D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 89 Citations 76,887 175 World Ranking 79 National Ranking 63

Research.com Recognitions

Awards & Achievements

2017 - Fellow of the American Association for the Advancement of Science (AAAS)

2006 - Fellow of the American Academy of Arts and Sciences

1992 - Fellows of the Econometric Society

1988 - Fellow of Alfred P. Sloan Foundation

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Econometrics
  • World War II

His main research concerns Econometrics, Statistics, Estimator, Dynamic factor and Business cycle. The study incorporates disciplines such as Statistical hypothesis testing, Univariate and Regression in addition to Econometrics. The Confidence interval, Unit root, Regression analysis and Monte Carlo method research he does as part of his general Statistics study is frequently linked to other disciplines of science, such as Stock, therefore creating a link between diverse domains of science.

His Estimator research is multidisciplinary, relying on both Nonparametric statistics, Fixed effects model, Wald test and Least squares. His Dynamic factor research is multidisciplinary, incorporating perspectives in Economic indicator, Economic forecasting, Principal component analysis and Recession. His Business cycle study incorporates themes from Yield curve, Interest rate, Investment, Volatility and Consumption.

His most cited work include:

  • INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS (5054 citations)
  • Efficient Tests for an Autoregressive Unit Root (4121 citations)
  • Testing for Weak Instruments in Linear IV Regression (3921 citations)

What are the main themes of his work throughout his whole career to date?

James H. Stock mainly investigates Econometrics, Statistics, Inflation, Estimator and Business cycle. His studies in Econometrics integrate themes in fields like Economic indicator, Univariate and Inference. His study in Statistics concentrates on Regression, Confidence interval, Autoregressive model, Regression analysis and Unit root.

His Inflation research incorporates themes from Monetary policy and Unemployment. The Estimator study combines topics in areas such as Statistical hypothesis testing, Wald test, Nonparametric statistics and Sampling distribution. His work carried out in the field of Business cycle brings together such families of science as Yield curve, Interest rate, Consumption and Investment.

He most often published in these fields:

  • Econometrics (76.35%)
  • Statistics (29.04%)
  • Inflation (16.39%)

What were the highlights of his more recent work (between 2013-2021)?

  • Econometrics (76.35%)
  • Index (8.90%)
  • Inflation (16.39%)

In recent papers he was focusing on the following fields of study:

The scientist’s investigation covers issues in Econometrics, Index, Inflation, Recession and Monetary economics. His specific area of interest is Econometrics, where he studies Endogeneity. His Inflation research also works with subjects such as

  • Monetary policy, which have a strong connection to Interest rate,
  • Stochastic volatility that connect with fields like Multivariate statistics.

In his study, which falls under the umbrella issue of Recession, Trough and Business cycle is strongly linked to Financial crisis. His Monetary economics study integrates concerns from other disciplines, such as Renewable fuels, Jet fuel, Subsidy and Employment growth. The various areas that he examines in his Inference study include Heteroscedasticity, Instrumental variable and Applied mathematics.

Between 2013 and 2021, his most popular works were:

  • Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve (109 citations)
  • Chapter 8 – Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics ☆ (95 citations)
  • Introduction to econometrics 3rd ed. (77 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • World War II
  • Macroeconomics

James H. Stock spends much of his time researching Econometrics, Severe acute respiratory syndrome coronavirus 2, Inference, Estimation and Instrumental variable. In his research on the topic of Econometrics, Elasticity is strongly related with Gasoline. His work deals with themes such as Pandemic and Coronavirus, which intersect with Severe acute respiratory syndrome coronavirus 2.

His Instrumental variable research is multidisciplinary, incorporating elements of Regression and Impulse response. The Regression study combines topics in areas such as Control variable, Randomness and Vector autoregression. His Dynamic factor research focuses on subjects like Parametric statistics, which are linked to Nonparametric statistics.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS

Douglas Staiger;James H. Stock.
Econometrica (1997)

8618 Citations

Testing for Weak Instruments in Linear IV Regression

James H. Stock;Motohiro Yogo.
Identification and Inference for Econometric Models (2005)

8000 Citations

Efficient Tests for an Autoregressive Unit Root

Graham Elliott;Thomas J. Rothenberg;James H. Stock.
Econometrica (1996)

7689 Citations

A SIMPLE ESTIMATOR OF COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS

James H. Stock;Mark W. Watson.
Econometrica (1993)

4977 Citations

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

James H Stock;Jonathan H Wright;Motohiro Yogo.
Journal of Business & Economic Statistics (2002)

4116 Citations

INFERENCE IN LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS

Christopher A. Sims;James H. Stock;Mark W. Watson.
Econometrica (1990)

3044 Citations

Forecasting Using Principal Components From a Large Number of Predictors

James H Stock;Mark W Watson.
Journal of the American Statistical Association (2002)

3035 Citations

Testing for Common Trends

James H. Stock;Mark W. Watson.
Journal of the American Statistical Association (1988)

2894 Citations

Macroeconomic Forecasting Using Diffusion Indexes

James H Stock;Mark W Watson.
Journal of Business & Economic Statistics (2002)

2876 Citations

Introduction to Econometrics

James H. Stock;Mark W. Watson.
(2002)

2149 Citations

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Profile was last updated on December 6th, 2021.
Research.com Ranking is based on data retrieved from the Microsoft Academic Graph (MAG).
The ranking d-index is inferred from publications deemed to belong to the considered discipline.

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