John C. Chao : Citation Profile


Are you John C. Chao?

University of Maryland

8

H index

8

i10 index

452

Citations

RESEARCH PRODUCTION:

16

Articles

20

Papers

RESEARCH ACTIVITY:

   18 years (1996 - 2014). See details.
   Cites by year: 25
   Journals where John C. Chao has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 11 (2.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1536
   Updated: 2020-10-17    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)

Clark, Todd (15)

Crudu, Federico (11)

Anatolyev, Stanislav (9)

Windmeijer, Frank (9)

McCracken, Michael (9)

Newey, Whitney (9)

Chetty, Raj (8)

Imbens, Guido (8)

Wang, Wenjie (8)

Cites to:

Phillips, Peter (42)

Hausman, Jerry (9)

van Dijk, Herman (8)

Newey, Whitney (8)

Angrist, Joshua (7)

Hahn, Jinyong (7)

Krueger, Alan (7)

Kleibergen, Frank (6)

Swanson, Norman (6)

DREZE, JACQUES (5)

Kuersteiner, Guido (5)

Main data


Where John C. Chao has published?


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

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 (2020 and 2019)


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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2019Inference for Impulse Responses under Model Uncertainty. (2019). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2019Leave-out estimation of variance components. (2019). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:1806.01494.

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

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

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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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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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2019Jackknife, small bandwidth and high-dimensional asymptotics. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:605.

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2019Determination of vector error correction models in high dimensions. (2019). Schienle, Melanie ; Liang, Chong. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:418-441.

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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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2019Asset pricing model uncertainty. (2019). Borup, Daniel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:166-189.

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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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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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2019A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments. (2019). Lahiri, Kajal ; Gao, Chuanming . In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:33-:d:252767.

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2019Does Adding Inventory Increase Sales? Evidence of a Scarcity Effect in U.S. Automobile Dealerships. (2019). Olivares, Marcelo ; Gallino, Santiago ; Cachon, Gerard P. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:4:p:1469-1485.

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2019Leave-out Estimation of Variance Components. (2019). Kline, Patrick ; Solvsten, Mikkel ; Saggio, Raffaele. In: NBER Working Papers. RePEc:nbr:nberwo:26244.

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2019Machine Labor. (2019). Angrist, Joshua ; Frandsen, Brigham. In: NBER Working Papers. RePEc:nbr:nberwo:26584.

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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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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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article33
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: 33
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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paper59
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: 59
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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paper17
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: 17
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2005Consistent Estimation with a Large Number of Weak Instruments In: Econometrica.
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article121
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: 121
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: 121
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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paper7
2004Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments.(2004) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
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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article65
2007Instrumental variable estimation with heteroskedasticity and many instruments.(2007) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 65
paper
2011Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2011) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
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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article14
2011Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity.(2011) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 14
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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