Christopher Skeels

Distributions you can count on … But what’s the point?

BPM McCabe, CL Skeels

Journal article  |  2020  |  Econometrics

The Poisson regression model remains an important tool in the econometric analysis of count data. In a pioneering contribution to ..

On the Stock-Yogo Tables

Christopher Lachlan Skeels, Frank Windmeijer

Journal article  |  2018  |  Econometrics

A standard test for weak instruments compares the first-stage F-statistic to a table of critical values obtained by Stock and Yogo..

Introduction to the Theory of Econometrics

Christopher L Skeels

Journal article  |  2018  |  Economic Record

The cardiovascular revolution and economic performance in the OECD countries

Thomas J Hyclak, Christopher L Skeels, Larry W Taylor

Journal article  |  2016  |  Journal of Macroeconomics

On the Stock-Yogo Tables

C SKEELS, F Windmeijer

Report  |  2016

THE ET INTERVIEW: ADRIAN PAGAN

Christopher L Skeels, Adrian Rodney Pagan

Journal article  |  2016  |  Econometric Theory

Prediction in linear index models with endogenous regressors

Christopher L Skeels, Larry W Taylor

Journal article  |  2015  |  The Stata Journal

Prediction after IV estimation

Christopher L Skeels, Larry W Taylor

Journal article  |  2014  |  Economics Letters

Inference in the presence of weak instruments: A selected survey

DS Poskitt, CL Skeels

Journal article  |  2012  |  Foundations and Trends in Econometrics

Mostly Harmless Econometrics: An Empiricist's Companion

David Harris, Christopher L Skeels

Journal article  |  2011  |  Economic Record

Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models

T Gorgens, C SKEELS, A Wuertz

Report  |  2009

A Review of the SFG Dividend Drop-Off Study

C SKEELS

Report  |  2009

Assessing the magnitude of the concentration parameter in a simultaneous equations model

DS Poskitt, CL Skeels

Journal article  |  2009  |  The Econometrics Journal

Conceptual frameworks and experimental design in simultaneous equations

DS Poskitt, CL Skeels

Journal article  |  2008  |  Economics Letters

Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small

DS Poskitt, CL Skeels

Journal article  |  2007  |  JOURNAL OF ECONOMETRICS

Analysis of microdata

Christopher L Skeels

Journal article  |  2007  |  The Economic Record

Conceptual Frameworks and Experimental Design in Simultaneous Equations

DS Poskitt, C SKEELS

Report  |  2007

The impact of cannabis use on health

Jenny Williams, Christopher L Skeels

Journal article  |  2006  |  De Economist

Market arbitrage of cash dividends and franking credits

David J Beggs, Christopher L Skeels

Journal article  |  2006  |  The Economic Record

Simplicity, inference and modelling: Keeping it sophisticatedly simple

CL Skeels

Journal article  |  2006  |  ECONOMIC RECORD

The impact of cannabis and cigarette use on health

J WILLIAMS, C SKEELS

Report  |  2006

Small concentration asymptotics and instrumental variables inference

DS POSKITT, CL SKEELS

Conference Proceedings  |  2005  |  Econometric society world congress

Market arbitrage of cash dividends and franking credits

DB BEGGS, CL SKEELS

Conference Proceedings  |  2005  |  Australian conference of economists

Small Concentration Asymptotics and Instrumental Variables Inference

undefined Poskitt, C SKEELS

Report  |  2005

Approximating the distribution of the instrumental variables estimator when the concentration parameter is small

DS POSKITT, CL SKEELS

Report  |  2004

Assessing instrumental variable relevance: an alternative measure and some exact finite sample theory

DS POSKITT, CL SKEELS

Report  |  2002

Sample size requirements for estimation in SUR models

WE GRIFFITHS, CL SKEELS, D CHOTIKAPANICH

Book Chapter  |  2002

Sample size requirements for estimation in SUR models

WE GRIFFITHS, CL SKEELS, D CHOTIKAPANICH

Report  |  2001

A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models

CL Skeels, F Vella

Journal article  |  1999  |  Journal of Econometrics

Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models

CL Skeels, F Vella

Journal article  |  1997  |  Econometric Reviews

Some consequences of model misspecification for t testing in a structural equation

CL Skeels, MD Smith

Journal article  |  1996  |  Journal of Statistical Planning and Inference

The ET interview: Professor A.T. James

GH Hillier, CL Skeels

Journal article  |  1996  |  Econometric Theory

ON A SIMULTANEOUS-EQUATIONS PRETEST ESTIMATOR

CL SKEELS, LW TAYLOR

Journal article  |  1995  |  Journal of Econometrics

INSTRUMENTAL VARIABLES ESTIMATION IN MISSPECIFIED SINGLE EQUATIONS

CL SKEELS

Journal article  |  1995  |  Econometric Theory

SOME EXACT RESULTS FOR ESTIMATORS OF THE COEFFICIENTS ON THE EXOGENOUS VARIABLES IN A SINGLE EQUATION

CL SKEELS

Journal article  |  1995  |  Econometric Theory

MOMENTARY LAPSES - MOMENT EXPANSIONS AND THE ROBUSTNESS OF MINIMUM DISTANCE ESTIMATION

R KOENKER, JAF MACHADO, CL SKEELS, AH WELSH

Journal article  |  1994  |  Econometric Theory

The effect of estimator behaviour on conditional moment tests in Tobit and Probit models.

C SKEELS, F Vella

Journal article  |  1994  |  Pakistan Journal of Statistics

Some further exact results for structural equation estimators

C SKEELS, GH Hillier

Book Chapter  |  1993

AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR

R Koenker, JAF Machado, CL Skeels, AH Welsh

Journal article  |  1993  |  Australian Journal of Statistics

A conditional canonical approach to simulation studies of I.V. estimators in simultaneous equations models

C SKEELS

Journal article  |  1990  |  Journal of Quantitative Economics

MATRIX DIFFERENTIAL-CALCULUS WITH APPLICATIONS IN STATISTICS AND ECONOMETRICS - MAGNUS,JR, NEUDECKER,H

CL SKEELS

Journal article  |  1989  |  ECONOMIC RECORD