Browsing All of EconStor by Author Chao, John C.
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2003 | Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments | Swanson, Norman R.; Chao, John C. |
2003 | 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. |
2004 | Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments | Chao, John C.; Swanson, Norman R. |
2004 | Consistent Estimation with a Large Number of Weak Instruments | Chao, John C.; Swanson, Norman R. |
2010 | Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments | Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen |
2011 | Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments | Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen |
2011 | Testing overidentifying restrictions with many instruments and heteroskedasticity | Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; Swanson, Norman R.; Woutersen, Tiemen |
2012 | Instrumental variable estimation with heteroskedasticity and many instruments | Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John C.; Swanson, Norman R. |
2019 | Uniform inference in panel autoregression | Chao, John C.; Phillips, Peter C. B. |