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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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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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Integrated regressors and tests of the permanent income hypothesis
Stock, James H.; West, Kenneth D. - 1987
Persistent link: https://www.econbiz.de/10000730337
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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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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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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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Testing for weak instruments in linear IV regression
Stock, James H.; Yogo, Motohiro - In: Identification and inference for econometric models : …, (pp. 80-120). 2005
Persistent link: https://www.econbiz.de/10003351925
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Inference with weak instruments
Andrews, Donald W. K. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003468408
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Inference with weak instruments
Andrews, Donald W. K.; Stock, James H. - 2007
Persistent link: https://www.econbiz.de/10003691501