# John C. Chao

## Personal Details

First Name: | John |

Middle Name: | C. |

Last Name: | Chao |

Suffix: | |

RePEc Short-ID: | pch1536 |

| |

http://www.econ.umd.edu/facultyprofile/Chao/John | |

Terminal Degree: | 1994 Economics Department; Yale University (from RePEc Genealogy) |

## Affiliation

### Department of Economics

University of Maryland

College Park, Maryland (United States)http://www.bsos.umd.edu/econ/

RePEc:edi:deumdus (more details at EDIRC)

## Research output

Jump to: Working papers Articles Software### Working papers

- 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. - John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013.
"
**Combining Two Consistent Estimators**," Departmental Working Papers 201310, Rutgers University, Department of Economics. - 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.- 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.

- Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014.
"
- 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.- 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, July.

- Hausman & Newey & Woutersen & Chao & Swanson, 2009.
"
**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics. - Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007.
"
**Instrumental variable estimation with heteroskedasticity and many instruments**," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012.
"
- 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.- 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(1), pages 42-86, February.

- Chao & Swanson & Hausman & Newey & Woutersen, 2010.
"
**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.

- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012.
"
- 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.- Norman R. Swanson & John C. Chao, 2004.
"
**Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments**," Econometric Society 2004 Far Eastern Meetings 668, Econometric Society.

- Norman R. Swanson & John C. Chao, 2004.
"
- John Chao & Norman Swanson, 2004.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Departmental Working Papers 200421, Rutgers University, Department of Economics.- 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, September.

- John C. Chao & Norman Rasmus Swanson, 2004.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Yale School of Management Working Papers ysm374, Yale School of Management. - Chao, John Chao & Norman R. Swanson, 2003.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.

- John C. Chao & Norman R. Swanson, 2005.
"
- 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. - 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. - 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.- 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.

- John Chao & Norman Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**," Yale School of Management Working Papers ysm375, Yale School of Management.

- Chao, John & Swanson, Norman R., 2007.
"
- 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. - 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.- 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.

- Chao, John C. & Phillips, Peter C. B., 2002.
"
- 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.- 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(1), pages 42-72, March.

- Chao, John C. & Swanson, Norman R., 2000.
"
- 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.- 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.

- Chao, John C. & Phillips, Peter C. B., 1999.
"
- 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.

### Articles

- 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.- 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.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
- Chao, John C., 2014.
"
**Panel Structural Modeling With Weak Instrumentation And Covariance Restrictions**," Econometric Theory, Cambridge University Press, vol. 30(4), pages 839-881, August. - 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. - 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, July.- Hausman & Newey & Woutersen & Chao & Swanson, 2009.
"
**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics. - Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007.
"
**Instrumental variable estimation with heteroskedasticity and many instruments**," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - 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.

- Hausman & Newey & Woutersen & Chao & Swanson, 2009.
"
- 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(1), pages 42-86, February.- 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. - Chao & Swanson & Hausman & Newey & Woutersen, 2010.
"
**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
- Chao, John C. & Swanson, Norman R., 2009.
"
**Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 316-318. - 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.- 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. - John Chao & Norman Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**," Yale School of Management Working Papers ysm375, Yale School of Management.

- John Chao & Norman R. Swanson, 2003.
"
- 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. - 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, September.- John Chao & Norman Swanson, 2004.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Departmental Working Papers 200421, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Yale School of Management Working Papers ysm374, Yale School of Management. - Chao, John Chao & Norman R. Swanson, 2003.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.

- John Chao & Norman Swanson, 2004.
"
- 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.- 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.

- John C. Chao & Peter C.B. Phillips, 1998.
"
- 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. - Chao, John & Corradi, Valentina & Swanson, Norman R., 2001.
"
**Out-Of-Sample Tests For Granger Causality**," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 598-620, September.- Norman R. Swanson, 2000.
"
**An Out of Sample Test for Granger Causality**," Econometric Society World Congress 2000 Contributed Papers 0362, Econometric Society.

- Norman R. Swanson, 2000.
"
- 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(1), pages 42-72, March.- 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.

- Chao, J.C. & Swanson, N.R., 1997.
"
- 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.- 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.

- John C. Chao & Peter C.B. Phillips, 1997.
"
- 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. - 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.

### Software components

- Xiduo Chen & Tiemen Wouterson & Pierangelo De Pace & John Chao, 2022.
"
**HFUL_HLIM: Stata module for heteroskedasticity-robust version of the Fuller estimator and jackknife version of the limited-information maximum likelihood estimator**," Statistical Software Components S459039, Boston College Department of Economics.

## More information

Research fields, statistics, top rankings, if available.### Statistics

#### Access and download statistics for all items

### Rankings

This author is among the top 5% authors according to these criteria:### Co-authorship network on CollEc

### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 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.- 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 - NEP-ETS: Econometric Time Series (2) 2004-07-18 2004-07-18

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