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Econometric Theory, 28, 2012, 13511372. doi:10.1017/S0266466612000163
THE ET INTERVIEW: PROFESSOR CHENG HSIAO
Interviewed1 by In Choi2 Sogang University and
Chung-Ming Kuan3
National Taiwan University
Cheng Hsiao
Cheng Hsiao was born in Chongqing, China, on July 28, 1943. He and his family moved to Taiwan via Hong Kong in 1950, where he received his elementary, middle school, and college education. He earned his B.A. in economics from National Taiwan University in 1965. After serving a year in the military, he went to Oxford University, U.K., and received his Ph.B. degree in 1968. He then went to Stanford University and completed his Ph.D. in 1972 under the supervision of Takeshi Amemiya and T.W. Anderson. After academic appointments at the University of California, Berkeley, as an assistant professor (197276), at the
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1352 IN CHOI AND CHUNG-MING KUAN
National Bureau of Economic Research as a faculty research fellow (197677), and at the University of Toronto as an associate professor and then full professor, in 1985 he moved to the University of Southern California, with which he has been afliated ever since, except for a brief stint at the University of California, Irvine.
Cheng Hsiao has mainly worked in integrating econometric theory with economic analysis. He has made extensive contributions in methodology and empirical analysis in the areas of panel data, time series, cross-sectional data, structural modeling, measurement errors, limited dependent variables, qualitative choice models, etc. He has published more than 120 articles in professional journals and books. He is the author of the landmark Econometric Society monographs, Analysis of Panel Data, rst and second editions (Hsiao, 1986, 2004). He has been a co-editor of the Journal of Econometrics since 1991. He is a fellow of the Econometric Society, the Journal of Econometrics, and the Modelling and Simulation Society of Australia and New Zealand, and an academician of Academia Sinica, Taiwan. He is also the recipient of the Modelling and Simulation Society of Australia and New Zealand Biennial Award.
In recent years Cheng Hsiao has been promoting academic collaboration between academic communities in Asia and North America. This interview was conducted in Chiangmai, Thailand, on January 13, 2011, on the occasion of the Third Annual Meeting of the Thailand Econometric Society.
Cheng, thank...