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VAR, error correction and pretest forecasts at long horizons
Stock, James H. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 685-701
Persistent link: https://www.econbiz.de/10001334929
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Unit roots, structural breaks and trends
Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10001327600
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Increasing the power of specification tests
Woutersen, Tiemen; Hausman, Jerry A. - In: Journal of econometrics 211 (2019) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10012303611
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Increasing the power of specification tests
Woutersen, Tiemen; Hausman, Jerry A. - 2018
Persistent link: https://www.econbiz.de/10012030535
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Recursive and sequential tests of the unit root and trend break hypotheses : theory and international evidence
Banerjee, Anindya; Lumsdaine, Robin L.; Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000803376
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Drawing inferences from statistics based on multi-year asset returns
Richardson, Matthew; Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000806961
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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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Evidence on structural instability in macroeconomic time series relations /James H. Stock; Mark W. Watson
Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000920892
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Evidence on structural instability in macroeconomic time series relations
Stock, James H. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
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Efficient tests for an autoregressive unit root
Elliott, Graham - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 813-836
Persistent link: https://www.econbiz.de/10001203922