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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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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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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 / Cuadernos económicos (1993), pp. 263-283
Persistent link: https://www.econbiz.de/10001339939
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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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Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H. - 1997
Persistent link: https://www.econbiz.de/10001328736
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A reexamination of Friedman's consumption puzzle
Stock, James H. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 4, pp. 401-407
Persistent link: https://www.econbiz.de/10001064992
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Temporal aggregation and structural inference in macroeconomics : a comment
Stock, James H. - In: Carnegie Rochester conference series on public policy : … (1987), pp. 131-140
Persistent link: https://www.econbiz.de/10001038542
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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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Symposium on Regional Economic Indicators
Stock, James H. - In: The review of economics and statistics 87 (2005) 4, pp. 593-634
Persistent link: https://www.econbiz.de/10003235230
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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