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Testing for weak instruments in linear IV regression
Stock, James H.
;
Yogo, Motohiro
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2002
Persistent link: https://www.econbiz.de/10001709546
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2
TESTING FOR WEAK INSTRUMENTS IN LINEAR IV REGRESSION
Stock, James H.
;
Yogo, Motohiro
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2002
Persistent link: https://www.econbiz.de/10005939324
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3
Deciding between I(1) and I(0)
Stock, James H.
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1992
Persistent link: https://www.econbiz.de/10000840063
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4
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
Stock, James H.
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1991
Persistent link: https://www.econbiz.de/10013452202
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5
Instrumental variables regression with weak instruments
Staiger, Douglas
;
Stock, James H.
-
1994
Persistent link: https://www.econbiz.de/10000883140
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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
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7
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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8
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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9
Inference with weak intruments
Andrews, Donald W. K.
;
Stock, James H.
-
2005
Persistent link: https://www.econbiz.de/10003127257
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10
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
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