| Consistent estimation with a large number of weak instruments JC Chao, NR Swanson Econometrica 73 (5), 1673-1692, 2005 | 353 | 2005 |
| Instrumental variable estimation with heteroskedasticity and many instruments JA Hausman, WK Newey, T Woutersen, JC Chao, NR Swanson Quantitative Economics 3 (2), 211-255, 2012 | 157 | 2012 |
| Out-of-sample tests for Granger causality J Chao, V Corradi, NR Swanson Macroeconomic Dynamics 5 (4), 598-620, 2001 | 136 | 2001 |
| Model selection in partially nonstationary vector autoregressive processes with reduced rank structure JC Chao, PCB Phillips Journal of Econometrics 91 (2), 227-271, 1999 | 130 | 1999 |
| Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments JC Chao, NR Swanson, JA Hausman, WK Newey, T Woutersen Econometric Theory 28 (1), 42-86, 2012 | 100 | 2012 |
| Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior JC Chao, PCB Phillips Journal of Econometrics 87 (1), 49-86, 1998 | 75 | 1998 |
| Testing overidentifying restrictions with many instruments and heteroskedasticity JC Chao, JA Hausman, WK Newey, NR Swanson, T Woutersen Journal of econometrics 178, 15-21, 2014 | 53 | 2014 |
| Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction J Chao, NR Swanson Journal of Econometrics 137 (2), 515-555, 2007 | 46 | 2007 |
| An exact Bayes test of asset pricing models with application to international markets D Avramov, JC Chao The Journal of Business 79 (1), 293-324, 2006 | 33 | 2006 |
| Asymptotic Normality of Single-Equation Estimators for the Case with JC Chao, R Swanson Econometric theory and practice: Frontiers of analysis and applied research, 82, 2006 | 25 | 2006 |
| Jeffreys prior analysis of the simultaneous equations model in the case with n+ 1 endogenous variables JC Chao, PCB Phillips Journal of Econometrics 111 (2), 251-283, 2002 | 23 | 2002 |
| Estimation and testing using jackknife IV in heteroskedastic regressions with many weak instruments JC Chao, NR Swanson Rutgers University Economics Working Paper, 2004 | 20 | 2004 |
| Hedging against liquidity risk and short sale constraints D Avramov, JC Chao, T Chordia Available at SSRN 301292, 2002 | 15 | 2002 |
| Bias and MSE of the IV estimators under weak identification J Chao, NR Swanson Department of Economics, University of Maryland, 2000 | 10 | 2000 |
| Testing the expectations theory of the term structure of interest rates using model-selection methods JC Chao, C Chiao Studies in Nonlinear Dynamics & Econometrics 2 (4), 1998 | 8 | 1998 |
| Combining two consistent estimators JC Chao, JA Hausman, WK Newey, NR Swanson, T Woutersen Essays in Honor of Jerry Hausman 29, 33-53, 2012 | 7 | 2012 |
| An expository note on the existence of moments of Fuller and HFUL estimators JC Chao, JA Hausman, WK Newey, NR Swanson, T Woutersen Essays in Honor of Jerry Hausman, 2012 | 7 | 2012 |
| Bayesian posterior distributions in limited information analysis of the simultaneous equations model JC Chao, PCB Phillips Yale University Cowles Foundation working paper, 1994 | 6 | 1994 |
| Data transformation and forecasting in models with unit roots and cointegration JC Chao, V Corradi, NR Swanson Annals of Economics and Finance 2 (1), 59-76, 2001 | 5 | 2001 |
| Bias and MSE analysis of the IV estimator under weak identification with application to bias correction JC Chao, NR Swanson manuscript, Purdue University, 2001 | 5 | 2001 |
