Let $X$ be a compact complex manifold of dimension $n$. I won't assume $X$ Kähler since you don't (and also, I must confess that I like general theorems!). By definition $H^{p,q}(X)=H^q(X,\Omega ^p_X)$ and you can reason as follows.
a) Since $ \Omega ^p _X $ is the zero sheaf for $p\gt n$, you then obviously have in that case $H^q(X,\Omega ^p_X)=0 \:$ and so
$$h^{p,q}(X)=0 \quad \text {for} \quad p\gt n$$
b) Cartan-Serre proved in 1953 that the cohomology spaces $H^q(X,\mathcal F)$ of a coherent sheaf $\mathcal F$ on a compact manifold are all finite-dimensional, by putting the structure of a Fréchet space on the spaces $H^q(V,\mathcal F)$ for certain Stein open subsets $V\subset X$. Let me emphasize again that $X$ needn't be Kähler in their theorem: no Hodge theory is involved. So we have
$$ h^{p,q}(X)\lt \infty \quad \text {for} \quad p,q\geq 0 $$
c) And now for the sting: Andreotti and Grauert proved in 1962 the incredible theorem that for a complex manifold $Y$ of dimension $n$, compact or not, the cohomology groups vanish above $n$ for all coherent sheaves: $H^q(Y,\mathcal F)=0$ for $q\gt n$. And actually it is even better if $Y$ is noncompact because then you also have $H^n(Y,\mathcal F)=0$ ! Anyway we have:
$$ h^{p,q}(X)=0 \quad \text {for} \quad q\gt n $$
[Beware that this does not follow from a) if $X$ is not assumed Kähler because then you don't necessarily have $ h^{p,q}(X)=h^{q,p}(X)$]
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for that. Only stuff enclosed in $-signs counts as LaTeX here. For the rest you have html or markdown. – t.b. Aug 24 '11 at 14:02