Listagem por autor "Stock, James H."

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    • Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 

      Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H.
      2008
      As Nelson and Startz [Nelson, C.R., Startz, R., 1990a. The distribution of the instrumental variable estimator and its t ratio when the instrument is a poor one. Journal of Business 63, S125-S140; Nelson, C.R., Startz, R., ...

    • Inference in structural vars with external instruments 

      Olea, José Luis Montiel; Stock, James H.; Watson, Mark W.
      2013-05
      Apresentação do palestrante Mark W. Watson - Princeton University no contexto do evento "3rd Global Conference - Business Cycles". Mais informações em: <http://epge.fgv.br/conferencias/business-cycles/pt/index.php>.