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46
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16
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Journal of econometrics
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2
Economics letters
2
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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
Saved in:
2
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
Saved in:
3
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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4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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