Stock J, Watson M. Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model. Journal of the American Statistical Association. 1998;93 :349-358. PDF

Stock J, Bai J, Lumsdaine R. Testing for and Dating Common Breaks in Multivariate Time Series. Review of Economic Studies. 1998;65 :395-432. PDF Replication Files

Stock J. Retirement Incentives: The Interaction Between Employer-Provided Pensions, Social Security, and Retiree Health Benefits. In: Hurd MD, Yashiro N The Economics of Aging in the United States and Japan. Chicago: University of Chicago Press ; 1997. pp. 261-294. PDF

Staiger D, Stock J, Watson MW. How Precise are Estimates of the Natural Rate of Unemployment?. In: Romer C, Romer D Reducing Inflation: Motivation and Strategy. University of Chicago Press ; 1997. pp. 195-242. PDF

Stock J, Staiger D. Instrumental Variables Regression with Weak Instruments. Econometrica. 1997;65 (3) :557-586. PDF

Stock J, Rothenberg TJ. Inference in a Nearly Integrated Autoregressive Model with Nonnormal Innovations. Journal of Econometrics. 1997;80 :269-286. PDF

Staiger D, Stock J, Watson M. The NAIRU, Unemployment and Monetary Policy. Journal of Economic Perspectives. 1997;11 (1) :33-49. PDF

Stock J, Watson M. Diffusion Indexes. 1997. Website PDF

Stock J. Cointegration, long-run comovements, and long-horizon forecasting. In: Kreps DM, Wallis KF Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress Volume 3. Cambridge: Cambridge University Press ; 1997. pp. 34-60. Website PDF

Stock J, Watson MW. Confidence Sets in Regressions with Highly Serially Correlated Regressors. 1996. PDF

Stock J. VAR, Error Correction and Pretest Forecasts at Long Horizons. Oxford Bulletin of Economics and Statistics. 1996;58 (4) :685-701. PDF

Stock J, Watson M. Evidence on Structural Instability in Macroeconomic Time Series Relations. Journal of Business and Economic Statistics. 1996;14 :11-30. PDF

Stock J, Feldstein M. Measuring Money Growth When Financial Markets Are Changing. Journal of Monetary Economics. 1996;37 (1) :3-28. PDF

Stock J, Elliott G, Rothenberg TJ. Efficient Tests for an Autoregressive Unit Root. Econometrica. 1996;64 :813-836. PDF

Stock J, Cavanagh C, Elliott G. Inference in Models with Nearly Integrated Regressors. Econometric Theory. 1995.

Lumsdaine RL, Stock J, Wise DA. Why Are Retirement Rates So High at Age 65?. In: Wise D The Economics of Aging. University of Chicago Press ; 1995. pp. 61-82. PDF

King RG, Stock J, Watson MW. Temporal Instability of the Unemployment-Inflation Relation. Economic Perspectives. 1995;May/June :2-12. PDF

Stock J, Cavanagh C, Elliott G. Inference in Models with Nearly Integrated Regressors. Econometric Theory. 1995;11 :1131-1147. PDF Replication Files

Stock J, Wise DA. The Pension Inducement to Retire: An Option Value Analysis. In: Wise D Issues in the Economics of Aging. University of Chicago Press ; 1994. pp. 205-229. PDF

Lumsdaine RL, Stock J, Wise DA. Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models. In: Wise D Studies in the Economics of Aging. University of Chicago Press ; 1994. pp. 183-212. PDF