Access Statistics for John C. Chao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction 0 0 0 62 0 0 4 334
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction 0 0 0 60 1 2 9 440
Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction 0 0 0 97 0 1 6 664
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 2 45 0 1 3 126
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 28 0 0 4 88
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 63 0 0 3 634
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior 0 1 1 112 0 1 2 906
Combining Two Consistent Estimators 0 0 3 67 0 1 10 165
Consistent Estimation with a Large Number of Weak Instruments 0 0 2 62 0 4 15 379
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 80 0 0 5 347
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 1 1 1 111 2 2 4 386
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 2 3 4 594
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 1 1 1 49 3 4 9 124
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 121 2 4 6 328
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables 0 0 0 250 0 1 6 1,575
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure 0 0 1 219 0 0 3 1,144
On the Bias and MSE of the IV Estimator Under Weak Identification 0 0 0 76 0 1 3 360
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 1 2 175
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 1 62 0 1 9 194
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 0 0 3 300
Total Working Papers 2 3 12 1,565 10 27 110 9,263


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 0 10 0 0 6 79
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction 0 0 0 37 0 0 7 167
An Exact Bayes Test of Asset Pricing Models with Application to International Markets 0 1 1 43 0 1 4 172
Comment 0 0 0 1 0 0 0 29
Consistent Estimation with a Large Number of Weak Instruments 1 3 5 197 3 5 18 757
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 0 0 3 176
Harry Kelejian's Professional Life and Work 0 0 0 10 0 0 1 44
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 25 2 3 9 94
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables 0 0 0 31 0 1 3 236
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure 0 0 1 44 0 1 5 191
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 2 19 1 3 16 89
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS 0 0 0 5 0 0 2 30
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior 0 0 1 22 0 1 2 117
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 5 0 0 1 30
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 29 0 0 10 151
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods 0 0 1 107 0 0 2 416
Total Journal Articles 1 4 12 604 6 15 89 2,778


Statistics updated 2021-04-06