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 2 8 330
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction 0 0 0 60 2 3 7 431
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 3 9 658
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 1 43 1 3 11 123
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 28 1 2 12 84
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 1 63 0 1 5 631
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior 0 0 0 111 0 0 7 904
Combining Two Consistent Estimators 0 0 2 64 2 5 27 154
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 60 1 3 10 363
Consistent Estimation with a Large Number of Weak Instruments 0 0 1 80 0 0 8 342
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 1 1 1 110 1 1 6 382
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 1 1 12 590
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 3 48 2 5 20 115
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 121 2 3 5 321
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables 0 0 0 250 0 0 5 1,569
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure 0 1 1 218 1 2 7 1,141
On the Bias and MSE of the IV Estimator Under Weak Identification 0 0 0 76 2 2 11 357
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 2 7 172
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 61 2 4 13 184
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 1 2 7 297
Total Working Papers 1 2 10 1,553 19 44 197 9,148


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 1 10 0 1 9 73
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 2 7 160
An Exact Bayes Test of Asset Pricing Models with Application to International Markets 0 0 0 42 1 3 4 168
Comment 0 0 0 1 0 1 5 29
Consistent Estimation with a Large Number of Weak Instruments 0 0 5 192 0 4 22 739
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 0 1 3 173
Harry Kelejian's Professional Life and Work 0 0 0 10 0 1 3 43
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 25 0 3 10 85
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables 0 0 0 31 1 2 4 233
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure 1 2 3 43 4 8 13 186
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 17 0 3 7 72
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS 0 0 0 5 0 0 3 28
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior 0 0 0 21 0 7 9 115
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 5 1 1 6 29
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 27 0 4 12 139
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods 0 0 0 106 0 2 2 414
Total Journal Articles 1 2 10 591 7 43 119 2,686


Statistics updated 2020-03-04