct - All 12 versions

[CITATION] Party-Military Relations in the PRC and Taiwan: Paradoxes of Control

C Hsiao-shih - 1990 - Boulder, CO: Westview Press
Cited by 20 - Related articles

Identification and estimation of dichotomous latent variables models using panel data

Full text - MIT Libraries
C Hsiao - The Review of Economic Studies, 1991 - restud.oxfordjournals.org
Abstract Identification conditions for binary choice errors-in-variables models are explored.
Conditions for the consistency and asymptotic normality of the maximum likelihood
estimators of binary choice models with unbounded explanatory variables are given. Two- ...
Cited by 18 - Related articles - Library Search - All 10 versions

A Bayesian integration of end-use metering and conditional-demand analysis

C Hsiao, C Mountain… - Journal of Business & Economic …, 1995 - JSTOR
Traditional methods of estimating kilowatt end uses load profiles may face very serious
multicollinearity issues. In this article, a Bayesian framework is proposed to combine end
uses monitoring information with the aggregate-load/appliance data to allow load ...
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Econometric modelling of Canadian long distance calling: A comparison of aggregate time series versus point-to-point panel data approaches

Full text - MIT Libraries
TW Appelbe, CR Dineen, DL Solvason… - Empirical Economics, 1992 - Springer
Aggregate time series and point-to-point panel data approaches to modelling Canadian
long distance calling are compared. It is found that, while both models yield similar sets of
aggregate elasticities, the point-to-point panel data models provide more detailed ...
Cited by 18 - Related articles - All 5 versions

A Comparison of Multiple‐Choice and Open‐Ended Response Formats for the Assessment of Listening Proficiency in English

Full text - MIT Libraries
H Cheng - Foreign Language Annals, 2004 - Wiley Online Library
Abstract: Listening comprehension involving dynamic cognitive mental processes is invisible
and can only be measured by the listeners' reconstruction of the message they have heard.
The form and type of response might influence the test takers' listening performance. This ...
Cited by 17 - Related articles - All 3 versions

[CITATION] Panel Data Analysis

C Hsiao - 2003 - Cambridge University Press: …
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High interest rates and exchange rate stabilization in Korea, Malaysia, and Thailand: an empirical investigation of the traditional and revisionist views

Full text - MIT Libraries
R Dekle, C Hsiao… - Review of International …, 2002 - Wiley Online Library
The paper seeks to determine whether high interest rates have had the effect of appreciating
nominal exchange rates in three Asian countries. The authors use high-frequency data for
Korea, Malaysia, and Thailand during the recent crisis and its aftermath to examine the ...
Cited by 17 - Related articles - BL Direct - All 9 versions

[CITATION] Efficient estimation of dynamic panel data models–with an application to the analysis of foreign direct investment to developing countries

C Hsiao - Econometric Society Far Eastern Meeting in Kobe, …, 2001
Cited by 18 - Related articles

A preliminary investigation of Chinese and American perceptions of the self.

RC Page… - … : An International Journal of Psychology in …, 1992 - psycnet.apa.org
Abstract 1. Assessed the ways that 38 Chinese and 35 US masters-level counseling
students perceived the self and the relationship of the self to love. Ss completed a semantic
differential scale for the concepts My Real Self, My Ideal Self, and Love. Chinese Ss ...
Cited by 15 - Related articles - All 3 versions

The Relationships Among Sex, Academic Performance, Anxiety, and Self‐Esteem of Junior High School Students in Taiwan

HP Cheng… - Journal of Multicultural Counseling and …, 1989 - Wiley Online Library
In Taiwan, the courses that middle-school students take are highly competitive. School
performance is highly valued by society and parents, and high achievers are more popular
among their peers and neighbors. Ninthgrade students spend a great deal of time ...
Cited by 15 - Related articles - Get it from MIT Libraries - All 3 versions

[PDF] Is there a stable money demand function under the low interest rate policy? A panel data analysis

[PDF] from boj.or.jp
Full text - MIT Libraries
H Fujiki, C Hsiao… - Monetary and Economic Studies, 2002 - imes.boj.or.jp
We use annual Japanese prefecture data on income, population, demand deposits, and
saving deposits from 1992 to 1997 to investigate the issue of whether there exists a stable
money demand function under the low interest rate policy. The evidence appears to ...
Cited by 15 - Related articles - Library Search - BL Direct - All 8 versions

[CITATION] Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census

Full text - MIT Libraries
J Ham… - Journal of Econometrics, 1984 - ideas.repec.org
If you experience problems downloading a file, check if you have the proper application to
view it first. Information about this may be contained in the File-Format links below. In case of
further problems read the IDEAS help page. Note that these files are not on the IDEAS site ...
Cited by 15 - Related articles - Cached - Library Search - All 5 versions

A consistent test for conditional heteroskedasticity in time-series regression models

Full text - MIT Libraries
C Hsiao… - Econometric Theory, 2001 - Cambridge Univ Press
We show that the standard consistent test for testing the null of conditional
homoskedasticity~ against conditional heteroskedasticity! can be generalized to a
timeseries regression model with weakly dependent data and with generated regressors+ ...
Cited by 14 - Related articles - BL Direct - All 9 versions

Estimation of dynamic panel data models with both individual and time-specific effects

[PDF] from xmu.edu.cn
C Hsiao… - Journal of Statistical Planning and Inference, 2008 - Elsevier
This paper proposes a generalized least squares and a generalized method of moment
estimators for dynamic panel data models with both individual-specific and time-specific
effects. We also demonstrate that the common estimators ignoring the presence of time- ...
Cited by 14 - Related articles - Get it from MIT Libraries - All 3 versions

Identification for a linear dynamic simultaneous error-shock model

Full text - MIT Libraries
C Hsiao - International Economic Review, 1977 - JSTOR
Measurement error has long been a serious problem for applied economists because it
tends to destroy the identifiability or estimability of a given model. Even though a consistent
estimator, such as the instrumental variable method, could be developed in certain cases, ...
Cited by 14 - Related articles - Library Search - All 6 versions

Assisting people with developmental disabilities improve their collaborative pointing efficiency with a Multiple Cursor Automatic Pointing Assistive Program

CH Shih, HF Cheng, CC Li, CT Shih… - Research in …, 2010 - Elsevier
This study evaluated whether four persons (two groups) with developmental disabilities
would be able to improve their collaborative pointing performance through a Multiple Cursor
Automatic Pointing Assistive Program (MCAPAP) with a newly developed mouse driver (ie ...
Cited by 13 - Related articles - All 4 versions

A cross‐cultural comparison of the worldviews of American, Chinese (from Taiwan), and Irish graduate counseling students and implications for counseling

HP CHENG, E O'LEARY… - Counseling and Values, 1995 - Wiley Online Library
This study compares the worldviews of 64 American, 37 Chinese, and 29 Irish graduate
counseling students on the Scale to Assess World Views (SAWV; Ibrahim & Kahn, 1987). All
of the students were master's students at universities in their respective countries. Results ...
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[CITATION] Analysis of Panel Data. 1986

C Hsiao - New York: Cambridge University …
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Market values of environmental amenities: a latent variable approach

Full text - MIT Libraries
NM Arguea… - Journal of Housing Economics, 2000 - Elsevier
This study presents a latent variable framework to provide consistent and efficient estimates
of market values of amenities. A model for property values of residential housing using
different indicators for neighborhood quality and property value is estimated using data ...
Cited by 12 - Related articles - BL Direct - All 6 versions

A comparison of Chinese (in Taiwan) and American perspectives of love, guilt, and anger.

HP Cheng… - Journal of Mental Health Counseling, 1995 - psycnet.apa.org
Abstract 1. Compared the ways that 35 American (12 male and 23 female) and 38
Taiwanese (6 male and 32 female) master's degree counseling students perceived the
feelings of love, guilt, and anger. A semantic differential using evaluative and potency ...
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The role of stated intentions in new product purchase forecasting

C Hsiao, B Sun… - 2002 - emeraldinsight.com
Abstract: In this paper, we develop four models to investigate the role of intentions (stated
and true) and explanatory variables in forecasting purchase based on the social psychology
view that true intentions determine purchase behavior. We found that a weighted average ...
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[CITATION] Defense expenditure and economic growth in developing countries: a temporal cross-sectional analysis

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MWL Chan, C Hsiao… - Applied Time Series (5), 1982
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Factors Affecting Foreign Direct Investment--With Analysis of the Disparity between the Costal and Western Regions of China

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H Cheng… - … of Pacific Basin Financial Markets and …, 2001 - worldscinet.com
Abstract: We review the literature on foreign direct investment (FDI) and provide an empirical
analysis of factors affecting FDI. Conjectures of the disparity of FDI between the coastal and
western regions of China and policy recommendations are also made.
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[BOOK] Analysis of panels and limited dependent variable models: in honour of GS Maddala

[PDF] from buecher.de
C Hsiao - 1999 - books.google.com
This important collection brings together leading econometricians to discuss recent
advances in the areas of the econometrics of panel data. The papers in this collection can
be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, ...
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Integrated logistic and inventory model for a two-stage supply chain controlled by the reorder and shipping points with sharing information

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YC Hsiao - International Journal of Production Economics, 2008 - Elsevier
This study investigated the integrated stochastic inventory problem for a two-stage supply
chain consisting of a single retailer and a single supplier. By using batch shipment policy,
the expected total cost can be significantly reduced. Equally sized batch shipment models, ...
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[CITATION] Econometric Models, Techniques and Applications

DI Michael, B Ronald… - 1996 - New Jersey: Prentice-Hall
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Measurement error in a dynamic simultaneous equations model with stationary disturbances

C Hsiao - Econometrica: Journal of the Econometric Society, 1979 - JSTOR
This paper is concerned with the identification and estimation of the parameters in a
dynamic simultaneous equations model with stationary disturbances when both the
endogenous and exogenous variables are subject to random measurement errors. A ...
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[PDF] Nonstationary time-series modeling versus structural equation modeling: With an application to Japanese money demand

[PDF] from boj.or.jp
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C Hsiao… - Monetary and Economic Studies, 1998 - imes.boj.or.jp
The issues of identification, estimation, and statistical inferences of nonstationary time series
and simultaneous equation models are reviewed. It is shown that prior information matters
and the advantage of dichotomization of the traditional autoregressive distributed lag ...
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[CITATION] VAnalysis of Panel Data

C Hsiao - 2003 - V Cambridge University Press
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A statistical perspective on insurance rate-making

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C Hsiao, C Kim… - Journal of Econometrics, 1990 - Elsevier
Abstract A common problem in all areas of insurance is the proper pricing of a policy based
on what is known about the individual being insured. This paper examines alternative
methods for predicting the expected loss (it is called a pure premium in insurance) of a ...
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Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients

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C Hsiao, Y Shen, B Wang… - Journal of Econometrics, 2008 - Elsevier
This paper uses an unbalanced panel dataset to evaluate how repeated job search services
(JSS) and personal characteristics affect the employment rate of the prime-age female
welfare recipients in the State of Washington. We propose a transition probability model to ...
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A note on integrated single vendor single buyer model with stochastic demand and variable lead time

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YC Hsiao - International Journal of Production Economics, 2008 - Elsevier
Ben-Daya and Hariga [2004. Integrated single vendor single buyer model with stochastic
demand and variable lead time. International Journal of Production Economics 92, 75–80]
recently proposed the paper about integrated single vendor single buyer model with ...
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Strategy development of mixed land use for restraining trip generation in Taipei City, Taiwan

Full text - MIT Libraries
JJ Lin… - … : Journal of the Transportation Research Board, 2006 - Trans Res Board
Many urban developers recommend mixed land use to achieve urban sustainability. One
primary reason is that mixed land use reduces trip generation by enhancing multipurpose
and pass-by trips and contributing to development efficiency and environmental protection ...
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[CITATION] Party-military Relations in the PRC and Taiwan

H Cheng - 1990 - Boulder, CO: Westview
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[CITATION] Random coefficients models

C Hsiao - ADVANCED STUDIES IN THEORETICAL AND …, 1996 - en.scientificcommons.org
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[PDF] Maternal full-time employment and childhood obesity: Parametric and semiparametric estimation

[PDF] from usask.ca
E Liu, C Hsiao… - … . http://wwwscf. usc. edu/~ echuliu/jasalhc …, 2005 - artslab.usask.ca
Abstract This paper uses mother child data from the wave 2000 of the US National Longi
tudinal Survey of Youth 1979 (NLSY79) to investigate the effects of a mother s working
status on children s body mass index (BMI) and likelihood of becoming overweight. We ...
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[CITATION] Analysis of Panel Data (2003)

C Hsiao - Econometric Society Monographs
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[CITATION] A simulated semiparametric estimation of nonlinear errors-in-variables models

L Wang, C Hsiao… - 1996 - … Zentrum der Universität Basel
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[CITATION] Analysis of Panel Data, vol. 11

C Hsiao - Econometric Society Monographs, 1986
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[CITATION] Analysing of panel data

C Hsiao - Cambridge: Cambridge University Pres. s, 1990
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A FRAMEWORK FOR REGIONAL MODELING AND IMPACT ANALYSIS: AN ANALYSIS OF THE DEMAND FOR ELECTRICITY BY LARGE MUNICIPALITIES IN …

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C Hsiao… - Journal of Regional Science, 1994 - Wiley Online Library
ABSTRACT. We propose a mixed fixed and random coefficients framework for regional
modeling. The framework allows the presence of both the region-specific effects and
commonality of responses across regions. Bayes solutions for estimating parameters of ...
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Missing data and maximum likelihood estimation

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C Hsiao - Economics Letters, 1980 - Elsevier
Abstract The proper use of the maximum likelihood principle in the context of missing data is
explored. The relationship between the false procedure of treating the predicted values as if
they were observable and the E–M procedure suggested by Dempster, Laird, and Rubin ( ...
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[CITATION] Analysis of Panel Data. 2 nd eds

C Hsiao - 2003 - Cambridge University Press
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[PDF] Assessing the Contribution of R&D to Total Factor Productivity–a Bayesian Approach to Account for Heterogeneity and Heteroscedasticity

[PDF] from smu.edu.sg
G Bresson, C Hsiao… - AStA Adv. Stat. Anal.(2011, …, 2007 - economics.smu.edu.sg
Abstract: This paper proposes a hierarchical Bayes estimator for a panel data random
coefficient model with heteroskedasticity to assess the contribution of R&D capital to total
factor productivity. Monte Carlo simulations show the good performance of our estimator ...
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Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment

[PDF] from usask.ca
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E Liu, C Hsiao, T Matsumoto… - Journal of Econometrics, 2009 - Elsevier
We use the matched mother-child data from the 2000 wave of the US National Longitudinal
Survey of Youth 79 (NLSY79) to assess the impact of full-time working mothers on children's
body mass index (BMI) and the likelihood of becoming overweight. Parametric, semi- ...
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