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Inference in models with nearly integrated regressors
Cavanagh, Christopher Lorne; Elliott, Graham; Stock, … - 1995
Persistent link: https://www.econbiz.de/10000929623
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Inference with weak instruments
Andrews, Donald W. K.; Stock, James H. - 2007
Persistent link: https://www.econbiz.de/10003691501
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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. - 2005
This paper reviews recent developments in methods for dealing with weak instruments (IVs) in IV regression models. The focus is more on tests and confidence intervals derived from tests than on estimators. The paper also presents new testing results under "many weak IV asymptotics," which are...
Persistent link: https://www.econbiz.de/10012467097
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Inference with Weak Instruments
Stock, James H.; Andrews, Donald W. K. - 2021
This paper reviews recent developments in methods for dealing with weak instruments (IVs) in IV regression models. The focus is more on tests and confidence intervals derived from tests than on estimators. The paper also presents new testing results under "many weak IV asymptotics," which are...
Persistent link: https://www.econbiz.de/10013228759
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Inference in structural Vector Autoregressions identified with an external instrument
Olea, José Luis Montiel; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 225 (2021) 1, pp. 74-87
Persistent link: https://www.econbiz.de/10013279009
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The other transformation in econometric practice : robust tools for inference
Stock, James H. - In: The journal of economic perspectives : EP ; a journal … 24 (2010) 2, pp. 83-94
Persistent link: https://www.econbiz.de/10008906237
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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