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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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Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H. - 1997
Persistent link: https://www.econbiz.de/10001328736
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Confidence intervals for the largest autoregressive root in US macroeconomic time series
Stock, James H. - In: Journal of monetary economics 28 (1991) 3, pp. 435-459
Persistent link: https://www.econbiz.de/10001115721
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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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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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Business cycle fluctuations in US macroeconomic time series
Stock, James H.; Watson, Mark W. - 1999
Persistent link: https://www.econbiz.de/10001435148
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A dynamic factor model framework for forecast combination
Chan, Yeung Lewis; Stock, James H.; Watson, Mark W. - In: Spanish economic review : SER 1 (1999) 2, pp. 91-121
Persistent link: https://www.econbiz.de/10001463538
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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