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Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
Stock, James H. - 1991
Persistent link: https://www.econbiz.de/10013452202
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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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A simple MLE of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1989
Persistent link: https://www.econbiz.de/10013452141
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Asymptotics for GMM estomators with weak instruments
Stock, James H. - 1996
Persistent link: https://www.econbiz.de/10013453509
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Heteroskedasticity-robust standard errors for fixed effects panel data regression
Stock, James H.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003340022
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Inference with weak intruments
Andrews, Donald W. K.; Stock, James H. - 2005
Persistent link: https://www.econbiz.de/10003127257
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Empirical bayes forecasts of one time series using many predictors
Knox, Thomas A.; Stock, James H.; Watson, Mark W. - 2001
Persistent link: https://www.econbiz.de/10001569251
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Optimal invariant similar tests for instrumental variables regression
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - 2004
Persistent link: https://www.econbiz.de/10002188332
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Testing for weak instruments in linear IV regression
Stock, James H.; Yogo, Motohiro - 2002
Persistent link: https://www.econbiz.de/10001709546
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Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.; Watson, Mark W. - 1996
Persistent link: https://www.econbiz.de/10000945159