James H. Stock
Books
- Introduction to Econometrics, Student Value Edition
- Introduction to Econometries
- Introduction to Econometrics, Update, Global Edtion
- Coursecompass Student Access Kit
- Introduction to econometrics
- Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
- Introduction to Econometrics
- NEW MyEconLab with Access Card for Introduction to Econometrics, Update, Global Edition
- A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
- Introduction to Econometrics, Update
- Introduction to Econometrics, Global Edition
- Introduction to Econometrics, Update Plus NEW MyEconLab with Pearson EText -- Access Card Package
- Introduction to econometrics
- Empirical Bayes Forecasts of One Time Series Using Many Predictors
- Variable trends in economic time series
- Instructor's Review Copy for Introduction to Econometrics, Looseleaf
- Introduction to Econometrics, Update, Student Value Edition Plus NEW MyEconLab with Pearson EText -- Access Card Package
- Stochastic Trends and Economic Fluctuations
- Evidence on Structural Instability in Macroeconomic Time Series Relations
- Understanding Changes in International Business Cycle Dynamics
- MyLab Economics with Pearson EText -- Access Card -- for Introduction to Econometrics
- New indexes of coincident and leading economic indicators
- NEW MyLab Economics with Pearson eText -- Access Card -- for Introduction to Econometrics
- Interpreting Evidence on Money-Income Causality
- Deciding Between I(1) and I(0)
- Testing for Weak Instruments in Linear IV Regression
- Growing in Debt
- Demand disturbances and aggregate fluctuations
- What do the leading indicators lead?
- Brookings Papers on Economic Activity
- Estimating turning points using large data sets
- Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series
- Instrumental Variables Regression with Weak Instruments
- A Relationship Between Regression Tests and Volatility Tests of Market ncy
- The Pension Inducement to Retire
- The Use of Monetary Aggregate to Target Nominal GDP
- Nonparametric estimation of the effects of distributional changes in exogenous variables
- A reexamination of Friedman's consumption puzzle
- Semiparametric hedonics
- Heteroskedasticity-robust standard errors for fixed effects panel data regression
- Efficient Tests for an Autoregressive Unit Root
- Inference with Weak Instruments
- Integrated Regressors and Tests of the Permanent Income Hypothesis
- Three Models of Retirement
- Measuring business cycle time
- Testing for common trends
- Brookings Papers on Economic Activity
- Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
- Asymptotics for GMM Estimators with Weak Instruments
- Optimal Invariant Similar Tests for Instrumental Variables Regression
- The consistency of least squares estimators in error correction models
- Introduction to Econometrics (Custom Edition for Baruch College)
- Identification and Inference for Econometric Models
Author data: Open Library