| Consistent estimation with a large number of weak instruments JC Chao, NR Swanson Econometrica 73 (5), 1673-1692, 2005 | 433 | 2005 |
| Weak instrument robust tests in GMM and the new Keynesian Phillips curve F Kleibergen, S Mavroeidis Journal of Business & Economic Statistics 27 (3), 293-311, 2009 | 256 | 2009 |
| Instrumental variable estimation with heteroskedasticity and many instruments JA Hausman, WK Newey, T Woutersen, JC Chao, NR Swanson Quantitative Economics 3 (2), 211-255, 2012 | 202 | 2012 |
| Out-of-sample tests for Granger causality J Chao, V Corradi, NR Swanson Macroeconomic Dynamics 5 (4), 598-620, 2001 | 145 | 2001 |
| Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments JC Chao, NR Swanson, JA Hausman, WK Newey, T Woutersen Econometric Theory 28 (1), 42-86, 2012 | 138 | 2012 |
| Model selection in partially nonstationary vector autoregressive processes with reduced rank structure JC Chao, PCB Phillips Journal of Econometrics 91 (2), 227-271, 1999 | 138 | 1999 |
| Testing overidentifying restrictions with many instruments and heteroskedasticity JC Chao, JA Hausman, WK Newey, NR Swanson, T Woutersen Journal of econometrics 178, 15-21, 2014 | 78 | 2014 |
| Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior JC Chao, PCB Phillips Journal of Econometrics 87 (1), 49-86, 1998 | 78 | 1998 |
| Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction J Chao, NR Swanson Journal of Econometrics 137 (2), 515-555, 2007 | 36 | 2007 |
| An exact Bayes test of asset pricing models with application to international markets D Avramov, JC Chao The Journal of Business 79 (1), 293-324, 2006 | 36 | 2006 |
| Asymptotic normality of single-equation estimators for the case with a large number of weak instruments NR Swanson, JC Chao working paper, 2003 | 27 | 2003 |
| Jeffreys prior analysis of the simultaneous equations model in the case with n+ 1 endogenous variables JC Chao, PCB Phillips Journal of Econometrics 111 (2), 251-283, 2002 | 24 | 2002 |
| Estimation and testing using jackknife IV in heteroskedastic regressions with many weak instruments JC Chao, NR Swanson Rutgers University Economics Working Paper, 2004 | 22 | 2004 |
| Hedging against liquidity risk and short sale constraints D Avramov, JC Chao, T Chordia Available at SSRN 301292, 2002 | 14 | 2002 |
| Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction JC Chao, NR Swanson Available at SSRN 410811, 2003 | 13 | 2003 |
| Bias and MSE of the IV estimators under weak identification J Chao, NR Swanson Department of Economics, University of Maryland, 2000 | 10 | 2000 |
| Jackknife estimation of a cluster-sample IV regression model with many weak instruments JC Chao, NR Swanson, T Woutersen Journal of Econometrics 235 (2), 1747-1769, 2023 | 9 | 2023 |
| An expository note on the existence of moments of Fuller and HFUL estimators JC Chao, JA Hausman, WK Newey, NR Swanson, T Woutersen Essays in Honor of Jerry Hausman, 87-106, 2012 | 9 | 2012 |
| Consistent Estimation, Variable Selection, and Forecasting in Factor-Augmented VAR Models JC Chao, NR Swanson Working Paper, Rutgers University and University of Maryland, 2022 | 7 | 2022 |
| Combining two consistent estimators JC Chao, JA Hausman, WK Newey, NR Swanson, T Woutersen Essays in Honor of Jerry Hausman 29, 33-53, 2012 | 7 | 2012 |
