James H. Stock

Available identifiers

zbMath Open stock.james-hWikidataQ1681134 ScholiaQ1681134MaRDI QIDQ193459

List of research outcomes

Publication	Date of Publication	Type
Is Newey-West optimal among first-order kernels?	2024-03-21	Paper
The Size‐Power Tradeoff in HAR Inference	2023-05-12	Paper
Inference in structural vector autoregressions identified with an external instrument	2021-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q4593683	2017-11-22	Paper
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments	2016-06-22	Paper
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series	2016-06-10	Paper
Performance of conditional Wald tests in IV regression with weak instruments	2016-05-09	Paper
Testing with many weak instruments	2016-05-04	Paper
Estimating turning points using large data sets	2014-08-06	Paper
Consistent factor estimation in dynamic factor models with structural instability	2014-06-06	Paper
Asymptotic properties of the Hahn-Hausman test for weak-instruments	2013-01-03	Paper
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression	2008-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q5447118	2008-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q5309188	2007-10-09	Paper
https://portal.mardi4nfdi.de/entity/Q5309189	2007-10-09	Paper
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression	2006-11-30	Paper
Forecasting Using Principal Components From a Large Number of Predictors	2004-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q4549700	2003-04-06	Paper
GMM with Weak Identification	2002-05-28	Paper
Confidence intervals for autoregressive coefficients near one	2001-07-29	Paper
Macro-econometrics	2001-01-01	Paper
Testing For and Dating Common Breaks in Multivariate Time Series	1999-04-19	Paper
Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model	1998-08-09	Paper
Efficient Tests for an Autoregressive Unit Root	1998-06-08	Paper
Inference in a nearly integrated autoregressive model with nonnormal innovations	1998-01-07	Paper
Instrumental Variables Regression with Weak Instruments	1997-06-10	Paper
Deciding between I(1) and I(0)	1995-06-18	Paper
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems	1994-11-30	Paper
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems	1993-07-01	Paper
Inference in Linear Time Series Models with some Unit Roots	1990-01-01	Paper
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality	1989-01-01	Paper
Semiparametric Estimation of Index Coefficients	1989-01-01	Paper
The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality	1988-01-01	Paper
Continuous time autoregressive models with common stochastic trends	1988-01-01	Paper
Testing for Common Trends	1988-01-01	Paper
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors	1987-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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