John C. Chao

Available identifiers

zbMath Open chao.john-cMaRDI QIDQ1298457

List of research outcomes

Publication	Date of Publication	Type
Jackknife estimation of a cluster-sample IV regression model with many weak instruments	2023-06-29	Paper
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition	2020-11-10	Paper
Combining Two Consistent Estimators	2020-11-10	Paper
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators	2020-11-10	Paper
Instrumental variable estimation with heteroskedasticity and many instruments	2018-12-04	Paper
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction	2016-05-04	Paper
PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS	2014-09-05	Paper
Testing overidentifying restrictions with many instruments and heteroskedasticity	2014-08-07	Paper
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS	2012-03-29	Paper
Consistent Estimation with a Large Number of Weak Instruments	2006-10-24	Paper
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods	2006-01-27	Paper
Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables.	2003-04-02	Paper
https://portal.mardi4nfdi.de/entity/Q2783447	2002-07-02	Paper
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION	2001-06-11	Paper
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4369000	1998-09-20	Paper
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior	1998-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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