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Testing overidentifying restrictions with many instruments and heteroskedasticity
Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - In: Journal of econometrics 178 (2014) 1, pp. 15-21
Persistent link: https://www.econbiz.de/10010254992
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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.; Swanson, Norman R. - In: Journal of econometrics 137 (2007) 2, pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
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Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - In: Journal of econometrics 235 (2023) 2, pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C.B. - In: Journal of econometrics 91 (1999) 2, pp. 227-272
Persistent link: https://www.econbiz.de/10006785378
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 91 (1999) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
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Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C. - In: Journal of econometrics 87 (1998) 1, pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
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Jeffreys prior analysis of the simultaneous equations model in the case with n + 1 endogenous variables
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 111 (2002) 2, pp. 251-283
Persistent link: https://www.econbiz.de/10001715747
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Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables
Chao, John C.; Phillips, Peter C.B. - In: Journal of econometrics 111 (2002) 2, pp. 251-284
Persistent link: https://www.econbiz.de/10006766560
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An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
Bhardwaj, Geetesh; Swanson, Norman R. - In: Journal of econometrics 131 (2006) 1, pp. 539-578
Persistent link: https://www.econbiz.de/10006747783
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Bootstrap specification tests for diffusion processes
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 124 (2005) 1, pp. 117-148
Persistent link: https://www.econbiz.de/10006749145