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How precise are estimates of the natural rate of unemployment?
Staiger, Douglas; Stock, James H.; Watson, Mark W. - 1996
Persistent link: https://www.econbiz.de/10000572814
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Instrumental variables regression with weak instruments
Staiger, Douglas; Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000883140
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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
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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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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 estimator of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10000812979
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Forecasting and interpolation using vector autoregressions with common trends
Fernández Macho, Francisco Javier - In: Annales d'économie et de statistique 6 (1987)
Persistent link: https://www.econbiz.de/10001268035
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Contrastes de estabilidad de parámetros con aplicación a la relación dinero-renta en Estados Unidos
Stock, James H. - In: Información comercial española (1993), pp. 263-283
Persistent link: https://www.econbiz.de/10001339939
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How precise are estimates of the natural rate of unemployment?
Staiger, Douglas - In: Reducing inflation : motivation and strategy, (pp. 195-242). 1997
Persistent link: https://www.econbiz.de/10001323451
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Unit roots, structural breaks and trends
Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10001327600