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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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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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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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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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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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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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Testing the expectations theory of the term structure of interest rates using model-selection methods
Chao, John C.; Chiao, Chaoshin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 95-108
Persistent link: https://www.econbiz.de/10009949719
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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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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