JC Chao… - Econometrica, 2005 - Wiley Online Library
Page 1. Econometrica, Vol. 73, No. 5 (September, 2005), 1673–1692 NOTES AND
COMMENTS CONSISTENT ESTIMATION WITH A LARGE NUMBER OF WEAK
INSTRUMENTS BY JOHN C. CHAO AND NORMAN R. SWANSON1 ...
J Chao, V Corradi… - Macroeconomic Dynamics, 2001 - fmwww.bc.edu
Abstract Granger (1980) summarizes his personal viewpoint on testing for causality, and
outlines what he considers to be a useful operational version of his original definition of
causality (Granger (1969)), which he notes was partially alluded to in Wiener (1958). This ...
JC Chao… - Journal of Econometrics, 1999 - Elsevier
JC Chao… - Journal of Econometrics, 1998 - Elsevier
J Hausman, WK Newey, T Woutersen, J Chao… - 2009 - econ.arizona.edu
Abstract This paper gives a relatively simple, well behaved solution to the problem of many
instruments in heteroskedastic data. Such settings are common in microeconometric
applications where many instruments are used to improve efficiency and allowance for ...
RT Ravenholt… - Family Planning Perspectives, 1974 - JSTOR
Evidence is emerging that fertility rates are declining in many countries, both rich and poor,
on every continent. While a full assessment of world fertility trends is not yet possible
because of deficient demographic data for many countries—including some of the most ...
JC Chao… - Studies in Nonlinear Dynamics and …, 1998 - scholar.lib.vt.edu
... inconsistent with the data. Acknowledgments. John Chao is grateful for the financial
support from the Office of Graduate Studies and Research of the University of Maryland.
Keywords. cointegration, expectations theory, integrated ...
JC Chao… - Journal of Econometrics, 2002 - Elsevier
JC Chao… - 2004 - papers.ssrn.com
Page 1. Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many
Weak Instruments∗ John C. Chao1 and Norman R. Swanson2 1University of Maryland and
2Rutgers University March 2004 - preliminary, incomplete and not spell checked!! Abstract ...
JW Brackett, RT Ravenholt… - Studies in Family Planning, 1978 - JSTOR
Page 1. The Role of Family Planning in Recent Rapid Fertility Declines in Developing
Countries JAMES W. BRACKETT, RT RAVENHOLT, and JOHN C. CHAO Three
or four years ago, only a few voices were heard professing ...
JC Chao, NR Swanson, JA Hausman… - Econometric …, 2011 - Cambridge Univ Press
Page 1. Econometric Theory, 2011, Page 1 of 45. doi:10.1017/S0266466611000120
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION
WITH MANY INSTRUMENTS JOHN C. CHAO University ...
RT Ravenholt, JW Brackett… - 1973 - hivandsrh.org
The object of family planning programs is to provide men and women with the information,
supplies, and services for voluntary control of fertility. Since its inception in 1965, the United
States foreign assistance program in population and family planning has been designed ...
RT Ravenholt… - Population reports. Series J: Family …, 1974 - ncbi.nlm.nih.gov
1. Popul Rep J. 1974 Aug;(2):J21-39. World fertility trends, 1974. Ravenholt RT, Chao
J. PMID: 4141312 [PubMed - indexed for MEDLINE]. MeSH Terms. Adolescent; Adult;
Africa; Americas; Asia; Australia; Birth Rate; Demography ...
J Chao… - 2003 - papers.ssrn.com
Abstract: We provide analytical formulae for the asymptotic bias (ABIAS) and mean squared
error (AMSE) of the IV estimator, and obtain approximations thereof based on an asymptotic
scheme which essentially requires the expectation of the first stage F-statistic to converge ...
D Avramov… - The Journal of Business, 2006 - JSTOR
J Chao… - Journal of econometrics, 2007 - Elsevier
We provide analytical formulae for the asymptotic bias (ABIAS) and mean-squared error
(AMSE) of the IV estimator, and obtain approximations thereof based on an asymptotic
scheme which essentially requires the expectation of the first stage F-statistic to converge ...
D Avramov, J Chao… - 2002 - papers.ssrn.com
Abstract: This paper exploits the intuition of the ICAPM to propose a measure that formally
compares the empirical performance of competing asset pricing models in the presence of
short selling constraints. In a multifactor context, portfolios are said to be efficient if they ...
J Chao… - University of Maryland and Purdue …, 2000 - fmwww.bc.edu
Abstract In this paper we provide further results on the properties of the IV estimator in the
presence of weak instruments. We begin by formalizing the notion of weak identication
within the local-to-zero asymptotic framework of Staiger and Stock (1997), and deriving ...
RT Ravenholt… - Family Planning Pro ญ grams. Ser. J, 1974 - ww.rhgateway.org
In this World Population Year, 1974, evidence is emerging that fertility rates are declining in
many countries, both rich and poor, on every continent. While a full view of world fertility
trends is not yet possible because of deficient demographic data for many countries- ...
JC Chao… - Macroeconomic Dynamics, 2000 - Cambridge Univ Press
Page 1. Macroeconomic Dynamics, 4, 2000, 42–72. Printed in the United States of America.
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH
AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION ...
J Chao, M Chen, A Deng, H Miao, A Newman… - Interfaces, 2005 - JSTOR
In 1998, Safeway milk plants began daily deliveries to most stores, doubling their delivery
frequency. The new schedule increased the workloads for assembling orders at the milk
plant by 20 percent because, under the new system, very few store orders called for full ...
J Chao… - Relation, 2000 - en.scientificcommons.org
Abstract We provide results on properties of the IV estimator in the presence of weak
instruments, beginning with the derivation of analytical formulae for the asymptotic bias
(ABIAS) and mean squared error (AMSE), within the local-to-zero asymptotic framework of ...
D Avramov… - 2001 - papers.ssrn.com
Abstract: This paper develops and implements an exact finite-sample test of asset pricing
models with time varying risk premia using posterior probabilities. The strength of our
approach is that it allows multiple conditional asset pricing speci fications, both nested ...
JC Chao… - 2004 - homes.chass.utoronto.ca
Page 1. Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with
Many Weak Instruments∗ John C. Chao1 and Norman R. Swanson2 1University
of Maryland and 2Rutgers University December 2004 Abstract ...
[CITATION] Jeffreys Prior Analysis of the Simultaneous Equations Model in the Cases with n &plus 1 Endogeneous Variables
JC Chao - 1998 - Jul
JC Chao, JA Hausman, WK Newey, NR Swanson… - 2010 - colorado.edu
Page 1. Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity∗
John C. Chao, Department of Economics, University of Maryland, chao@econ.umd.edu. Jerry
A. Hausman, Department of Economics, MIT, jhausman@mit.edu. ...
JC Chao, V Corradi… - Annals of Economics and Finance, 2001 - Citeseer
Page 1. Data Transformation and Forecasting in Models With Unit Roots and Cointegration¤
John C. Chao1, Valentina Corradi2 and Norman R. Swanson3 1 University of Maryland 2
University of Exeter 3 Texas A&M University December 2000 Abstract ...
[CITATION] Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction, mimeo, University of …
J Chao… - 2003
[CITATION] Performances and Attitudes of Chinese Students in the American Catholic Colleges
JB Chao - 1956 - Loyola University of Chicago
[CITATION] A Comparative Investigation of Asian Fertility Transition: Varying Patterns of Nuptiality and Marital Fertility
CF Lee… - 1973
NR Swanson, JC Chao, JA Hausman… - Departmental …, 2011 - ideas.repec.org
Downloadable! This paper derives the limiting distributions of alternative jackknife IV (JIV )
estimators and gives formulae for accompanying consistent standard errors in the presence of
heteroskedasticity and many instruments. The asymptotic framework includes the many instrument ...
JC Chao - 1971 - en.scientificcommons.org
D Ling]… - Population and Development Review, 1980 - JSTOR
Page 1. 688 DOCUMENTS population growth will necessarily remain stubstantial.
We therefore also need to support programs to increase food production. Projec-
tioIns in The Global 2000 Report suggest that grain imports ...
JKT Chao - 臺灣國際法季刊, 2007 - airitilibrary.com
Airiti Library華藝線上圖書館.
JC Chao… - dido.wss.yale.edu
Page 1. Cowles Foundation Paper 943 Reprinted from Jack C. Lee, Wesley O.
Johnson and Arnold Zellner (eds.), Modelling and Prediction, 1996 An Empirical
Bayesian Approach to Cointegrating Rank Selection and Test of ...
JKT Chao - As China meets the world: China's changing position in …, 2006 - austriaca.at
Page 1. The Question of Chinese Representation in the UN 133 J OHN KT C HAO
The Question of Chinese Representation in the UN INTRODUCTION The question
of the Chinese Representation in the United Nations (UN) arose ...
NR Swanson… - Econometric Society 2004 North …, 2004 - ideas.repec.org
This paper analyzes conditions under which various k-class estimators are asymptotically normal
in a simultaneous equations framework with many weak instruments. In particular, our paper
extends the many instruments asymptotic normality results obtained by Morimune (1983 ...
J Chao, M Kim… - 2010 - apps.olin.wustl.edu
Abstract We consider the impact of nonstationary initial conditions on the asymptotic
inconsistency of the within group estimator for panel AR (1) model. We find that the
asymptotic inconsistency depends on the different types of initial conditions. We provide ...
J Chao… - 2000 - Citeseer
Abstract We provide results on properties of the IV estimator in the presence of weak
instruments, beginning with the derivation of analytical formulae for the asymptotic bias
(ABIAS) and mean squared error (AMSE), within the local-to-zero asymptotic framework of ...
NR Swanson… - Econometric Society 2004 Far Eastern …, 2004 - ideas.repec.org
... Related research. Keywords: heteroskedasticity; Jackknife estimation; local-to-zero framework;
Wald test; weak instruments; Other versions of this item: John Chao & Norman Swanson, 2004. ...
72(1), pages 219-255, 01. Chao, John Chao & Norman R. Swanson, 2003. ...
NR Swanson, JC Chao, JA Hausman… - Departmental …, 2011 - ideas.repec.org
Downloadable! This paper gives a test of overidentifying restrictions that is robust to many
instruments and heteroskedasticity. It is based on a jackknife version of the Sargan test statistic,
having a numerator that is the objective function minimized by the JIVE2 estimator of Angrist ...
JKT Chao - unmsm.edu.pe
Page 1. EL FISCAL-GENERAL DEL GOBIERNO DE ISRAEL vs ADOLF EICHMANN (1961)
John KT Chao* Traducción del inglés por Augusto Hernández Campos ** 1 Palestina
es un antiguo territorio del Medio Oriente, que ahora es Israel. ...
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