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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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Optimal two-sided invariant similar tests for instrumental variables regression
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 715-752
Persistent link: https://www.econbiz.de/10003329584
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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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Why has US inflation become harder to forecasts? : James H. Stock; Mark W. Watson
Stock, James H.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003339826
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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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Forecasting with many predictiors
Stock, James H.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003338438
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Why has US inflation become harder to forecast?
Stock, James H.; Watson, Mark W. - In: Journal of money, credit and banking : JMCB 39 (2007), pp. 3-33
Persistent link: https://www.econbiz.de/10003430025
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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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Testing with many weak instruments
Andrews, Donald W. K.; Stock, James H. - In: Journal of econometrics 138 (2007) 1, pp. 24-46
Persistent link: https://www.econbiz.de/10003451733
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A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 135 (2006) 1/2, pp. 499-526
Persistent link: https://www.econbiz.de/10003376109