John C. Chao

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Jackknife estimation of a cluster-sample IV regression model with many weak instruments Journal of Econometrics	2023-06-29	Paper
Combining two consistent estimators Essays in Honor of Jerry Hausman	2020-11-10	Paper
Mean average estimation of dynamic panel models with nonstationary initial condition Essays in Honor of Peter C. B. Phillips	2020-11-10	Paper
An expository note on the existence of moments of Fuller and HFUL estimators Essays in Honor of Jerry Hausman	2020-11-10	Paper
Instrumental variable estimation with heteroskedasticity and many instruments Quantitative Economics	2018-12-04	Paper
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction Journal of Econometrics	2016-05-04	Paper
Panel structural modeling with weak instrumentation and covariance restrictions Econometric Theory	2014-09-05	Paper
Testing overidentifying restrictions with many instruments and heteroskedasticity Journal of Econometrics	2014-08-07	Paper
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments Econometric Theory	2012-03-29	Paper
Consistent Estimation with a Large Number of Weak Instruments Econometrica	2006-10-24	Paper
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables. Journal of Econometrics	2003-04-02	Paper
Out-of-sample tests for Granger causality Macroeconomic Dynamics	2002-07-02	Paper
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION Macroeconomic Dynamics	2001-06-11	Paper
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure Journal of Econometrics	1999-01-01	Paper
scientific article; zbMATH DE number 1098828 (Why is no real title available?)	1998-09-20	Paper
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior Journal of Econometrics	1998-01-01	Paper

Research outcomes over time

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