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 1 338
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 1 446
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 1 2 131
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 1 1 3 104
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 0 0 0 639
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior 0 0 0 114 0 0 1 918
Combining Two Consistent Estimators 0 0 0 68 1 1 3 172
Consistent Estimation with a Large Number of Weak Instruments 0 0 1 90 1 3 8 386
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 1 2 4 398
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 0 0 2 397
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 0 0 4 621
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 56 0 1 4 148
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 129 0 0 2 342
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables 0 0 0 250 0 0 0 1,579
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 0 1 1 366
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 1 1 3 182
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 1 65 0 0 3 220
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 0 0 0 303
Total Working Papers 0 0 3 1,610 5 11 43 9,506

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 3 20 0 0 7 103
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction 0 0 1 38 0 0 1 173
An Exact Bayes Test of Asset Pricing Models with Application to International Markets 0 0 0 48 0 0 0 185
Comment 0 0 0 1 0 0 1 34
Consistent Estimation with a Large Number of Weak Instruments 0 0 1 201 1 2 7 778
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 0 0 2 184
Harry Kelejian's Professional Life and Work 0 0 0 11 0 0 1 47
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 1 32 0 1 7 129
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables 0 0 0 31 0 1 1 240
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure 0 0 1 45 1 1 2 197
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 2 30 0 0 5 120
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS 0 0 0 6 1 1 1 34
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior 0 0 0 24 0 0 1 124
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 1 1 1 35 1 3 4 171
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods 0 0 0 107 0 0 1 420
Total Journal Articles 1 1 10 654 4 9 41 2,970

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 4 15 55 2 12 59 253
Total Software Items 0 4 15 55 2 12 59 253

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Statistics updated 2025-08-05