Comparison of forecasting methods with an application to predicting excess equity premium. - Cheng Hsiao; Shui Ki Wan (Math. Comput. Simul., 2011)

Circuit reliability simulation using TMI2. - Min-Chie Jeng; Cheng Hsiao; Ke-Wei Su; Chung-Kai Lin (CICC, 2013)

Challenges for Panel Financial Analysis. - Cheng Hsiao (Econometrics of Risk, 2015)

Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large. - Cheng Hsiao; Qiankun Zhou (Stat. Methods Appl., 2016)

Factor dimension determination for panel interactive effects models: an orthogonal projection approach. - Cheng Hsiao; Yimeng Xie; Qiankun Zhou (Comput. Stat., 2021)