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)