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 2 7 10 348
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction 0 0 0 60 1 6 8 453
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 5 9 675
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 1 5 10 139
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 0 5 9 111
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 1 8 14 653
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior 0 0 0 114 1 4 5 923
Combining Two Consistent Estimators 0 0 0 68 1 7 9 180
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 2 7 13 408
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 90 2 8 17 400
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 1 6 8 405
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 1 7 7 628
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 0 7 12 159
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 2 131 14 34 37 379
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables 0 0 0 250 0 4 6 1,585
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure 0 0 0 219 1 2 3 1,152
On the Bias and MSE of the IV Estimator Under Weak Identification 0 0 0 77 0 5 7 372
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 2 3 184
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 2 15 21 240
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 0 2 7 310
Total Working Papers 0 1 3 1,613 30 146 215 9,704

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 1 8 12 114
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 3 8 181
An Exact Bayes Test of Asset Pricing Models with Application to International Markets 0 0 0 48 0 8 9 194
Comment 0 0 0 1 1 3 4 38
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 201 0 1 6 781
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 1 3 6 189
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 7 20 26 153
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables 0 0 0 31 0 5 8 247
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure 0 0 0 45 0 5 7 203
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 30 1 8 19 139
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS 0 0 0 6 2 4 5 38
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior 0 0 0 24 0 4 5 129
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 6 0 6 6 37
Testing overidentifying restrictions with many instruments and heteroskedasticity 1 1 2 36 2 9 13 181
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods 0 0 0 107 0 3 4 424
Total Journal Articles 1 1 3 655 15 90 138 3,095

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 2 13 58 0 8 38 267
Total Software Items 0 2 13 58 0 8 38 267

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Statistics updated 2026-03-04