フォロー
John C. Chao*
John C. Chao*
Department of Economics, University of Maryland
確認したメール アドレス: econ.umd.edu - ホームページ
タイトル
引用先
引用先
Consistent estimation with a large number of weak instruments
JC Chao, NR Swanson
Econometrica 73 (5), 1673-1692, 2005
4202005
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
2442009
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
1922012
Out-of-sample tests for Granger causality
J Chao, V Corradi, NR Swanson
Macroeconomic Dynamics 5 (4), 598-620, 2001
1442001
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
JC Chao, PCB Phillips
Journal of Econometrics 91 (2), 227-271, 1999
1361999
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
1292012
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
751998
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
722014
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
372006
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
362007
Asymptotic normality of single-equation estimators for the case with a large number of weak instruments
NR Swanson, JC Chao
working paper, 2003
272003
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
232002
Estimation and testing using jackknife IV in heteroskedastic regressions with many weak instruments
JC Chao, NR Swanson
Rutgers University Economics Working Paper, 2004
212004
Hedging against liquidity risk and short sale constraints
D Avramov, JC Chao, T Chordia
Available at SSRN 301292, 2002
152002
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
132003
Bias and MSE of the IV estimators under weak identification
J Chao, NR Swanson
Department of Economics, University of Maryland, 2000
102000
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
82012
Testing the expectations theory of the term structure of interest rates using model-selection methods
JC Chao, C Chiao
Studies in Nonlinear Dynamics & Econometrics 2 (4), 1998
81998
Combining two consistent estimators
JC Chao, JA Hausman, WK Newey, NR Swanson, T Woutersen
Essays in Honor of Jerry Hausman 29, 33-53, 2012
72012
Bayesian posterior distributions in limited information analysis of the simultaneous equations model
JC Chao, PCB Phillips
Yale University Cowles Foundation working paper, 1994
71994
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論文 1–20