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Spurious factor analysis
Onatski, Alexei; Wang, Chen - 2020
Persistent link: https://www.econbiz.de/10012793091
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Testing in high-dimensional spiked models
Johnstone, Iain M.; Onatski, Alexei - 2018
Persistent link: https://www.econbiz.de/10012667588
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Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - In: Journal of econometrics 146 (2008) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10003782963
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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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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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Introduction to econometrics : brief edition
Stock, James H.; Watson, Mark W. - 2008 - brief ed.
Persistent link: https://www.econbiz.de/10003478404
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Performance of conditional Wald tests in IV regression with weak instruments
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - In: Journal of econometrics 139 (2007) 1, pp. 116-132
Persistent link: https://www.econbiz.de/10003516736
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Introduction to econometrics
Stock, James H.; Watson, Mark W. - 2012 - 3. ed., global ed., internat. ed.
Persistent link: https://www.econbiz.de/10008991795
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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/10002181056
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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