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Instrumental variables regression with weak instruments

[PDF] from dartmouth.edu
D Staiger… - 1994 - nber.org
Page 1. TECHNICAL WORKING PAPER SERIES INSTRUMENTAL VARIABLES
REGRESSION WITH WEAK INSTRUMENTS Douglas Siaigcr James H. Stock Technical
Working Paper No. 151 NATIONAL BUREAU OF ECONOMIC ...
Cited by 3165 - Related articles - Library Search - BL Direct - All 21 versions

Efficient tests for an autoregressive unit root

[PDF] from upf.edu
G Elliott, TJ Rothenberg… - 1992 - nber.org
Page 1. NBER TECHNICAL WORKING PAPERS SERIES EFFICIENT TESTS FOR
AN AUTOREGRESSrVE UNIT ROOT Graham Elliott Thomas J. Rothenberg James
H. Stock Technical Working Paper No. 130 NATIONAL BUREAU ...
Cited by 2708 - Related articles - Library Search - BL Direct - All 23 versions

A simple estimator of cointegrating vectors in higher order integrated systems

[PDF] from auckland.ac.nz
JH Stock… - Econometrica: Journal of the Econometric Society, 1993 - JSTOR
Page 1. Econometrica, Vol. 61, No. 4 (July, 1993), 783-820 A SIMPLE ESTIMATOR
OF COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS BY
JAMES H. STOCK AND MARK W. WATSON1 Efficient estimators ...
Cited by 1916 - Related articles - Get it from MIT Libraries - BL Direct - All 17 versions

Inference in linear time series models with some unit roots

CA Sims, JH Stock… - Econometrica: Journal of the …, 1990 - JSTOR
Page 1. Econometrica, Vol. 58, No. 1 (January, 1990), 113-144 INFERENCE IN
LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS BY CHRISTOPHER A.
SIMS, JAMWS H. STOCK, AND MARK W. WATSON1 This paper ...
Cited by 1389 - Related articles - Get it from MIT Libraries - Library Search - All 9 versions

Stochastic trends and economic fluctuations

[PDF] from rochester.edu
R King, CI Plosser, JH Stock… - 1992 - nber.org
... Robert King Charles Plosser James Stock Mark Watson Working Paper No. 2229 ... School of
Management Rochester, NY 14627 University of Rochester Rochester, NY 14627 James Stock
Mark Watson Hoover Institution Department of Economics Stanford, CA 94305 ...
Cited by 1335 - Related articles - Library Search - All 15 versions

[PDF] New indexes of coincident and leading economic indicators

[PDF] from nber.org
JH Stock… - 1989 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: NBER Macroeconomics Annual 1989, Volume 4 Volume Author/Editor:
Olivier Jean Blanchard and Stanley Fischer, editors Volume Publisher: MIT Press ...
Cited by 1287 - Related articles - View as HTML - Library Search - All 12 versions

[PDF] Has the business cycle changed and why?

[PDF] from nber.org
JH Stock… - 2003 - nber.org
Page 1. This PDF is a selection from a published volume from the National Bureau of Economic
Research Volume Title: NBER Macroeconomics Annual 2002, Volume 17 Volume Author/Editor:
Mark Gertler and Kenneth Rogoff, editors Volume Publisher: MIT Press ...
Cited by 1270 - Related articles - View as HTML - Library Search - BL Direct - All 52 versions

[PDF] A survey of weak instruments and weak identification in generalized method of moments

[PDF] from amstat.org
Full text - MIT Libraries
JH Stock, JH Wright… - Journal of business and economic statistics, 2002 - ASA
Page 1. A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
James H. Stock Harvard University and the National Bureau of Economic Research, Cambridge,
MA 02138 Jonathan H. Wright Federal Reserve Board, Washington, DC 20551 ...
Cited by 1208 - Related articles - View as HTML - BL Direct - All 27 versions

Asymptotic properties of least squares estimators of cointegrating vectors

JH Stock - Econometrica: Journal of the Econometric Society, 1987 - JSTOR
Page 1. Econometrica, Vol. 55, No. 5 (September, 1987), 1035-1056 ASYMPTOTIC PROPERTIES
OF LEAST SQUARES ESTIMATORS OF COINTEGRATING VECTORS BY JAMES H. STOCK
Time series variables that stochastically trend together form a cointegrated system. ...
Cited by 1153 - Related articles - Get it from MIT Libraries - All 8 versions

Forecasting inflation

[PDF] from zcichina.com
JH Stock… - 1999 - nber.org
Page 1. NBER WORKING PAPER SERIES FORECASTING INFLATION James H. Stock Mark
W. Watson Working Paper 7023 http://www.nber.org/papers/w7023 NATIONAL BUREAU OF
ECONOMIC RESEARCH 1050 Massachusetts Avenue Cambridge, MA 02138 March 1999 ...
Cited by 1059 - Related articles - Library Search - BL Direct - All 28 versions

[BOOK] Introduction to econometrics

[PDF] from ncsu.edu
JH Stock… - 2003 - ncsu.edu
Page 1. Introduction to Econometrics (3rd Edition) by James H. Stock and Mark W. Watson
Solutions to End-of-Chapter Exercises* *Limited distribution: For Instructors Only. Answers to
all odd-numbered questions are provided to students on the textbook website. ...
Cited by 1037 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 10 versions

[PDF] Strategic logistics management

[PDF] from sut.ac.th
JR Stock… - 2001 - sutlib2.sut.ac.th
Page 1. STRATEGIC LOGISTICS MANAGEMENT FOURTH EDITION JAMES R.
STOCK & DOUGLAS M. LAMBERT cGRAW-HlLL INTERNATIONAL TiDTTION
ng/Aclvi,--' i>ing Series Page 2. D -О Contents 1 Logistics' Role in ...
Cited by 991 - Related articles - Library Search - All 8 versions

Recursive and sequential tests of the unit root and trend break hypothesis: theory and international evidence

A Banerjee, RL Lumsdaine… - 1990 - nber.org
Page 1. NBER WORKING PAPERS SERIES RECURSIVE AND SEQUENTIAL TESTS OF THE
UNIT ROOT AND TBEHD BREAK HYPOTHESES: THEORY AND INTERNATIONAL EVIDENCE
Anindya Banerjee Robin L. Lumsdaine James H. Stock Working Paper No. ...
Cited by 980 - Related articles - Library Search - All 16 versions

Business cycle fluctuations in US macroeconomic time series

[PDF] from wustl.edu
JH Stock… - Handbook of macroeconomics, 1999 - Elsevier
Cited by 751 - Related articles - Library Search - BL Direct - All 21 versions

Forecasting output and inflation: the role of asset prices

[PDF] from frb.org
JH Stock… - 2001 - nber.org
Page 1. NBER WORKING PAPER SERIES FORECASTING OUTPUT AND INFLATION:
THE ROLE OF ASSET PRICES James H. Stock Mark W. Watson Working Paper 8180
http://www.nber.org/papers/w8180 NATIONAL BUREAU ...
Cited by 745 - Related articles - Library Search - BL Direct - All 38 versions

Pensions, the option value of work, and retirement

[PDF] from ucdavis.edu
JH Stock… - 1988 - nber.org
Page 1. NBER WORKING PAPER SERIES PENSIONS, THE OPTION VALUE OF WORK,
AND RETIREMENT James H. Stock David A. Wise Working Paper No. 2686 NATIONAL
BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts ...
Cited by 714 - Related articles - Library Search - All 18 versions

Semiparametric estimation of index coefficients

[PDF] from osu.edu
JL Powell, JH Stock… - Econometrica: Journal of the Econometric …, 1989 - JSTOR
Page 1. Econometrica, Vol. 57, No. 6 (November, 1989), 1403-1430
SEMIPARAMETRIC ESTIMATION OF INDEX COEFFICIENTS BY JAMES L. POWELL,
JAMEs H. STOCK, AND THOMAs M. STOKERi This paper gives a solution ...
Cited by 645 - Related articles - Get it from MIT Libraries - All 10 versions

[CITATION] Fundamentals of logistics management

DM Lambert, JR Stock… - 1998 - getcited.org
An academic directory and search engine.
Cited by 641 - Related articles - Cached - Get it from MIT Libraries - Library Search - All 2 versions

A probability model of the coincident economic indicators

JH Stock… - 1988 - nber.org
Page 1. NBER WORKING PAPER SERIES A PROBABILITY MODEL OF THE
COINCIDENT ECONOMIC INDICATORS James H. Stock Mark W. Watson Working
Paper No. 2772 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 561 - Related articles - Library Search - All 12 versions

[PDF] Unit roots, structural breaks and trends

[PDF] from iastate.edu
JH Stock - Handbook of econometrics, 1994 - econ.iastate.edu
Page 1. Chapter 46 UNIT ROOTS, STRUCTURAL BREAKS AND TRENDS JAMES
H. STOCK* Harvard University Contents Abstract 1. Introduction 2. Models and
preliminary asymptotic theory 2.1. Basic concepts and notation 2.2. ...
Cited by 530 - Related articles - View as HTML - All 25 versions

The NAIRU, unemployment and monetary policy

[PDF] from unibo.it
Full text - MIT Libraries
D Staiger, JH Stock… - The Journal of Economic Perspectives, 1997 - JSTOR
Page 1. Journal of Economic Perspectives-Volume 11, Number 1-Winter 1997-Pages
33-49 The NAIRU, Unemployment and Monetary Policy Douglas Staiger, James H.
Stock, and Mark W. Watson S ince Milton Friedman's (1968 ...
Cited by 531 - Related articles - BL Direct - All 19 versions

Variable trends in economic time series

[PDF] from unito.it
Full text - MIT Libraries
JH Stock… - The Journal of Economic Perspectives, 1988 - JSTOR
Page 1. Journal of Economic Perspectives- Volume 2, Number3 -Summer 1988 -Pages
147-174 Variable Trends in Economic Time Series James H. Stock and Mark W. Watson
T he two most striking historical features of aggregate ...
Cited by 520 - Related articles - Library Search - All 8 versions

Interpreting the evidence on money-income causality

Full text - MIT Libraries
JH Stock… - Journal of Econometrics, 1989 - Elsevier
Cited by 494 - Related articles - Library Search - All 11 versions

Why has US inflation become harder to forecast?

[PDF] from bcrp.gob.pe
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JH Stock… - Journal of Money, Credit and Banking, 2007 - Wiley Online Library
Skip to Main Content. ...
Cited by 489 - Related articles - Library Search - BL Direct - All 41 versions

Evidence on structural instability in macroeconomic time series relations

[PDF] from duke.edu
JH Stock… - 1994 - nber.org
Page 1. V•0S ALTERNATIVE TRADE STRATEGIES AND EMPLOYMENT — PLAN OF
RESEARCH FOR COUNTRY STUDIES Anne 0. Krueger NBER and University of Minnesota
Working Paper No. 164 (Also issued as Project Working Paper No. ]. ...
Cited by 452 - Related articles - Library Search - BL Direct - All 13 versions

GMM with weak identification

[PDF] from uab.es
Full text - MIT Libraries
JH Stock… - Econometrica, 2000 - Wiley Online Library
Page 1. Ž . Econometrica, Vol. 68, No. 5 September, 2000 , 10551096 GMM WITH WEAK
IDENTIFICATION BY JAMES H. STOCK AND JONATHAN H. WRIGHT 1 This paper
develops asymptotic distribution theory for GMM estimators ...
Cited by 445 - Related articles - BL Direct - All 17 versions

Vector autoregressions

[PDF] from smu.edu
Full text - MIT Libraries
JH Stock… - The Journal of Economic Perspectives, 2001 - JSTOR
Page 1. Journal of Economic Perspectives-Volume 15, Number 4 -Fall 2001-Pages
101-115 Vector Autoregressions James H. Stock and Mark W. Watson M s X
acroeconometricians do four things: describe and summarize macro ...
Cited by 447 - Related articles - BL Direct - All 57 versions

Understanding changes in international business cycle dynamics

[PDF] from harvard.edu
Full text - MIT Libraries
JH Stock… - Journal of the European Economic …, 2005 - Wiley Online Library
Page 1. “zwu004050281” — 2005/7/7 — page 968 — #1 UNDERSTANDING
CHANGES IN INTERNATIONAL BUSINESS CYCLE DYNAMICS James H. Stock
Harvard University Mark W. Watson Princeton University Abstract ...
Cited by 428 - Related articles - BL Direct - All 32 versions

[PDF] How precise are estimates of the natural rate of unemployment?

[PDF] from nber.org
DO Staiger, JH Stock… - 1997 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau
of Economic Research Volume Title: Reducing Inflation: Motivation and Strategy Volume
Author/Editor: Christina D. Romer and David H. Romer, Editors ...
Cited by 418 - Related articles - View as HTML - Library Search - BL Direct - All 11 versions

[CITATION] Reverse logistics

JR Stock - 1992 - Council of Logistics Management
Cited by 372 - Related articles - Get it from MIT Libraries - Library Search

Implications of dynamic factor models for VAR analysis

[PDF] from harvard.edu
JH Stock… - 2005 - nber.org
Page 1. NBER WORKING PAPER SERIES IMPLICATIONS OF DYNAMIC FACTOR
MODELS FOR VAR ANALYSIS James H. Stock Mark W. Watson Working Paper 11467
http://www.nber.org/papers/w11467 NATIONAL BUREAU ...
Cited by 365 - Related articles - Library Search - All 28 versions

Foundations of the Goldilocks economy: supply shocks and the time-varying NAIRU

[PDF] from brookings.edu
Full text - MIT Libraries
RJ Gordon… - Brookings Papers on Economic Activity, 1998 - JSTOR
... Above all, I am greatly indebted to James Stock for his role in developing the methodology adopted
in this paper, and for his instant and insightful responses to my endless queries about how to
merge his new techniques with my traditional specification of the Phillips curve. ...
Cited by 354 - Related articles - BL Direct - All 13 versions

Testing for and dating common breaks in multivariate time series

Full text - MIT Libraries
J Bai, RL Lumsdaine… - The Review of …, 1998 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1998) 65, 395-432 © 1998The Review of Economic Studies
Limited 0034-6527/98/00 180395$02.00 Testing For and Dating Common Breaks in Multivariate
Time Series JUSHAN BAI Massachusetts Institute of Technology, ...
Cited by 347 - Related articles - BL Direct - All 10 versions

A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series

[PDF] from oup.com
JH Stock… - 1998 - nber.org
Page 1. NBER WORKING PAPER SERIES A COMPARISON OF LINEAR AND
NONLINEAR UNIVARIATE MODELS FOR FORECASTING MACROECONOMIC TIME
SERIES James H. Stock Mark W. Watson Working Paper 6607 ...
Cited by 337 - Related articles - Library Search - BL Direct - All 17 versions

Confidence intervals for the largest autoregressive root in US macroeconomic time series

[PDF] from duke.edu
Full text - MIT Libraries
JH Stock - Journal of Monetary Economics, 1991 - Elsevier
Cited by 336 - Related articles - All 12 versions

Drawing inferences from statistics based on multiyear asset returns

Full text - MIT Libraries
M Richardson… - Journal of Financial Economics, 1989 - Elsevier
Cited by 331 - Related articles - Library Search - All 13 versions

[PDF] A procedure for predicting recessions with leading indicators: econometric issues and recent experience

[PDF] from nber.org
JH Stock… - 1993 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau
of Economic Research Volume Title: Business Cycles, Indicators and Forecasting Volume
Author/Editor: James H. Stock and Mark W. Watson, editors ...
Cited by 286 - Related articles - View as HTML - Library Search - All 9 versions

Macroeconomic forecasting in the euro area: Country specific versus area-wide information

[PDF] from unibocconi.it
Full text - MIT Libraries
M Marcellino, JH Stock… - European Economic Review, 2003 - Elsevier
Cited by 277 - Related articles - Library Search - All 35 versions

Combination forecasts of output growth in a seven‐country data set

[PDF] from harvard.edu
Full text - MIT Libraries
JH Stock… - Journal of Forecasting, 2004 - Wiley Online Library
Page 1. Copyright © 2004 John Wiley & Sons, Ltd. Combination Forecasts of Output
Growth in a Seven-Country Data Set JAMES H. STOCK1* AND MARK W. WATSON2
1 Department of Economics, Harvard University and the ...
Cited by 265 - Related articles - BL Direct - All 11 versions

[CITATION] Development and implementation of reverse logistics programs

JR Stock - ANNUAL CONFERENCE PROCEEDINGS, COUNCIL …, 1998 - trid.trb.org
Home Contact Us Directory E-Newsletter Follow Us RSS, About TRB. Annual Meeting. Calendar.
Committees & Panels. Programs. Projects. Publications. Resources & Databases. TRID HOME.
RECENTLY PUBLISHED. RECENTLY ADDED. ADVANCED SEARCH. ...
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Robust monetary policy under model uncertainty in a small model of the US economy

[PDF] from nyu.edu
A Onatski… - 2000 - nber.org
Page 1. NBER WORKING PAPER SERIES ROBUST MONETARY POLICY UNDER
MODEL UNCERTAINTY IN A SMALL MODEL OF THE US ECONOMY Alexei Onatski
James H. Stock Working Paper 7490 http ://www.nber. ...
Cited by 225 - Related articles - Library Search - BL Direct - All 15 versions

A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

[PDF] from stidue.net
Full text - MIT Libraries
M Marcellino, JH Stock… - Journal of Econometrics, 2006 - Elsevier
Cited by 228 - Related articles - Library Search - All 26 versions

Forecasting with many predictors

[PDF] from nyu.edu
JH Stock… - Handbook of economic forecasting, 2006 - Elsevier
Cited by 205 - Related articles - All 14 versions

Inference in models with nearly integrated regressors

Full text - MIT Libraries
CL Cavanagh, G Elliott… - Econometric theory, 1995 - Cambridge Univ Press
... comments. The research was supported in part by National Science Foundation grant
SES-91-22463. Address correspon- dence to: Professor James Stock, Kennedy School,
Harvard University, Cambridge, MA 02138, USA. © 1995 ...
Cited by 199 - Related articles - Library Search - BL Direct - All 9 versions

Prices, Wages and the US NAIRU in the 1990s

[PDF] from psu.edu
D Staiger, JH Stock… - 2001 - nber.org
Page 1. NBER WORKING PAPER SERIES PRICES, WAGES AND THE US NAIRU
IN THE 1990s Douglas Staiger James H. Stock Mark W. Watson Working Paper8320
http://www.nber.org/papers/w8320 NATIONAL BUREAU ...
Cited by 189 - Related articles - Library Search - BL Direct - All 19 versions

[PDF] The use of a monetary aggregate to target nominal GDP

[PDF] from nber.org
M Feldstein… - 1994 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: Monetary Policy Volume Author/Editor: N. Gregory Mankiw, ed. Volume
Publisher: The University of Chicago Press Volume ISBN: 0-226-50308-9 ...
Cited by 176 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - BL Direct - All 11 versions

[PDF] The pension inducement to retire: An option value analysis

[PDF] from nber.org
JH Stock… - 1990 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of
Economic Research Volume Title: Issues in the Economics of Aging Volume Author/Editor:
David A. Wise, editor Volume Publisher: University of Chicago Press, 1990 ...
Cited by 166 - Related articles - View as HTML - Library Search - All 11 versions

[PDF] Three models of retirement: Computational complexity versus predictive validity

[PDF] from nber.org
RL Lumsdaine, JH Stock… - 1992 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: Topics in the Economics of Aging Volume Author/Editor: David A. Wise,
editor Volume Publisher: University of Chicago Press Volume ISBN: 0-226-90298-6 ...
Cited by 153 - Related articles - View as HTML - Library Search - All 10 versions

[CITATION] A class of tests for integration and cointegration

JH Stock - Manuscript. Kennedy School of Government, Harvard …, 1991
Cited by 147 - Related articles

Many happy (product) returns

Full text - MIT Libraries
J Stock, T Speh… - Harvard Business Review, 2002 - mendeley.com
Abstract The article describes new strategies for managing product returns. A process
called" reverse logistics" involves remanufacturing, recycling, reusing, and seeking
secondary markets. This approach to returns handling can provide competitive advantage, ...
Cited by 151 - Related articles - Cached - All 4 versions

Consumer responses to retail stock-outs.

MA Emmelhainz, JR Stock… - Journal of Retailing, 1991 - psycnet.apa.org
APA PsycNET Our Apologies! - The following features are not available with your
current Browser configuration. - alerts user that their session is about to expire -
display, print, save, export, and email selected records - get My ...
Cited by 138 - Related articles - Get it from MIT Libraries

Applying theories from other disciplines to logistics

Full text - MIT Libraries
JR Stock - International Journal of Physical Distribution & …, 1997 - emeraldinsight.com
Proposes that the discipline of logistics can benefit from borrowing theories from other areas
of study. Presents examples of theories from other disciplines that have already been applied
to logistics issues. Offers potential applications from a variety of non-logistics disciplines, including ...
Cited by 123 - Related articles - BL Direct - All 6 versions

Heteroskedasticity-robust standard errors for fixed effects panel data regression

[PDF] from princeton.edu
JH Stock… - 2006 - nber.org
Page 1. TECHNICAL WORKING PAPER SERIES HETEROSKEDASTICITY-ROBUST STANDARD
ERRORS FOR FIXED EFFECTS PANEL DATA REGRESSION James H. Stock Mark W. Watson
Technical Working Paper 323 http://www.nber.org/papers/T0323 ...
Cited by 121 - Related articles - Library Search - BL Direct - All 17 versions

Nonparametric policy analysis

JH Stock - Journal of the American Statistical Association, 1989 - JSTOR
Page 1. Nonparametric Policy Analysis JAMES H. STOCK* This article considers the problem
of predicting the mean effect of a change in the distribution of certain policy-related variables
on a dependent variable (Y). This is conventionally done using a parametric model. ...
Cited by 119 - Related articles - Get it from MIT Libraries - All 2 versions

Optimal Two‐Sided Invariant Similar Tests for Instrumental Variables Regression

[PDF] from yorku.ca
Full text - MIT Libraries
DWK Andrews, MJ Moreira… - Econometrica, 2006 - Wiley Online Library
... See AMS06b for tables of conditional critical values for the CLR test. A GAUSS program for
p-values of the CLR test is described by Andrews, Moreira, and Stock (2006a) and is available
at James Stock's webpage. 4. TWO-SIDED POWER ENVELOPE ...
Cited by 119 - Related articles - BL Direct - All 31 versions

Searching for prosperity

[PDF] from espol.edu.ec
Full text - MIT Libraries
M Kremer, A Onatski… - Carnegie-Rochester Conference Series on …, 2001 - Elsevier
Quah's [1993a] transition matrix analysis of world income distribution based on annual data
suggests an ergodic distribution with twin peaks at the rich and poor end of the distribution.
Since the ergodic distribution is a highly non-linear function of the underlying transition ...
Cited by 116 - Related articles - Library Search - BL Direct - All 18 versions

Measuring business cycle time

[PDF] from harvard.edu
Full text - MIT Libraries
JH Stock - The Journal of Political Economy, 1987 - JSTOR
Page 1. Measuring Business Cycle Time James H. Stock Harvard University The
business cycle analysis of Burns and Mitchell and the National Bureau of Economic
Research presumed that aggregate economic variables evolve ...
Cited by 107 - Related articles - Library Search - All 9 versions

Phillips curve inflation forecasts

[PDF] from princeton.edu
JH Stock… - 2008 - nber.org
Page 1. NBER WORKING PAPER SERIES PHILLIPS CURVE INFLATION FORECASTS
James H. Stock Mark W. Watson Working Paper 14322 http://www.nber.org/papers/
w14322 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 102 - Related articles - Library Search - All 17 versions

The industrial purchase decision for professional services

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JR Stock… - Journal of Business Research, 1987 - Elsevier
Cited by 93 - Related articles - All 5 versions

Inference in time series regression when the order of integration of a regressor is unknown

Full text - MIT Libraries
G Elliott… - Econometric theory, 1994 - Cambridge Univ Press
Page 1. Econometric Theory, 10, 1994, 672-700. Printed in the United States of America.
INFERENCE IN TIME SERIES REGRESSION WHEN THE ORDER OF INTEGRATION OF A
REGRESSOR IS UNKNOWN GRAHAM ELLIOTT AND JAMES H. STOCK Harvard University ...
Cited by 92 - Related articles - BL Direct - All 11 versions

[PDF] An empirical comparison of methods for forecasting using many predictors

[PDF] from nber.org
JH Stock… - Manuscript, Princeton University, 2005 - nber.org
Page 1. Preliminary and Incomplete AN EMPIRICAL COMPARISON OF METHODS
FOR FORECASTING USING MANY PREDICTORS December 2004 (revised January
2005) James H. Stock Department of Economics, Harvard ...
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Does GNP have a unit root?

Full text - MIT Libraries
JH Stock… - Economics Letters, 1986 - Elsevier
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[PDF] Pension plan provisions and retirement: Men and women, Medicare, and models

[PDF] from nber.org
RL Lumsdaine, JH Stock… - 1994 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of
Economic Research Volume Title: Studies in the Economics of Aging Volume Author/Editor:
David A. Wise, editor Volume Publisher: University of Chicago Press ...
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[PDF] How did leading indicator forecasts do during the 2001 recession

[PDF] from harvard.edu
JH Stock… - Federal Reserve Bank of …, 2003 - economics.harvard.edu
Page 1. HOW DID LEADING INDICATOR FORECASTS DO DURING THE 2001 RECESSION?
January 2003 This revision: March 19, 2003 James H. Stock Department of Economics, Harvard
University and the National Bureau of Economic Research and ...
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Business cycle properties of selected US economic time series, 1959-1988

JH Stock… - 1990 - nber.org
Page 1. NBER WORKING PAPER SERIES BUSINES3 CYCLE PROPERTIES OF
SELECTED US ECONOMIC TIME SERIES, 1959 - 1988 James H. Stock Mark W. Watson
Working Paper No. 3376 NATIONAL BUREAU OF ECONOMIC ...
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[PDF] Why are retirement rates so high at age 65?

[PDF] from nber.org
RL Lumsdaine, JH Stock… - 1996 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of
Economic Research Volume Title: Advances in the Economics of Aging Volume Author/Editor:
David A. Wise, editor Volume Publisher: University of Chicago Press ...
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The estimation of higher-order continuous time autoregressive models

AC Harvey… - Econometric Theory, 1985 - JSTOR
Page 1. Econometric TheorY, 1, 97-112. Printed in the United States of America. THE ESTIMATION
OF HIGHER- ORDER CONTINUOUS TIME AUTOREGRESSIVE MODELS AC HARVEY and JAMES
H. STOCK London School of Economics and Harvard University ...
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Asymptotic distributions of instrumental variables statistics with many instruments

[PDF] from harvard.edu
J Stock… - … Inference for Econometric Models: Essays in …, 2005 - books.google.com
ABSTRACT This paper extends Staiger and Stock's (1997) weak instrument asymptotic
approximations to the case of many weak instruments by modeling the number of
instruments as increasing slowly with the number of observations. It is shown that the ...
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Integrated regressors and tests of the permanent-income hypothesis

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JH Stock… - Journal of Monetary Economics, 1988 - Elsevier
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Becoming a “world class” company with logistics service quality

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JR Stock… - International Journal of Logistics …, 1992 - emeraldinsight.com
Page 1. Becoming a "World Class" Company With Logistics Service Quality James R. Stock
University of South Florida Douglas M. Lambert University of North Florida A "world class"
organization must provide high levels of logistics service quality to customers. ...
Cited by 65 - Related articles - All 4 versions

Adoption and implementation of technological innovations within long-term relationships

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A Hausman… - Journal of Business Research, 2003 - Elsevier
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Forecasting in dynamic factor models subject to structural instability

[PDF] from princeton.edu
JH Stock… - … Practice of Econometrics. A Festschrift in …, 2009 - books.google.com
Page 187. 7 Forecasting in Dynamic Factor Models Subject to Structural Instability
James H. Stock and Mark W. Watson∗ 7.1 Introduction An ongoing theme in David
Hendry's work has been concern about detecting and avoiding ...
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[CITATION] Strategic physical distribution management

DM Lambert… - 1982 - getcited.org
An academic directory and search engine.
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Confidence intervals for autoregressive coefficients near one

[PDF] from escholarship.org
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G Elliott… - Journal of Econometrics, 2001 - Elsevier
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Nonparametric policy analysis: an application to estimating hazardous waste cleanup benefits

JH Stock - … and Semiparametric Methods in Econometrics and …, 1991 - books.google.com
Page 93. CHAPTER 3 Nonparametric policy analysis: An application to estimating
hazardous waste cleanup benefits James H. Stock 1 Introduction This chapter
investigates the viability of nonparametric techniques in a setting ...
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VAR, error correction and pretest forecasts at long horizons

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JH Stock - Oxford Bulletin of Economics and Statistics, 1996 - Wiley Online Library
Page 1. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 58, 4 (1996)
0305-9049 VAR, ERROR CORRECTION AND PRETEST FORECASTS AT LONG
HORIZONS James H. Stock * I. INTRODUCTION The production ...
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Growing in Debt: The'Farm Crisis' and Public Policy

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CW Calomiris, RG Hubbard… - 1987 - nber.org
... Department of Economics Northwestern University 2003 Sheridan Road Evanston, Illinois 60201
(312) 491-8210 Glenn Hubbard Department of Economics Northwestern University 2003 Sheridan
Road Evanston, Illinois 60201 (312) 491-8224 James Stock Hoover Institution ...
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[CITATION] Logistics implications of retail stockouts

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LW Emmelhainz, MA Emmelhainz… - Journal of Business Logistics, 1991
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[Evolving Post-World War II US Inflation Dynamics]: Comment

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JH Stock - NBER Macroeconomics Annual, 2001 - JSTOR
Page 1. Comment JAMES H. STOCK Kennedy School of Government, Harvard University;
and NBER 1. Introduction Cogley and Sargent have provided a provocative and innovative
contri- bution on an important problem, understanding ...
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A simple MLE of cointegrating vectors in higher order integrated systems

JH Stock… - 1989 - nber.org
Page 1. NBER TECHNICAL WORKING PAPER SERIES A SIMPLE MLE OF
COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS James
H. Stock Mark W. Watson Technical Working Paper No. 83 NATIONAL ...
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[PDF] Introduction to" Business Cycles, Indicators and Forecasting"

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JH Stock… - 1993 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau
of Economic Research Volume Title: Business Cycles, Indicators and Forecasting Volume
Author/Editor: James H. Stock and Mark W. Watson, editors ...
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Inference in a nearly integrated autoregressive model with nonnormal innovations

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TJ Rothenberg… - Journal of Econometrics, 1997 - Elsevier
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Continuous time autoregressive models with common stochastic trends

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AC Harvey… - Journal of Economic Dynamics and Control, 1988 - Elsevier
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[PDF] Retirement incentives: The interaction between employer-provided pensions, Social Security, and retiree health benefits

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RL Lumsdaine, JH Stock… - 1996 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of
Economic Research Volume Title: The Economic Effects of Aging in the United States and
Japan Volume Author/Editor: Michael D. Hurd and Naohiro Yashiro, editors ...
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A dynamic factor model framework for forecast combination

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YL Chan, JH Stock… - Spanish Economic Review, 1999 - Springer
Page 1. Span. Econ. Rev. 1, 91–121 (1999) c Springer-Verlag 1999 A dynamic factor
model framework for forecast combination Yeung Lewis Chan1, James H. Stock2,
Mark W. Watson3 1 Department of Economics, Harvard ...
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Logistics thought and practice: a perspective

JR Stock - International Journal of Physical Distribution & …, 1990 - emeraldinsight.com
[Jump to content ...
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Asymptotic properties of the Hahn–Hausman test for weak-instruments

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J Hausman, JH Stock… - Economics Letters, 2005 - Elsevier
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Efficient windows and labor force reduction

RL Lumsdaine, JH Stock… - 1990 - nber.org
Page 1. NBER WORKING PAPER SERIES EFFICIENT WINDOWS AND LABOR FORCE
REDUCTION Robin L. Lumsdaine James H. Stock David A. Wise Working Paper No.
3369 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
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[PDF] GMM, weak instruments, and weak identification

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JH Stock, J Wright… - Journal of Business and …, 2002 - faculty.washington.edu
Page 1. GMM, Weak Instruments, and Weak Identification James H. Stock Kennedy School
of Government, Harvard University and the National Bureau of Economic Research Jonathan
Wright Federal Reserve Board, Washington, DC and Motohiro Yogo* ...
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Retrospectives: Who Invented Instrumental Variable Regression?

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JH Stock… - The Journal of Economic Perspectives, 2003 - ingentaconnect.com
Page 1. Retrospectives Who Invented Instrumental Variable Regression? James
H. Stock and Francesco Trebbi This feature addresses the history of economic words
and ideas. The hope is to deepen the workaday dialogue ...
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[CITATION] How shippers select and evaluate general commodities LTL motor carriers

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DM Lambert, MC Lewis… - Journal of …, 1993 - COUNCIL OF LOGISTICTS …
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Managing product returns for competitive advantage

J Stock, T Speh… - MIT Sloan Management Review, 2006 - mendeley.com
Abstract Product returns have often been viewed by companies as a necessary evil, a
painful process, a cost center and an area of potential customer dissatisfaction. However,
say the authors, many successful organizations have realized that an effective product ...
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Cointegration, long-run comovements, and long-horizon forecasting

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JH Stock - ECONOMETRIC SOCIETY MONOGRAPHS, 1997 - books.google.com
Page 44. CHAPTER 2 Cointegration, long-run comovements, and long-horizon
forecasting James H. Stock 1 INTRODUCTION Over the past decade, methodological
advances in modeling and analyzing long-run relations have ...
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Optimal invariant similar tests for instrumental variables regression

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DWK Andrews, M Moreira… - 2004 - nber.org
Page 1. TECHNICAL WORKING PAPER SERIES OPTIMAL INVARIANT SIMILAR TESTS FOR
INSTRUMENTAL VARIABLES REGRESSION Donald WK Andrews Marcelo Moreira James H.
Stock Technical Working Paper 299 http://www.nber.org/papers/T0299 ...
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Deciding between I (1) and I (0)

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JH Stock - Journal of Econometrics, 1994 - Elsevier
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Modeling Inflation after the Crisis

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JH Stock… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES MODELING INFLATION AFTER THE CRISIS
James H. Stock Mark W. Watson Working Paper 16488 http://www.nber.org/papers/
w16488 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
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Managing computer, communication and information technology strategically: opportunities and challenges for warehousing

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Performance of conditional Wald tests in IV regression with weak instruments

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DWK Andrews, MJ Moreira… - Journal of Econometrics, 2007 - Elsevier
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[CITATION] nWhy Has US Inflation Become Harder to Fore# cast? oJournal of Money

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[PDF] Dynamic factor models

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JH Stock… - Prepared for the Oxford Handbook of …, 2010 - princeton.edu
Page 1. Dynamic Factor Models January 2010 This revision: May 7, 2010 James
H. Stock Department of Economics, Harvard University and the National Bureau
of Economic Research and Mark W. Watson* Woodrow Wilson ...
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