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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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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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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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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
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How precise are estimates of the natural rate of unemployment?
Staiger, Douglas; Stock, James H.; Watson, Mark W. - 1996
Persistent link: https://www.econbiz.de/10000572814
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Unit roots, structural breaks and trends
Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10001327600
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Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H. - 1997
Persistent link: https://www.econbiz.de/10001328736