Concepedia

James H. Stock

JH

Statistics

Publications

177

Citations

60.5K

H-Index

81

Active since

1984

Affiliations

Harvard University(Current)

National Bureau of Economic Research

Harvard University Press

Princeton University

John F. Kennedy University

James H. Stock is an author at Harvard University specializing in economics, econometrics, and social sciences.

Publications per year

1984–2023

176

Publications

177

Instrumental Variables Regression with Weak Instruments

Douglas O. Staiger, James H. Stock · Econometrica · 1997 · 7.3K citations

Social Sciences, Economics, Development Economics +12

Efficient Tests for an Autoregressive Unit Root

Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations

Computing, Economics, Econometrics +15

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock, Mark W. Watson · Econometrica · 1993 · 4.9K citations

Social Sciences, Business Economics, Economics +8

Forecasting Using Principal Components From a Large Number of Predictors

James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 2002 · 3.1K citations

Computing, Data Science, Econometrics +12

Macroeconomic Forecasting Using Diffusion Indexes

James H. Stock, Mark W. Watson · Journal of Business and Economic Statistics · 2002 · 2.6K citations

Business, Economics, Forecasting +13

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