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Biography

Prof. Cheng Hsiao

University of Southern California, USA


Email: chowderlad@gmail.com


Qualifications

1972 Ph.D., Stanford University, USA

1970 M.Sc., Stanford University, USA

1968 B. Phil., Oxford University, USA

1965 B.Sc., National Taiwan University, China


Publications (Selected)

  1. Random Coefficients Models in Panels, in The Oxford Handbook of Panel Data Econometrics,ed. by Badi Baltagi, Oxford: Oxford University Press, (2015), 402-417.
  2. Volatility Spillover Effect: A Semiparametric Analysis of Noncointegrated Processes, with Y. Sun and Q. Li, Econometric Reviews, 34, (2015), 127-145.
  3. Local Linear Estimation of a Nonparametric Cointegration Models, with Z. Liang and Z. Lin, Econometric Reviews, 34, (2015), 881-905.
  4. Panel Macro-Modelling, in Advances in Econometrics, vol. 33, edited by Yoosoon Chang, Tom Fomby and Joon Park, Emerald Press, (2014), 205-239.
  5. Model Specification Test with Correlated but not Cointegrated Variables, with L. Gan and S. Xu, Journal of Econometrics, 178 (2014), 80-85.
  6. Is There an Optimal Forecast Combination? with Shui Ki Wan, Journal of Econometrics, 178 (2014), 294-309.
  7. Forecasting Long Memory Processes Subject to Structural Breaks, with S. Wang and L. Bauwens, Journal of Econometrics, 177 (2013), 171-184.
  8. Real-time Monitoring Test for Realized Volatility, with S-H. Wang, Journal of Time Series Econometrics, 5, (2013), 1-24.
  9. Diagnostic Tests of Cross-Section Independence for Nonlinear Panel Data Models, with M.H. Pesaran and A. Pick, Oxford Bulletin of Economics and Statistics, 74, (2012), 253-277.
  10. A Panel Data Approach for Program Evaluation - Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China, with H.S. Ching and S. Wan, Journal of Applied Econometrics, 27, (2012), 705-740.
  11. Measurement Errors and Censored Structural Latent Variable Models, with S.N. Chen and L. Wang, Econometric Theory, 28, (2012), 696-703.
  12. The Creative Tension Between Statistics and Economics. Singapore Economic Review, 57, (2012), 57, 1250017-1-11.
  13. Impact of CEPA on the Labor Market of Hong Kong, with H.S. Ching and S. Wan, China Economic Review,23, (2012), 975-981.
  14. Assessing the Contribution of R&D to Total Factor Productivity— A Bayesian Approach to Account for Heterogeneity and Heteroscedasticity, with G. Bresson and A. Pirotte, Advances in Statistical Analysis, 95, (2011), 435-452.
  15. Measuring correlations of Integrated but Not Cointegrated Variables—A Semiparametric Approach, with Y. Sun and Q. Li, Journal of Econometrics, 164, (2011), 252-267.
  16. A Functional Connectivity Approach for Modelling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris”, with G. Bresson, Advances in Statistical Analysis, 95, (2011), 501-529.
  17. Method of Moments and Identifiability of Semi-parametric Nonlinear Errors-in-Variables Models with L.Q. Wang, Journal of Econometrics, 165, (2011), 30-44.
  18. Economic Benefits of Globalization — the Impact of Entry to WTO on China’s Growth, with H.S. Ching. S. Wan and T.S. Wang, Pacific Economic Review, 16, (2011), 285-301.
  19. Dynamic Panel Data Models, in Handbook of Empirical Economics and Finance, edited by D. Giles and A. Ullah, Taylor and Francis Group: Boca Raton, Florida, (2011), 373-396.

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