John C. Chao

CFDPs

CFDP 2071 John C. Chao, Peter C. B. Phillips, "Uniform Inference in Panel Autoregression," (January 2017) [41pp, Abstract] [Supplemental material, 282 pp]
CFDP 1418 John C. Chao, Norman R. Swanson, "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," (May 2003) [23pp, Abstract]
CFDP 1417 John C. Chao, Norman R. Swanson, "Consistent Estimation with a Large Number of Weak Instruments," (May 2003) [36pp, Abstract]
CFDP 1198 John C. Chao, Peter C. B. Phillips, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n + 1 Endogenous Variables," (October 1998) [32pp, Abstract] [See 1107]
CFDP 1155 John C. Chao, Peter C. B. Phillips, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," (July 1997) [ Abstract pp, Abstract]
CFDP 1137 John C. Chao, Peter C. B. Phillips, "Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys’ Prior," (November 1996) [35pp, Abstract] [See 970]

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CFPs

CFP 1107 John C. Chao, Peter C. B. Phillips, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Journal of Econometrics, (December 2002), 111(2): 251-283 [See CFDP 1198]
CFP 992 John C. Chao, Peter C. B. Phillips, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Journal of Econometrics, (August 1999), 91(2): 227-271
CFP 970 John C. Chao, Peter C. B. Phillips, "Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using Jeffreys Prior," Journal of Econometrics, (November 1998), 87(1): 49-86 [See CFDP 1137]
CFP 943 John C. Chao, Peter C. B. Phillips, "An Empirical Bayesian Approach to Cointegrating Rank Selection and Test of the Present Value Model for Stock Prices," 325-349 (in Jack C. Lee, Wesley O. Johnson, and Arnold Zellner, eds., Modelling and Prediction, Springer, New York, 1996)