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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; Swanson, Norman R. - In: Journal of econometrics 137 (2007) 2, pp. 515-555
Persistent link: https://www.econbiz.de/10007604721
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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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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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Safeway Designs Mixed-Product Pallets to Support Just-in-Time Deliveries
Chao, John; Chen, Matty; Deng, Aileen; Miao, Harold; … - In: Interfaces : the INFORMS journal on the practice of … 35 (2005) 4, pp. 294-307
Persistent link: https://www.econbiz.de/10006234383
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Forecasting using first-available versus fully revised economic time-series data
Swanson, Norman - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10009949691
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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