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Introduction to Econometrics The History of IV Regression   Misc. Links

James H. Stock

Professor of Economics
Department of Economics

Littauer Center, Harvard University, Cambridge, MA 02138
617/496-0502 (voice)
617/496-5960 (fax)
james_stock@harvard.edu

 

 

Do you teach introductory econometrics?

 

See an intriguing graph of the univariate trends in the rates of unemployment and productivity growth in the U.S., 1960 – 2000 (univariate trends computed using a low pass filter; source is “Prices, Wages and the U.S. NAIRU in the 1990s,” Ch. 1 in The Roaring Nineties, A. Krueger and R. Solow (eds.), Russell Sage Foundation/The Century Fund: New York (2001), 3 – 60 (with D. Staiger and M. Watson).

 

 

 

 

 

 

 

IV regression with weak instruments:

Check out the page on optimal testing in the presence of weak instruments (ongoing work by Andrews, Moreira, and Stock), plus other work on weak instruments (note: you might need to click “reload” a few times)

 

 

If you wish, contact my assistant, Lori Morrison (617-496-2606)

Please let me know about problems with this web site.