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Details about Christopher Lachlan Skeels

Homepage:http://www.economics.unimelb.edu.au/staffprofile/cskeels.htm
Workplace:Department of Economics, Faculty of Business and Economics, University of Melbourne, (more information at EDIRC)

Access statistics for papers by Christopher Lachlan Skeels.

Last updated 2017-03-31. Update your information in the RePEc Author Service.

Short-id: psk31


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Working Papers

2016

  1. On the Stock-Yogo Tables
    Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK Downloads

2009

  1. Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

2007

  1. Conceptual Frameworks and Experimental Design in Simultaneous Equations
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
    See also Journal Article in Economics Letters (2008)

2006

  1. The impact of cannabis and cigarette use on health
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (5)

2005

  1. Market Arbitrage of Cash Dividends and Franking Credits
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
    See also Journal Article in The Economic Record (2006)
  2. Small Concentration Asymptotics and Instrumental Variables Inference
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2005) Downloads View citations (2)

2004

  1. Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (5)
  2. Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
    See also Journal Article in Econometrics Journal (2009)

2002

  1. Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (7)

2001

  1. Sample Size Requirements for Estimation in SUR Models
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (4)

1993

  1. Some Consequences of Model Misspecification for t Testing in a Structural Equation
    Working Papers, Western Sydney - School of Business And Technology
  2. The Performance of Conditional Moment Tests in Tobit and Probit Models
    Working Papers, Australian National University - Department of Economics View citations (2)
  3. The Robustness of Conditional Moment Tests in Tobit and Probit Models
    Working Papers, Australian National University - Department of Economics View citations (1)

1992

  1. A Note on Amemiya'a form of the Weighted Least Squares Esrtimator
    Working Papers, Australian National University - Department of Economics

1990

  1. A CONDITIONAL CANONICAL APPROACH TO SIMULATION STUDIES OF I.V.ESTIMATORS
    Working Papers, Australian National University - Department of Economics

1989

  1. THE EXACT DISTRIBUTION OF EXOGENOUS VARIABLE COEFFICIENT ESTIMATORS
    Working Papers, Australian National University - Department of Economics

Journal Articles

2016

  1. THE ET INTERVIEW: ADRIAN PAGAN
    Econometric Theory, 2016, 32, (05), 1055-1094 Downloads
  2. The cardiovascular revolution and economic performance in the OECD countries
    Journal of Macroeconomics, 2016, 50, (C), 114-125 Downloads

2015

  1. Prediction in linear index models with endogenous regressors
    Stata Journal, 2015, 15, (3), 627-644 Downloads

2014

  1. Prediction after IV estimation
    Economics Letters, 2014, 122, (3), 420-422 Downloads

2013

  1. Inference in the Presence of Weak Instruments: A Selected Survey
    Foundations and Trends(R) in Econometrics, 2013, 6, (1), 1-99 Downloads View citations (2)

2011

  1. Mostly Harmless Econometrics: An Empiricist’s Companion
    The Economic Record, 2011, 87, (277), 350-352 Downloads

2009

  1. Assessing the magnitude of the concentration parameter in a simultaneous equations model
    Econometrics Journal, 2009, 12, (1), 26-44 Downloads View citations (3)
    See also Working Paper (2004)

2008

  1. Conceptual frameworks and experimental design in simultaneous equations
    Economics Letters, 2008, 100, (1), 138-142 Downloads View citations (1)
    See also Working Paper (2007)

2007

  1. Analysis of Microdata - by Rainer Winkelmann and Stefan Boes
    The Economic Record, 2007, 83, (260), 113-114 Downloads
  2. Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
    Journal of Econometrics, 2007, 139, (1), 217-236 Downloads

2006

  1. Market Arbitrage of Cash Dividends and Franking Credits
    The Economic Record, 2006, 82, (258), 239-252 Downloads View citations (3)
    See also Working Paper (2005)
  2. Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple Edited by Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer
    The Economic Record, 2006, 82, (257), 226-227 Downloads
  3. The Impact of Cannabis Use on Health
    De Economist, 2006, 154, (4), 517-546 Downloads View citations (6)

1999

  1. A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models
    Journal of Econometrics, 1999, 92, (2), 275-294 Downloads View citations (26)

1997

  1. Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models
    Econometric Reviews, 1997, 16, (1), 69-92 Downloads View citations (5)

1995

  1. Instrumental Variables Estimation in Misspecified Single Equations
    Econometric Theory, 1995, 11, (03), 498-529 Downloads View citations (1)
  2. On a simultaneous equations pre-test estimator
    Journal of Econometrics, 1995, 68, (2), 269-286 Downloads View citations (1)
  3. Some Exact Results for Estimators of the Coefficients on the Exogenous Variables in a Single Equation
    Econometric Theory, 1995, 11, (03), 484-497 Downloads View citations (1)

1994

  1. Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
    Econometric Theory, 1994, 10, (01), 172-197 Downloads View citations (18)
 
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