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Testing for weak instruments in linear IV regression
Stock, James H.; Yogo, Motohiro - 2002
Persistent link: https://www.econbiz.de/10001709546
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TESTING FOR WEAK INSTRUMENTS IN LINEAR IV REGRESSION
Stock, James H.; Yogo, Motohiro - 2002
Persistent link: https://www.econbiz.de/10005939324
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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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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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Instrumental variables regression with weak instruments
Staiger, Douglas; Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000883140
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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
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Heteroskedasticity-robust standard errors for fixed effects panel data regression
Stock, James H.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003340022
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Optimal invariant similar tests for instrumental variables regression
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - 2004
Persistent link: https://www.econbiz.de/10002188332
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Inference with weak intruments
Andrews, Donald W. K.; Stock, James H. - 2005
Persistent link: https://www.econbiz.de/10003127257
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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