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 1 2 6 334
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction 0 0 0 60 0 3 10 438
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 2 8 663
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 3 45 0 0 7 125
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 28 0 1 6 87
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 1 63 1 1 3 632
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior 0 0 0 111 0 0 2 905
Combining Two Consistent Estimators 0 0 2 66 1 4 14 162
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 80 0 2 5 345
Consistent Estimation with a Large Number of Weak Instruments 0 0 2 62 0 3 13 372
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 1 110 0 2 3 384
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 0 1 2 591
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 0 48 0 2 10 118
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 121 0 0 4 322
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables 0 0 0 250 0 2 4 1,572
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure 0 0 1 218 0 1 6 1,143
On the Bias and MSE of the IV Estimator Under Weak Identification 0 0 0 76 0 1 4 359
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 1 4 174
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 1 62 1 2 13 190
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 1 1 4 299
Total Working Papers 0 0 11 1,560 5 31 128 9,215


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 1 5 76
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 4 9 166
An Exact Bayes Test of Asset Pricing Models with Application to International Markets 0 0 0 42 0 1 5 170
Comment 0 0 0 1 0 0 2 29
Consistent Estimation with a Large Number of Weak Instruments 0 0 1 193 2 3 13 748
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 0 3 4 176
Harry Kelejian's Professional Life and Work 0 0 0 10 0 0 2 43
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 25 0 0 7 88
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables 0 0 0 31 1 2 4 235
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure 0 0 2 43 0 0 10 187
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 1 2 19 3 4 17 84
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS 0 0 0 5 0 0 1 29
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior 0 0 1 22 0 0 8 116
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 5 0 0 2 30
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 2 29 0 2 13 146
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods 0 0 0 106 0 0 2 414
Total Journal Articles 0 1 8 597 6 20 104 2,737


Statistics updated 2020-11-03