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John C. Chao

This is information that was supplied by John Chao in registering through RePEc. If you are John C. Chao, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:John
Middle Name:C.
Last Name:Chao
Suffix:
RePEc Short-ID:pch1536
http://www.econ.umd.edu/facultyprofile/Chao/John
College Park, Maryland (United States)
http://www.bsos.umd.edu/econ/

: 301-405-3266
301-405-3542
College Park, MD 20742
RePEc:edi:deumdus (more details at EDIRC)
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  1. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Departmental Working Papers 201311, Rutgers University, Department of Economics.
  2. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "Combining Two Consistent Estimators," Departmental Working Papers 201310, Rutgers University, Department of Economics.
  3. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers 201118, Rutgers University, Department of Economics.
  4. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Departmental Working Papers 201111, Rutgers University, Department of Economics.
  5. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Departmental Working Papers 201110, Rutgers University, Department of Economics.
  6. John Chao & Norman Swanson, 2004. "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments," Departmental Working Papers 200420, Rutgers University, Department of Economics.
  7. John Chao & Norman Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Departmental Working Papers 200421, Rutgers University, Department of Economics.
  8. Norman R. Swanson & John C. Chao, 2004. "Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments," Econometric Society 2004 North American Winter Meetings 441, Econometric Society.
  9. John C. Chao & Norman R. Swanson, 2003. "Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments," Departmental Working Papers 200312, Rutgers University, Department of Economics.
  10. John Chao & Norman R. Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.
  11. John Chao, 2000. "On the Bias and MSE of the IV Estimator Under Weak Identification," Econometric Society World Congress 2000 Contributed Papers 1622, Econometric Society.
  12. John C. Chao & Peter C.B. Phillips, 1998. "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.
  13. Chao, J.C. & Swanson, N.R., 1997. "Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production," Papers 9-97-3, Pennsylvania State - Department of Economics.
  14. John C. Chao & Peter C.B. Phillips, 1997. "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers 1155, Cowles Foundation for Research in Economics, Yale University.
  15. John C. Chao & Peter C.B. Phillips, 1996. "Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior," Cowles Foundation Discussion Papers 1137, Cowles Foundation for Research in Economics, Yale University.
  1. Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014. "Testing overidentifying restrictions with many instruments and heteroskedasticity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.
  2. Chao, John C., 2014. "Panel Structural Modeling With Weak Instrumentation And Covariance Restrictions," Econometric Theory, Cambridge University Press, vol. 30(04), pages 839-881, August.
  3. John C. Chao & John P. Rust, 2013. "Harry Kelejian's Professional Life and Work," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 218-227, September.
  4. Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012. "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, 07.
  5. Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012. "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, vol. 28(01), pages 42-86, February.
  6. Chao, John C. & Swanson, Norman R., 2009. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 316-318.
  7. Chao, John & Swanson, Norman R., 2007. "Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.
  8. Doron Avramov & John C. Chao, 2006. "An Exact Bayes Test of Asset Pricing Models with Application to International Markets," The Journal of Business, University of Chicago Press, vol. 79(1), pages 293-324, January.
  9. John C. Chao & Norman R. Swanson, 2005. "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, 09.
  10. Chao, John C. & Phillips, Peter C. B., 2002. "Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables," Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.
  11. John C. Chao & Valentina Corradi & Norman R. Swanson, 2001. "Data Transformation and Forecasting in Models with Unit Roots and Cointegration," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 59-76, May.
  12. Chao, John & Corradi, Valentina & Swanson, Norman R., 2001. "Out-Of-Sample Tests For Granger Causality," Macroeconomic Dynamics, Cambridge University Press, vol. 5(04), pages 598-620, September.
  13. Chao, John C. & Swanson, Norman R., 2000. "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, vol. 4(01), pages 42-72, March.
  14. Chao, John C. & Phillips, Peter C. B., 1999. "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure," Journal of Econometrics, Elsevier, vol. 91(2), pages 227-271, August.
  15. Chao John C. & Chiao Chaoshin, 1998. "Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-16, January.
  16. Chao, J. C. & Phillips, P. C. B., 1998. "Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (9) 2003-06-26 2003-12-07 2003-12-07 2007-11-24 2011-12-13 2011-12-13 2011-12-13 2013-07-20 2013-07-20. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2004-07-18 2004-07-18

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