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subject:"United States"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Stock, James H."
~subject:"Theorie"
~type_genre:"Collection of articles written by one author"
~type_genre:"Glossary included"
~type_genre:"Non-commercial literature"
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United States
Theorie
Theory
9
Estimation theory
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
IV-Schätzung
2
Instrumental variables
2
Probability theory
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USA
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Wahrscheinlichkeitsrechnung
2
1959-1998
1
Bayes-Statistik
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Collection of articles written by one author
Glossary included
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10
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10
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9
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Stock, James H.
Imbens, Guido
18
Angrist, Joshua D.
13
Heckman, James J.
7
Diebold, Francis X.
6
West, Kenneth D.
5
Abadie, Alberto
4
Aït-Sahalia, Yacine
4
Vytlacil, Edward
4
Watson, Mark W.
4
Bajari, Patrick L.
3
Bebchuk, Lucian A.
3
Christiano, Lawrence J.
3
Inoue, Atsushi
3
Krueger, Alan B.
3
Manski, Charles F.
3
Mullahy, John
3
Abowd, John M.
2
Bound, John
2
Brock, William A.
2
Cameron, Adrian Colin
2
Chamberlain, Gary
2
Crump, Richard K.
2
Crépon, Bruno
2
Den Haan, Wouter J.
2
Durlauf, Steven N.
2
Fernández-Villaverde, Jesús
2
Fershtman, Chaim
2
Gelbach, Jonah B.
2
Hirano, Keisuke
2
Hong, Han
2
Hotz, Vincent Joseph
2
Judd, Kenneth L.
2
Kramarz, Francis
2
Leamer, Edward E.
2
Levin, Andrew T.
2
Mark, Nelson C.
2
Miller, Douglas Lee
2
Mitnik, Oscar A.
2
Mykland, Per A.
2
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Technical working paper / National Bureau of Economic Research
Working paper / National Bureau of Economic Research, Inc.
6
The Addison-Wesley series in economics
3
The Pearson series in economics
2
Always learning
1
Discussion paper / Department of Economics, University of California San Diego
1
Economics Department working paper
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ECONIS (ZBW)
9
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1
Inference with weak intruments
Andrews, Donald W. K.
;
Stock, James H.
-
2005
Persistent link: https://www.econbiz.de/10003127257
Saved in:
2
Testing for weak instruments in linear IV regression
Stock, James H.
;
Yogo, Motohiro
-
2002
Persistent link: https://www.econbiz.de/10001709546
Saved in:
3
Empirical bayes forecasts of one time series using many predictors
Knox, Thomas A.
;
Stock, James H.
;
Watson, Mark W.
-
2001
Persistent link: https://www.econbiz.de/10001569251
Saved in:
4
Heteroskedasticity-robust standard errors for fixed effects panel data regression
Stock, James H.
;
Watson, Mark W.
-
2006
Persistent link: https://www.econbiz.de/10003340022
Saved in:
5
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:
6
Asymptotics for GMM estomators with weak instruments
Stock, James H.
-
1996
Persistent link: https://www.econbiz.de/10013453509
Saved in:
7
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:
8
Deciding between I(1) and I(0)
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840063
Saved in:
9
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
Stock, James H.
-
1991
Persistent link: https://www.econbiz.de/10013452202
Saved in:
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