The following pages link to James H. Stock (Q193459):
Displaying 38 items.
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (Q156121) (← links)
- (Q277150) (redirect page) (← links)
- Testing with many weak instruments (Q277151) (← links)
- Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← links)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216) (← links)
- (Q583826) (redirect page) (← links)
- Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (Q583827) (← links)
- (Q588248) (redirect page) (← links)
- The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality (Q1104684) (← links)
- Continuous time autoregressive models with common stochastic trends (Q1104688) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) (← links)
- Macro-econometrics (Q1841084) (← links)
- Asymptotic properties of the Hahn-Hausman test for weak-instruments (Q1928716) (← links)
- Inference in structural vector autoregressions identified with an external instrument (Q2236882) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Estimating turning points using large data sets (Q2511794) (← links)
- Inference in Linear Time Series Models with some Unit Roots (Q3212160) (← links)
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression (Q3410710) (← links)
- Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (Q3796605) (← links)
- Testing for Common Trends (Q3827458) (← links)
- Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (Q3839609) (← links)
- Testing For and Dating Common Breaks in Multivariate Time Series (Q4219770) (← links)
- Instrumental Variables Regression with Weak Instruments (Q4340688) (← links)
- Forecasting Using Principal Components From a Large Number of Predictors (Q4468514) (← links)
- GMM with Weak Identification (Q4530981) (← links)
- (Q4549700) (← links)
- (Q4593683) (← links)
- Semiparametric Estimation of Index Coefficients (Q4733276) (← links)
- Efficient Tests for an Autoregressive Unit Root (Q4895048) (← links)
- (Q5309188) (← links)
- (Q5309189) (← links)
- (Q5447118) (← links)
- Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (Q5449869) (← links)
- Confidence intervals for autoregressive coefficients near one (Q5939172) (← links)
- The Size‐Power Tradeoff in HAR Inference (Q6157651) (← links)
- Is Newey-West optimal among first-order kernels? (Q6199656) (← links)
