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 2 2 3 341
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 1 2 447
Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction 0 0 0 97 2 3 4 670
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 0 0 5 134
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 2 2 5 106
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 2 6 6 645
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior 0 0 0 114 1 1 1 919
Combining Two Consistent Estimators 0 0 0 68 1 1 3 173
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 2 2 7 401
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 90 4 5 11 392
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 1 2 2 399
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 0 0 0 621
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 1 1 57 0 4 6 152
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 1 130 2 3 3 345
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables 0 0 0 250 2 2 2 1,581
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure 0 0 0 219 0 0 1 1,150
On the Bias and MSE of the IV Estimator Under Weak Identification 0 0 0 77 1 1 2 367
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 0 3 182
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 1 65 3 5 7 225
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 2 2 5 308
Total Working Papers 0 2 3 1,612 28 42 78 9,558

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 20 2 3 6 106
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction 0 0 0 38 1 5 5 178
An Exact Bayes Test of Asset Pricing Models with Application to International Markets 0 0 0 48 0 1 1 186
Comment 0 0 0 1 1 1 2 35
Consistent Estimation with a Large Number of Weak Instruments 0 0 1 201 1 2 8 780
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 1 2 4 186
Harry Kelejian's Professional Life and Work 0 0 0 11 0 0 0 47
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 0 4 8 133
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables 0 0 0 31 0 2 3 242
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure 0 0 0 45 1 1 2 198
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 1 30 7 8 14 131
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS 0 0 0 6 0 0 1 34
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior 0 0 0 24 0 1 1 125
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 6 0 0 0 31
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 35 1 1 5 172
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods 0 0 0 107 1 1 2 421
Total Journal Articles 0 0 4 654 16 32 62 3,005

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
HFUL_HLIM: Stata module for heteroskedasticity-robust version of the Fuller estimator and jackknife version of the limited-information maximum likelihood estimator 1 1 13 56 3 3 45 259
Total Software Items 1 1 13 56 3 3 45 259

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06