John C. Chao*
John C. Chao*
Department of Economics, University of Maryland
Verified email at econ.umd.edu - Homepage
Title
Cited by
Cited by
Year
Why did individual stocks become more volatile?
SX Wei, C Zhang
The Journal of Business 79 (1), 259-292, 2006
4252006
Consistent estimation with a large number of weak instruments
JC Chao, NR Swanson
Econometrica 73 (5), 1673-1692, 2005
2892005
Instrumental variable estimation with heteroskedasticity and many instruments
JA Hausman, WK Newey, T Woutersen, JC Chao, NR Swanson
Quantitative Economics 3 (2), 211-255, 2012
1282012
Out-of-sample tests for Granger causality
J Chao, V Corradi, NR Swanson
Macroeconomic Dynamics 5 (4), 598-620, 2001
1262001
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
JC Chao, PCB Phillips
Journal of Econometrics 91 (2), 227-271, 1999
1191999
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
JC Chao, NR Swanson, JA Hausman, WK Newey, T Woutersen
Econometric Theory 28 (1), 42-86, 2012
802012
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
JC Chao, PCB Phillips
Journal of Econometrics 87 (1), 49-86, 1998
661998
Testing overidentifying restrictions with many instruments and heteroskedasticity
JC Chao, JA Hausman, WK Newey, NR Swanson, T Woutersen
Journal of econometrics 178, 15-21, 2014
432014
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
J Chao, NR Swanson
Journal of Econometrics 137 (2), 515-555, 2007
402007
An exact bayes test of asset pricing models with application to international markets
D Avramov, JC Chao
The Journal of Business 79 (1), 293-324, 2006
282006
Asymptotic normality of single-equation estimators for the case with a large number of weak instruments
JC Chao, NR Swanson
Frontiers of Analysis and Applied Research: Essays in Honor of Peter CB …, 2006
242006
Jeffreys prior analysis of the simultaneous equations model in the case with n+ 1 endogenous variables
JC Chao, PCB Phillips
Journal of Econometrics 111 (2), 251-283, 2002
202002
Estimation and testing using jackknife IV in heteroskedastic regressions with many weak instruments
JC Chao, NR Swanson
Rutgers University Economics Working Paper, 2004
182004
Hedging against liquidity risk and short sale constraints
D Avramov, JC Chao, T Chordia
Available at SSRN 301292, 2002
142002
Assimilating entrepreneurial orientation and market orientation dimensions in the context of women-owned small and medium sized businesses
MHM Osman, FS Ahmad, MA Rashid, G Hussain
African Journal of Business Management 5 (14), 5974, 2011
102011
Bias and MSE of the IV estimators under weak identification
J Chao, NR Swanson
Department of Economics, University of Maryland, 2000
102000
Testing the expectations theory of the term structure of interest rates using model-selection methods
JC Chao, C Chiao
Studies in Nonlinear Dynamics & Econometrics 2 (4), 1998
81998
Bayesian Value at risk, back testing and calibration
C Albanese, A Levin, CM Chao
Working paper, 1997
81997
Combining two consistent estimators
JC Chao, NR Swanson, T Woutersen
Advances in Econometrics 29, 33-53, 2012
72012
Bayesian posterior distributions in limited information analysis of the simultaneous equations model
JC Chao, PCB Phillips
Yale University Cowles Foundation working paper, 1994
71994
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