James Stock
Affiliations: | Economics | Harvard University, Cambridge, MA, United States |
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"James Stock"Children
Sign in to add traineeAnna Mikusheva | grad student | 2007 | Harvard |
Brandon J. Bates | grad student | 2012 | Harvard |
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Publications
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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 |