Details about Christopher Lachlan Skeels

Access statistics for papers by Christopher Lachlan Skeels.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psk31

Working Papers

2016

1. On the Stock-Yogo Tables
   Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (5)
   See also Journal Article On the Stock–Yogo Tables, Econometrics, MDPI (2018) View citations (9) (2018)

2009

2. 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 View citations (1)

2007

3. Conceptual Frameworks and Experimental Design in Simultaneous Equations
   Department of Economics - Working Papers Series, The University of Melbourne
   See also Journal Article Conceptual frameworks and experimental design in simultaneous equations, Economics Letters, Elsevier (2008) View citations (3) (2008)

2006

4. The impact of cannabis and cigarette use on health
   Department of Economics - Working Papers Series, The University of Melbourne View citations (11)

2005

5. Market Arbitrage of Cash Dividends and Franking Credits
   Department of Economics - Working Papers Series, The University of Melbourne View citations (3)
   See also Journal Article Market Arbitrage of Cash Dividends and Franking Credits, The Economic Record, The Economic Society of Australia (2006) View citations (16) (2006)
6. Small Concentration Asymptotics and Instrumental Variables Inference
   Department of Economics - Working Papers Series, The University of Melbourne View citations (3)
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations (3)

2004

7. 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 View citations (5)
8. 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 View citations (3)
   See also Journal Article Assessing the magnitude of the concentration parameter in a simultaneous equations model, Econometrics Journal, Royal Economic Society (2009) View citations (4) (2009)

2002

9. Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory
   Department of Economics - Working Papers Series, The University of Melbourne View citations (10)

2001

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

1993

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

1992

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

1990

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

1989

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

Journal Articles

2020

1. Distributions You Can Count On …But What’s the Point?
   Econometrics, 2020, 8, (1), 1-36 View citations (1)

2018

2. Introduction to the Theory of Econometrics
   The Economic Record, 2018, 94, (305), 209-211 View citations (1)
3. On the Stock–Yogo Tables
   Econometrics, 2018, 6, (4), 1-23 View citations (9)
   See also Working Paper On the Stock-Yogo Tables, Bristol Economics Discussion Papers (2016) View citations (5) (2016)

2016

4. THE ET INTERVIEW: ADRIAN PAGAN
   Econometric Theory, 2016, 32, (5), 1055-1094
5. The cardiovascular revolution and economic performance in the OECD countries
   Journal of Macroeconomics, 2016, 50, (C), 114-125 View citations (4)

2015

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

2014

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

2013

8. Inference in the Presence of Weak Instruments: A Selected Survey
   Foundations and Trends(R) in Econometrics, 2013, 6, (1), 1-99 View citations (4)

2011

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

2009

10. Assessing the magnitude of the concentration parameter in a simultaneous equations model
    Econometrics Journal, 2009, 12, (1), 26-44 View citations (4)
    See also Working Paper Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model, Monash Econometrics and Business Statistics Working Papers (2004) View citations (3) (2004)

2008

11. Conceptual frameworks and experimental design in simultaneous equations
    Economics Letters, 2008, 100, (1), 138-142 View citations (3)
    See also Working Paper Conceptual Frameworks and Experimental Design in Simultaneous Equations, Department of Economics - Working Papers Series (2007) (2007)

2007

12. Analysis of Microdata ‐ by Rainer Winkelmann and Stefan Boes
    The Economic Record, 2007, 83, (260), 113-114
13. Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
    Journal of Econometrics, 2007, 139, (1), 217-236 View citations (3)

2006

14. Market Arbitrage of Cash Dividends and Franking Credits
    The Economic Record, 2006, 82, (258), 239-252 View citations (16)
    See also Working Paper Market Arbitrage of Cash Dividends and Franking Credits, Department of Economics - Working Papers Series (2005) View citations (3) (2005)
15. 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
16. The Impact of Cannabis Use on Health
    De Economist, 2006, 154, (4), 517-546 View citations (14)

1999

17. 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 View citations (45)

1997

18. Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models
    Econometric Reviews, 1997, 16, (1), 69-92 View citations (6)

1995

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

1994

22. Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
    Econometric Theory, 1994, 10, (1), 172-197 View citations (24)