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Journal of econometrics
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1
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
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2
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:
3
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:
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
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6
Macro-econometrics
Stock, James H.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 29-32
Persistent link: https://www.econbiz.de/10001546134
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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
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:
9
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:
10
Inference in a nearly integrated autoregressive model with nonnormal innovations
Rothenberg, Thomas J.
;
Stock, James H.
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 269-286
Persistent link: https://www.econbiz.de/10006791460
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