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 0 0 337
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 0 0 445
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 0 0 666
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 0 0 0 129
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 0 2 6 101
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 0 0 1 639
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior 0 0 0 114 0 0 1 917
Combining Two Consistent Estimators 0 0 0 68 0 0 0 169
Consistent Estimation with a Large Number of Weak Instruments 0 0 3 65 0 0 4 394
Consistent Estimation with a Large Number of Weak Instruments 0 0 5 89 1 3 10 377
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 1 114 0 0 2 394
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 0 2 6 615
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 2 55 0 0 5 144
Instrumental variable estimation with heteroskedasticity and many instruments 1 1 2 129 1 1 4 340
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables 0 0 0 250 0 0 1 1,579
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure 0 0 0 219 0 0 1 1,149
On the Bias and MSE of the IV Estimator Under Weak Identification 0 0 0 77 0 0 0 365
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 0 0 179
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 64 1 4 9 217
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 0 0 1 303
Total Working Papers 1 1 13 1,606 3 12 51 9,459


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 1 2 3 17 2 4 6 96
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 0 0 171
An Exact Bayes Test of Asset Pricing Models with Application to International Markets 0 1 4 48 0 2 7 184
Comment 0 0 0 1 0 0 0 33
Consistent Estimation with a Large Number of Weak Instruments 0 0 2 200 0 1 5 770
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 0 0 1 182
Harry Kelejian's Professional Life and Work 0 0 1 11 0 0 1 46
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 1 31 0 1 7 121
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables 0 0 0 31 0 0 1 239
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure 0 0 0 44 0 0 0 195
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 1 1 1 28 1 1 4 114
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS 0 0 0 6 0 0 1 33
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior 0 0 0 24 0 0 0 123
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 1 2 34 0 1 3 167
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods 0 0 0 107 0 0 0 419
Total Journal Articles 2 6 14 644 3 10 36 2,924


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 2 4 10 38 9 23 75 186
Total Software Items 2 4 10 38 9 23 75 186


Statistics updated 2024-06-06