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 4 7 8 346
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction 0 0 0 60 3 6 7 452
Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction 0 0 0 97 4 7 9 675
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 2 4 9 138
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 5 7 10 111
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 4 9 13 652
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior 0 0 0 114 3 4 4 922
Combining Two Consistent Estimators 0 0 0 68 5 7 8 179
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 3 7 12 406
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 90 4 10 17 398
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 3 6 7 404
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 1 6 6 627
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 4 7 12 159
Instrumental variable estimation with heteroskedasticity and many instruments 1 1 2 131 16 22 23 365
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables 0 0 0 250 4 6 6 1,585
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure 0 0 0 219 1 1 2 1,151
On the Bias and MSE of the IV Estimator Under Weak Identification 0 0 0 77 3 6 7 372
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 1 2 5 184
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 1 65 10 16 20 238
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 1 4 7 310
Total Working Papers 1 1 4 1,613 81 144 192 9,674

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 4 9 12 113
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 4 8 181
An Exact Bayes Test of Asset Pricing Models with Application to International Markets 0 0 0 48 5 8 9 194
Comment 0 0 0 1 2 3 3 37
Consistent Estimation with a Large Number of Weak Instruments 0 0 1 201 1 2 8 781
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 2 3 6 188
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 9 13 19 146
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables 0 0 0 31 5 5 8 247
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure 0 0 0 45 2 6 7 203
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 1 30 5 14 21 138
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS 0 0 0 6 2 2 3 36
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior 0 0 0 24 3 4 5 129
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 6 5 6 6 37
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 35 6 8 11 179
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods 0 0 0 107 3 4 4 424
Total Journal Articles 0 0 4 654 55 91 130 3,080

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 3 15 58 4 11 45 267
Total Software Items 1 3 15 58 4 11 45 267

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Statistics updated 2026-02-12