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Stock, James H.
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Journal of econometrics
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Macro-econometrics
Stock, James H.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 29-32
Persistent link: https://www.econbiz.de/10001546134
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2
Inference in a nearly integrated autoregressive model with nonnormal innovations
Rothenberg, Thomas J.
;
Stock, James H.
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 269-286
Persistent link: https://www.econbiz.de/10006791460
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3
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
4
Confidence intervals for autoregressive coefficients near one
Elliott, Graham
;
Stock, James H.
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10001585355
Saved in:
5
Confidence intervals for autoregressive coefficients near one
Elliott, Graham
;
Stock, James H.
- In:
Journal of econometrics
103
(
2001
)
1
,
pp. 155-182
Persistent link: https://www.econbiz.de/10006774211
Saved in:
6
Macro-econometrics
Stock, James H.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 29-32
Persistent link: https://www.econbiz.de/10006776261
Saved in:
7
Performance of conditional Wald tests in IV regression with weak instruments
Andrews, Donald W.K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Journal of econometrics
139
(
2007
)
1
,
pp. 116-132
Persistent link: https://www.econbiz.de/10007734932
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8
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 499-526
Persistent link: https://www.econbiz.de/10007279930
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9
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W.K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 241-255
Persistent link: https://www.econbiz.de/10008898221
Saved in:
10
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W.K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10008135101
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