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Journal of econometrics
NBER Working Paper
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Instructional Stata datasets for econometrics
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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
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2
Estimating turning points using large data sets
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 368-381
Persistent link: https://www.econbiz.de/10010256839
Saved in:
3
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:
4
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
Saved in:
5
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:
6
A DYMIMIC model of housing price determination
Engle, Robert F.
;
Lilien, David M.
;
Watson, Mark
- In:
Journal of econometrics
28
(
1985
)
3
,
pp. 307-326
Persistent link: https://www.econbiz.de/10002140444
Saved in:
7
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/10010102099
Saved in:
8
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 499-526
Persistent link: https://www.econbiz.de/10007279930
Saved in:
9
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
Watson, Mark W.
;
Engle, Robert F.
- In:
Journal of econometrics
23
(
1983
)
3
,
pp. 385-400
Persistent link: https://www.econbiz.de/10002973320
Saved in:
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