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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
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Efficient tests for an autoregressive unit root
Elliott, Graham; Rothenberg, Thomas J.; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000849716
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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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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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Evidence on structural instability in macroeconomic time series relations /James H. Stock; Mark W. Watson
Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000920892
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10000812979
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Business cycle properties of selected US economic time series : 1959 - 1988
Stock, James H.; Watson, Mark W. - 1990
Persistent link: https://www.econbiz.de/10000793287
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Business cycle properties of selected US economic time series ; [Hauptbd.]
Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000793288
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Business cycle properties of selected US economic time series ; App.
Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000793289
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Testing for common trends
Stock, James H.; Watson, Mark W. - 1986
Persistent link: https://www.econbiz.de/10000696269