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type_genre:"Aufsatz im Buch"
~person:"Watson, Mark W."
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
17
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17
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8
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6
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6
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3
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Watson, Mark W.
Phillips, Peter C. B.
94
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72
Lee, Lung-fei
68
Li, Qi
65
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65
Ullah, Aman
56
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53
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31
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30
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29
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29
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29
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28
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3
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ECONIS (ZBW)
17
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17
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1
Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
Saved in:
2
Spatial correlation robust inference
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
6
,
pp. 2901-2935
Persistent link: https://www.econbiz.de/10013482329
Saved in:
3
Inference in structural Vector Autoregressions identified with an external instrument
Olea, José Luis Montiel
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10013279009
Saved in:
4
Identification and estimation of dynamic causal effects in macroeconomics using external instruments
Stock, James H.
;
Watson, Mark W.
- In:
The economic journal : the journal of the Royal …
128
(
2018
)
610
,
pp. 917-948
Persistent link: https://www.econbiz.de/10011951117
Saved in:
5
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Saved in:
6
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
7
Nearly optimal tests when a nuisance parameter is present under the null hypothesis
Elliott, Graham
;
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 771-811
Persistent link: https://www.econbiz.de/10011350606
Saved in:
8
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
9
Consistent factor estimation in dynamic factor models with structural instability
Bates, Brandon J.
;
Plagborg-Møller, Mikkel
;
Stock, James H.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 289-304
Persistent link: https://www.econbiz.de/10010255145
Saved in:
10
Consistent estimation of the number of dynamic factors in a large N and T panel
Amengual, Dante
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 91-96
Persistent link: https://www.econbiz.de/10003410170
Saved in:
11
How precise are estimates of the natural rate of unemployment?
Staiger, Douglas
- In:
Reducing inflation : motivation and strategy
,
(pp. 195-242)
.
1997
Persistent link: https://www.econbiz.de/10001323451
Saved in:
12
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 184-200
Persistent link: https://www.econbiz.de/10001222497
Saved in:
13
Vector autoregressions and cointegration
Watson, Mark W.
-
1994
Persistent link: https://www.econbiz.de/10001327599
Saved in:
14
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
Saved in:
15
Time series and spectral methods in econometrics
Granger, C. W. J.
;
Watson, Mark W.
-
1992
Persistent link: https://www.econbiz.de/10001327468
Saved in:
16
Inference in linear time series models with some unit roots
Sims, Christopher A.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001084874
Saved in:
17
Variable trends in economic time series
Stock, James H.
- In:
The journal of economic perspectives : EP ; a journal …
2
(
1988
)
3
,
pp. 147-174
Persistent link: https://www.econbiz.de/10001065157
Saved in:
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