| Year |
Citation |
Score |
| 2013 |
Bates BJ, Plagborg-Møller M, Stock JH, Watson MW. Consistent factor estimation in dynamic factor models with structural instability Journal of Econometrics. 177: 289-304. DOI: 10.1016/J.Jeconom.2013.04.014 |
0.629 |
|
| 2010 |
Andrews DWK, Stock JH. Inference with weak instruments Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress, Volume Iii. 122-173. DOI: 10.1017/CBO9780511607547.007 |
0.322 |
|
| 2008 |
Andrews DWK, Moreira MJ, Stock JH. Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments Journal of Econometrics. 146: 241-254. DOI: 10.1016/J.Jeconom.2008.08.015 |
0.698 |
|
| 2007 |
Andrews DWK, Moreira MJ, Stock JH. Performance of conditional Wald tests in IV regression with weak instruments Journal of Econometrics. 139: 116-132. DOI: 10.1016/J.Jeconom.2006.06.007 |
0.694 |
|
| 2007 |
Andrews DWK, Stock JH. Testing with many weak instruments Journal of Econometrics. 138: 24-46. DOI: 10.1016/J.Jeconom.2006.05.012 |
0.443 |
|
| 2006 |
Andrews DWK, Moreira MJ, Stock JH. Optimal two-sided invariant similar tests for instrumental variables regression Econometrica. 74: 715-752. DOI: 10.1111/J.1468-0262.2006.00680.X |
0.695 |
|
| 2005 |
Stock JH, Yogo M. Asymptotic distributions of instrumental variables statistics with many instruments Identification and Inference For Econometric Models: Essays in Honor of Thomas Rothenberg. 109-120. DOI: 10.1017/CBO9780511614491.007 |
0.321 |
|
| 2005 |
Stock JH, Yogo M. Testing for weak instruments in Linear Iv regression Identification and Inference For Econometric Models: Essays in Honor of Thomas Rothenberg. 80-108. DOI: 10.1017/CBO9780511614491.006 |
0.414 |
|
| 2005 |
Andrews DWK, Stock JH. 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. DOI: 10.1017/CBO9780511614491 |
0.373 |
|
| 2005 |
Hausman J, Stock JH, Yogo M. Asymptotic properties of the Hahn-Hausman test for weak-instruments Economics Letters. 89: 333-342. DOI: 10.1016/J.Econlet.2005.06.007 |
0.433 |
|
| 2001 |
Elliott G, Stock JH. Confidence intervals for autoregressive coefficients near one Journal of Econometrics. 103: 155-181. DOI: 10.1016/S0304-4076(01)00042-2 |
0.429 |
|
| 2000 |
Stock JH, Weight JH. GMM with weak identification Econometrica. 68: 1055-1096. |
0.341 |
|
| 1998 |
Bai J, Lumsdaine RL, Stock JH. Testing for and Dating Common Breaks in Multivariate Time Series The Review of Economic Studies. 65: 395-432. DOI: 10.1111/1467-937X.00051 |
0.535 |
|
| 1998 |
Stock JH, Watson MW. Median unbiased estimation of coefficient variance in a time-varying parameter model Journal of the American Statistical Association. 93: 349-358. DOI: 10.1080/01621459.1998.10474116 |
0.349 |
|
| 1998 |
Bai J, Lumsdaine RL, Stock JH. Testing for and Dating Common Breaks in Multivariate Time Series Review of Economic Studies. 65: 395-432. |
0.3 |
|
| 1997 |
Rothenberg TJ, Stock JH. Inference in a nearly integrated autoregressive model with nonnormal innovations Journal of Econometrics. 80: 269-286. |
0.695 |
|
| 1997 |
Staiger D, Stock JH. Instrumental variables regression with weak instruments Econometrica. 65: 557-586. |
0.338 |
|
| 1996 |
Elliott G, Rothenberg TJ, Stock JH. Efficient Tests for an Autoregressive Unit Root Econometrica. 64: 813-836. DOI: 10.2307/2171846 |
0.491 |
|
| 1996 |
Elliott G, Rothenberg TJ, Stock JH. Efficient tests for an autoregressive unit root Econometrica. 64: 813-836. |
0.692 |
|
| 1995 |
Cavanagh CL, Elliott G, Stock JH. Inference In Models With Nearly Integrated Regressors Econometric Theory. 11: 1131-1147. DOI: 10.1017/S0266466600009981 |
0.372 |
|
| 1994 |
Elliott G, Stock JH. Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown Econometric Theory. 10: 672-700. DOI: 10.1017/S0266466600008720 |
0.318 |
|
| 1992 |
Banerjee A, Lumsdaine RL, Stock JH. Recursive and sequential tests of the unit-root and trend-break hypotheses: Theory and international evidence Journal of Business and Economic Statistics. 10: 271-287. DOI: 10.1080/07350015.1992.10509905 |
0.317 |
|
| 1990 |
Sims CA, Stock JH, Watson MW. Inference In Linear Time Series Models With Some Unit Roots Econometrica. 58: 113-144. DOI: 10.2307/2938337 |
0.348 |
|
| 1989 |
Stock JH, Watson MW. Interpreting the evidence on money-income causality Journal of Econometrics. 40: 161-181. DOI: 10.1016/0304-4076(89)90035-3 |
0.32 |
|
| 1988 |
Stock JH, Watson MW. Testing for common trends Journal of the American Statistical Association. 83: 1097-1107. DOI: 10.1080/01621459.1988.10478707 |
0.413 |
|
| 1988 |
Stock JH, West KD. Integrated regressors and tests of the permanent-income hypothesis Journal of Monetary Economics. 21: 85-95. DOI: 10.1016/0304-3932(88)90047-5 |
0.34 |
|
| 1987 |
Frankel JA, Stock JH. Regression vs. volatility tests of the efficiency of foreign exchange markets Journal of International Money and Finance. 6: 49-56. DOI: 10.1016/0261-5606(87)90012-X |
0.409 |
|
| 1986 |
Stock JH, Watson MW. Does GNP have a unit root? Economics Letters. 22: 147-151. DOI: 10.1016/0165-1765(86)90222-3 |
0.341 |
|
| 1983 |
Frankel JA, Stock JH. A Relationship between Regression Tests and Volatility Tests of Market Ncy National Bureau of Economic Research. DOI: 10.3386/W1105 |
0.451 |
|
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