The following pages link to John C. Chao (Q1298457):
Displaying 18 items.
- (Q276929) (redirect page) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior (Q1305651) (← links)
- Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables. (Q1867741) (← links)
- Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
- (Q2783447) (← links)
- PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS (Q2878820) (← links)
- ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (Q3224038) (← links)
- Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods (Q3368212) (← links)
- (Q4369000) (← links)
- TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION (Q4496475) (← links)
- Instrumental variable estimation with heteroskedasticity and many instruments (Q4559975) (← links)
- Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition (Q5133510) (← links)
- Combining Two Consistent Estimators (Q5133574) (← links)
- An Expository Note on the Existence of Moments of Fuller and HFUL Estimators (Q5133576) (← links)
- Consistent Estimation with a Large Number of Weak Instruments (Q5393895) (← links)
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments (Q6108326) (← links)
