James Stock

Affiliations: 
Economics Harvard University, Cambridge, MA, United States 
Google:
"James Stock"

Parents

Sign in to add mentor
Thomas J. Rothenberg grad student 1983 UC Berkeley (MathTree)

Children

Sign in to add trainee
Anna Mikusheva grad student 2007 Harvard
Brandon J. Bates grad student 2012 Harvard
BETA: Related publications

Publications

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Bates BJ, Plagborg-Møller M, Stock JH, et al. (2013) Consistent factor estimation in dynamic factor models with structural instability Journal of Econometrics. 177: 289-304
Andrews DWK, Stock JH. (2010) Inference with weak instruments Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress, Volume Iii. 122-173
Andrews DWK, Moreira MJ, Stock JH. (2008) Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments Journal of Econometrics. 146: 241-254
Andrews DWK, Moreira MJ, Stock JH. (2007) Performance of conditional Wald tests in IV regression with weak instruments Journal of Econometrics. 139: 116-132
Andrews DWK, Stock JH. (2007) Testing with many weak instruments Journal of Econometrics. 138: 24-46
Andrews DWK, Moreira MJ, Stock JH. (2006) Optimal two-sided invariant similar tests for instrumental variables regression Econometrica. 74: 715-752
Stock JH, Yogo M. (2005) Asymptotic distributions of instrumental variables statistics with many instruments Identification and Inference For Econometric Models: Essays in Honor of Thomas Rothenberg. 109-120
Stock JH, Yogo M. (2005) Testing for weak instruments in Linear Iv regression Identification and Inference For Econometric Models: Essays in Honor of Thomas Rothenberg. 80-108
Andrews DWK, Stock JH. (2005) Identification and inference for econometric models: Essays in honor of Thomas Rothenberg Identification and Inference For Econometric Models: Essays in Honor of Thomas Rothenberg. 1-573
Hausman J, Stock JH, Yogo M. (2005) Asymptotic properties of the Hahn-Hausman test for weak-instruments Economics Letters. 89: 333-342
See more...