John C. Chao : Citation Profile


Are you John C. Chao?

University of Maryland

8

H index

8

i10 index

482

Citations

RESEARCH PRODUCTION:

16

Articles

20

Papers

RESEARCH ACTIVITY:

   18 years (1996 - 2014). See details.
   Cites by year: 26
   Journals where John C. Chao has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 11 (2.23 %)

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   Permalink: http://citec.repec.org/pch1536
   Updated: 2021-10-16    RAS profile:    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with John C. Chao.

Is cited by:

Swanson, Norman (20)

Phillips, Peter (19)

Wang, Wenjie (15)

Clark, Todd (15)

Newey, Whitney (11)

Crudu, Federico (11)

Guillén, Osmani (9)

Anatolyev, Stanislav (9)

Windmeijer, Frank (9)

McCracken, Michael (9)

Friedman, John (8)

Cites to:

Phillips, Peter (42)

Hausman, Jerry (9)

Newey, Whitney (8)

van Dijk, Herman (8)

Krueger, Alan (7)

Hahn, Jinyong (7)

Angrist, Joshua (7)

Kleibergen, Frank (6)

Swanson, Norman (6)

Choi, In (5)

Kuersteiner, Guido (5)

Main data


Where John C. Chao has published?


Journals with more than one article published# docs
Journal of Econometrics5
Macroeconomic Dynamics2
Econometric Theory2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Yale School of Management Working Papers / Yale School of Management2

Recent works citing John C. Chao (2021 and 2020)


YearTitle of citing document
2020Land certification, rental market participation, and income dynamics in rural China. (2020). Du, Xiaodong ; Xu, Licheng. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304247.

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2020Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2021Testing Many Restrictions Under Heteroskedasticity. (2020). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:2003.07320.

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2021Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2004.12445.

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2020Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435.

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2020A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252.

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2021Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382.

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2020Approximation of bias and mean‐squared error in two‐sample Mendelian randomization analyses. (2020). Yu, Kai ; Song, Lei ; Zhang, Han ; Deng, LU. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:369-379.

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2020A Note on Specification Testing in Some Structural Regression Models. (2020). Beckert, Walter. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:686-695.

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2020Instruments with Heterogeneous Effects: Bias, Monotonicity, and Localness. (2020). Nick, Huntington-Klein. In: Journal of Causal Inference. RePEc:bpj:causin:v:8:y:2020:i:1:p:182-208:n:1.

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2020Instruments with Heterogeneous Effects: Bias, Monotonicity, and Localness. (2020). Huntington-Klein, Nick. In: Journal of Causal Inference. RePEc:bpj:causin:v:8:y:2020:i:1:p:182-208:n:9.

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2020A Semi-Parametric Bayesian Generalized Least Square Estimator. (2020). Weeks, M ; Wu, R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2011.

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2020Second-order refinements for t-ratios with many instruments. (2020). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:612.

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2020Jackknife Lagrange multiplier test with many weak instruments. (2020). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:613.

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2021Does robo-advisory help reduce the likelihood of carrying a credit card debt? Evidence from an instrumental variable approach. (2021). Bai, Zefeng. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000058.

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2020Robust estimation with many instruments. (2020). Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:495-512.

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2020Ill-posed estimation in high-dimensional models with instrumental variables. (2020). Simoni, Anna ; Breunig, Christoph ; Mammen, Enno. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:171-200.

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2021Simple estimators and inference for higher-order stochastic volatility models. (2021). Dufour, Jean-Marie ; Ahsan, Md Nazmul. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:181-197.

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2020The motivational factors of business venturing: Opportunity versus necessity? A gendered perspective on European countries. (2020). Jafari-Sadeghi, Vahid. In: Journal of Business Research. RePEc:eee:jbrese:v:113:y:2020:i:c:p:279-289.

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2021What drives women towards domestic vs international business venturing? An empirical analysis in emerging markets. (2021). Dana, Leo-Paul ; Pagan-Castao, Esther ; Sukumar, Arun ; Jafari-Sadeghi, Vahid. In: Journal of Business Research. RePEc:eee:jbrese:v:134:y:2021:i:c:p:647-660.

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2020Gender differences in the volatility of work hours and labor demand. (2020). Guisinger, Amy. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301798.

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2020Impact of voluntary community-based health insurance on child stunting: Evidence from rural Uganda. (2020). von Braun, Joachim ; Gerber, Nicolas ; Mussa, Essa Chanie ; Nshakira-Rukundo, Emmanuel. In: Social Science & Medicine. RePEc:eee:socmed:v:245:y:2020:i:c:s0277953619307336.

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2021Switching it up: The effect of energy price reforms in Oman. (2021). Calì, Massimiliano ; Amann, Juergen ; Chin, Charles Fang ; Todorov, Valentin ; Cali, Massimiliano ; Cantore, Nicola. In: World Development. RePEc:eee:wdevel:v:142:y:2021:i:c:s0305750x2030379x.

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2020Error-correction factor models for high-dimensional cointegrated time series. (2020). Zhang, Rongmao ; Yao, Qiwei ; Tu, Yundong. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106994.

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2021Arbitrage Capital of Global Banks. (2021). Schlusche, Bernd ; Du, Wenxin ; Anderson, Alyssa G. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-32.

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2021Misdemeanor Prosecution. (2021). Harvey, Anna ; Doleac, Jennifer ; Agan, Amanda. In: IZA Discussion Papers. RePEc:iza:izadps:dp14234.

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2020Optimal Minimax Rates against Non-smooth Alternatives. (2020). Nishiyama, Yoshihiko ; Iwasawa, Masamune ; Hitomi, Kohtaro . In: KIER Working Papers. RePEc:kyo:wpaper:1051.

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2020On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity. (2020). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:104858.

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2021Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters. (2021). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:106227.

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2021Fast cluster bootstrap methods for linear regression models. (2021). MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1465.

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2021A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market. (2021). Wang, Zijun ; Qian, Yan. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01916-1.

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2021A General Approach to Sensitivity Analysis for Mendelian Randomization. (2021). Ghosh, Debashis ; Zhang, Weiming. In: Statistics in Biosciences. RePEc:spr:stabio:v:13:y:2021:i:1:d:10.1007_s12561-020-09280-5.

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2020Inference in instrumental variables models with heteroskedasticity and many instruments. (2020). Mellace, Giovanni ; Crudu, Federico ; Sandor, Zsolt. In: Department of Economics University of Siena. RePEc:usi:wpaper:821.

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2020Leave‐Out Estimation of Variance Components. (2020). Kline, Patrick ; Solvsten, Mikkel ; Saggio, Raffaele. In: Econometrica. RePEc:wly:emetrp:v:88:y:2020:i:5:p:1859-1898.

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Works by John C. Chao:


YearTitleTypeCited
2009Comment In: Journal of Business & Economic Statistics.
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article0
1998Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2001Data Transformation and Forecasting in Models with Unit Roots and Cointegration In: Annals of Economics and Finance.
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article2
2012ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS In: Econometric Theory.
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article39
2011Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments.(2011) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 39
paper
2014PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS In: Econometric Theory.
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article0
2000TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION In: Macroeconomic Dynamics.
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article0
1997Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production..(1997) In: Pennsylvania State - Department of Economics.
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This paper has another version. Agregated cites: 0
paper
2001OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY In: Macroeconomic Dynamics.
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article84
1996Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior In: Cowles Foundation Discussion Papers.
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paper0
1997Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure In: Cowles Foundation Discussion Papers.
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paper61
1999Model selection in partially nonstationary vector autoregressive processes with reduced rank structure.(1999) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 61
article
1998Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables In: Cowles Foundation Discussion Papers.
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paper5
2002Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables.(2002) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 5
article
2003Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction In: Cowles Foundation Discussion Papers.
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paper19
2007Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction.(2007) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 19
article
2003Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction.(2003) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 19
paper
2004Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 19
paper
2005Consistent Estimation with a Large Number of Weak Instruments In: Econometrica.
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article131
2004Consistent Estimation with a Large Number of Weak Instruments.(2004) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 131
paper
2004Consistent Estimation with a Large Number of Weak Instruments.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 131
paper
2004Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments In: Econometric Society 2004 Far Eastern Meetings.
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paper8
2004Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments.(2004) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 8
paper
2004Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments In: Econometric Society 2004 North American Winter Meetings.
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paper0
2012Instrumental variable estimation with heteroskedasticity and many instruments In: Quantitative Economics.
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article70
2007Instrumental variable estimation with heteroskedasticity and many instruments.(2007) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 70
paper
2011Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2011) In: Departmental Working Papers.
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paper
2000On the Bias and MSE of the IV Estimator Under Weak Identification In: Econometric Society World Congress 2000 Contributed Papers.
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paper3
2014Testing overidentifying restrictions with many instruments and heteroskedasticity In: Journal of Econometrics.
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article18
2011Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity.(2011) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 18
paper
1998Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior In: Journal of Econometrics.
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article28
2003Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments In: Departmental Working Papers.
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paper4
2013Combining Two Consistent Estimators In: Departmental Working Papers.
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paper0
2013An Expository Note on the Existence of Moments of Fuller and HFUL Estimators In: Departmental Working Papers.
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paper0
2013Harry Kelejians Professional Life and Work In: Spatial Economic Analysis.
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article0
2006An Exact Bayes Test of Asset Pricing Models with Application to International Markets In: The Journal of Business.
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article8

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