All Stories

  1. Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition

    Article • November 2014, Emerald

    Professor John C Chao

  2. PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS

    Article • Econometric Theory, April 2014, Cambridge University Press

    Professor John C Chao

  3. Testing overidentifying restrictions with many instruments and heteroskedasticity

    Article • Journal of Econometrics, January 2014, Elsevier

    Professor John C Chao

  4. Harry Kelejian's Professional Life and Work

    Article • Spatial Economic Analysis, September 2013, Taylor & Francis

    Professor John C Chao

  5. Instrumental variable estimation with heteroskedasticity and many instruments

    Article • Quantitative Economics, July 2012, The Econometric Society

    Professor John C Chao

  6. Combining Two Consistent Estimators

    Article • January 2012, Emerald

    Professor John C Chao

  7. An Expository Note on the Existence of Moments of Fuller and HFUL Estimators

    Article • January 2012, Emerald

    Professor John C Chao

  8. ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS

    Article • Econometric Theory, September 2011, Cambridge University Press

    Professor John C Chao

  9. Comment

    Article • Journal of Business and Economic Statistics, July 2009, Taylor & Francis

    Professor John C Chao

  10. Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction

    Article • Journal of Econometrics, April 2007, Elsevier

    Professor John C Chao

  11. Consistent Estimation with a Large Number of Weak Instruments

    Article • Econometrica, September 2005, The Econometric Society

    Professor John C Chao

  12. Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables

    Article • Journal of Econometrics, December 2002, Elsevier

    Professor John C Chao

  13. TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION

    Article • Macroeconomic Dynamics, March 2000, Cambridge University Press

    Professor John C Chao

  14. Model selection in partially nonstationary vector autoregressive processes with reduced rank structure

    Article • Journal of Econometrics, August 1999, Elsevier

    Professor John C Chao

  15. Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods

    Article • Studies in Nonlinear Dynamics & Econometrics, January 1998, De Gruyter

    Professor John C Chao

  16. An Empirical Bayesian Approach to Cointegrating Rank Selection and Test of the Present Value Model for Stock Prices

    Article • January 1996, Springer Science + Business Media

    Professor John C Chao

  17. Hedging Against Liquidity Risk and Short Sale Constraints

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor John C Chao

  18. Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor John C Chao

  19. An Exact Bayes Test of Asset Pricing Models with Application to International Markets

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor John C Chao

  20. Instrumental Variable Estimation with Heteroskedasticity and Many Instruments

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor John C Chao

  21. Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor John C Chao

  22. Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor John C Chao

  23. Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments

    Article • Cambridge University Press

    Professor John C Chao