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subject:"Theory"
~person:"Stock, James H."
~subject:"Strukturbruch"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Stock, James H.
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Kremer, Michael
;
Onatski, Alexei
;
Stock, James H.
-
2001
Persistent link: https://www.econbiz.de/10001578285
Saved in:
2
Confidence intervals for autoregressive coefficients near one
Elliott, Graham
;
Stock, James H.
-
2000
Persistent link: https://www.econbiz.de/10001521879
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3
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
Saved in:
4
Asymptotics for GMM estomators with weak instruments
Stock, James H.
-
1996
Persistent link: https://www.econbiz.de/10013453509
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5
Efficient tests for an autoregressive unit root
Elliott, Graham
;
Rothenberg, Thomas J.
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000849716
Saved in:
6
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
Saved in:
7
Deciding between I(1) and I(0)
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840063
Saved in:
8
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
Saved in:
9
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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