James H. Stock

13 catalog papers. Identity-linked publications and additional name matches are distinguished below.

OpenAlex: A5113502697

Department of Economics, Harvard University; NBER

Publications

• The Size-Power Tradeoff in HAR Inference — Econometrica 2021
• Report of the Editors 2009–2010 — Econometrica 2011
• Indicators for Dating Business Cycles: Cross-History Selection and Comparisons — American Economic Review 2010
• Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression — Econometrica 2008
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression — Econometrica 2006
• Forecasting Using Principal Components From a Large Number of Predictors — Journal of the American Statistical Association 2002
• GMM with Weak Identification — Econometrica 2000
• Testing For and Dating Common Breaks in Multivariate Time Series — The Review of Economic Studies 1998
• Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model — Journal of the American Statistical Association 1998
• Nonparametric Policy Analysis — Journal of the American Statistical Association 1989
• Estimating Continuous-Time Processes Subject to Time Deformation — Journal of the American Statistical Association 1988
• Testing for Common Trends — Journal of the American Statistical Association 1988
• Measuring Business Cycle Time — Journal of Political Economy 1987