How can i change my status from a tourist visa?

Talk to an immigration attorney via Skype. Don't do anything until you've been in the US for at-least 90 days.

It does work bring new tax return at the interview??

Yes, this is a good idea. Don't forget to provide her with the W-2 and tax return transcript.

How old are you now? If you're over 31, you should be OK.

I believe that some J-1 short-term scholar programs don't permit changing to long term. Changing to F-1 should be OK ... talk to the DSO.

Can I apply green card for step children even though I do not apply for my spouse?

Yes, you can file I-130 forms for EACH child.

Although technically possible ... it isn't wise to drop out of school before the greencard is approved and in-hand.

Because the STEM/OPT is 'tied' to a specific employer, I don't believe that she is eligible for unemployment. That is because unemployment...

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Why doesn't she file for COS to H-4 now? She can continue working until July.

Yes, this idea of yours is possible.

H4 EAD business status after primary H1b goes out of status?

Talk to an attorney about using the company for an E visa.