Siyan Wang

University of Delaware - Economics

SCHOLARLY PAPERS

3

DOWNLOADS

258

CITATIONS

2

Scholarly Papers (3)

Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models

IEPR Working Paper No. 06.55
Number of pages: 44 Posted: 02 Jan 2007
Cheng Hsiao and Siyan Wang
University of Southern California - Department of Economics and University of Delaware - Economics
Downloads 106 (252,983)

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Structural vector autoregressions, Nonstationary time series, Cointegration, Hypothesis testing, Two and Three Stage Least Squares

Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models

Econometrics Journal, Vol. 10, No. 1, pp. 49-81, March 2007
Number of pages: 33 Posted: 08 Mar 2007
Cheng Hsiao and Siyan Wang
University of Southern California - Department of Economics and University of Delaware - Economics
Downloads 25 (501,426)
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2.

Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process

IEPR Working Paper No. 05.23
Number of pages: 37 Posted: 11 Jun 2005
Cheng Hsiao and Siyan Wang
University of Southern California - Department of Economics and University of Delaware - Economics
Downloads 105 (253,313)
Citation 2

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Structural vector autoregression, Unit root, Cointegration, Asymptotic properties, Hypothesis testing

3.

High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views

Review of International Economics, Vol. 10, pp. 64-78, 2002
Number of pages: 15 Posted: 31 Dec 2002
Robert Dekle, Cheng Hsiao and Siyan Wang
University of Southern California - Department of Economics, University of Southern California - Department of Economics and University of Delaware - Economics
Downloads 22 (503,511)
Citation 8
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