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~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Watson, Mark W."
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Watson, Mark W.
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Technical working paper / National Bureau of Economic Research
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LOW-FREQUENCY ROBUST COINTEGRATION TESTING
Müller, Ulrich
;
Watson, Mark W.
-
2009
Persistent link: https://www.econbiz.de/10008310751
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2
HETEROSKEDASTICITY-ROBUST STANDARD ERRORS FOR FIXED EFFECTS PANEL DATA REGRESSION
Stock, James H.
;
Watson, Mark W.
-
2006
Persistent link: https://www.econbiz.de/10007273963
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3
EMPIRICAL BAYES FORECASTS OF ONE TIME SERIES USING MANY PREDICTORS
Knox, Thomas
;
Stock, James H.
;
Watson, Mark W.
-
2001
Persistent link: https://www.econbiz.de/10005951570
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ASYMPTOTICALLY MEDIAN UNBIASED ESTIMATION OF COEFFICIENT VARIANCE IN A TIME VARYING PARAMETER MODEI. Technical Working Paper 201
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10005991616
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