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ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - In: Econometric theory 28 (2011) 1, pp. 42-87
Persistent link: https://www.econbiz.de/10009832941
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Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - In: Quantitative economics : QE ; journal of the … 3 (2012) 2, pp. 211-255
Persistent link: https://www.econbiz.de/10010017350
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Consistent Estimation with a Large Number of Weak Instruments
Chao, John C.; Swanson, Norman R. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 5, pp. 1673-1692
Persistent link: https://www.econbiz.de/10006751226
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TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION
Chao, John C.; Swanson, Norman R. - In: Macroeconomic dynamics 4 (2000) 1, pp. 42-72
Persistent link: https://www.econbiz.de/10006042241
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Comment - Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
Chao, John C.; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 316-317
Persistent link: https://www.econbiz.de/10008309578
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Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
Hausman, Jerry A.; Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 6, pp. 1445
Persistent link: https://www.econbiz.de/10006797298
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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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An Exact Bayes Test of Asset Pricing Models with Application to International Markets
Avramov, Doron; Chao, John C. - In: The journal of business : B 79 (2006) 1, pp. 293-324
Persistent link: https://www.econbiz.de/10006010631
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Harry Kelejian's Professional Life and Work
Chao, John C.; Rust, John P. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 218-227
Persistent link: https://www.econbiz.de/10010175349
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Harry Kelejian's Professional Life and Work
Chao, John C.; Rust, John P. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 218-227
Persistent link: https://www.econbiz.de/10010175980