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 5 15 353
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 2 9 455
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 7 17 683
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 0 1 11 142
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 0 5 13 116
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 1 7 21 660
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior 0 0 0 114 0 7 12 930
Combining Two Consistent Estimators 0 0 0 68 1 5 14 185
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 0 2 13 410
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 90 0 3 19 404
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 1 2 11 408
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 0 4 11 632
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 1 4 15 163
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 3 132 0 6 47 389
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables 0 0 0 250 0 1 7 1,586
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure 0 0 0 219 1 5 7 1,157
On the Bias and MSE of the IV Estimator Under Weak Identification 0 0 0 77 0 3 9 375
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 2 5 186
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 0 2 22 242
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 0 0 7 310
Total Working Papers 0 1 4 1,614 6 73 285 9,786

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 1 1 21 0 2 14 117
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction 0 0 0 38 0 4 12 185
An Exact Bayes Test of Asset Pricing Models with Application to International Markets 0 0 0 48 0 1 10 195
Comment 0 0 0 1 0 2 6 40
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 201 3 3 8 785
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 0 2 7 191
Harry Kelejian's Professional Life and Work 0 0 0 11 0 2 2 49
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 1 5 32 161
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables 0 0 0 31 1 3 11 251
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure 0 0 0 45 0 2 9 205
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 30 0 4 23 143
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS 0 0 0 6 0 0 5 38
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior 0 0 0 24 0 0 5 129
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 6 0 3 9 40
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 2 36 0 2 15 185
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods 0 0 0 107 0 2 6 426
Total Journal Articles 0 1 3 656 5 37 174 3,140

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 0 0 3 58 1 6 28 279
Total Software Items 0 0 3 58 1 6 28 279

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Statistics updated 2026-07-10