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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.; Watson, Mark W. - 1993
Persistent link: https://www.econbiz.de/10000892028
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Evidence on structural instability in macroeconomic time series relations
Stock, James H.; Watson, Mark W. - 1994
Persistent link: https://www.econbiz.de/10000896424
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Business cycle fluctuations in US macroeconomic time series
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000663354
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A comparison of linear and nonlinear univariate models for forcasting macroeconomic time series
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000671211
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
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Why has US inflation become harder to forecasts? : James H. Stock; Mark W. Watson
Stock, James H.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003339826
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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Testing models of low-frequency variability
Müller, Ulrich K.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003389841
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A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003213738
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Implications of dynamic factor models for VAR analysis
Stock, James H.; Watson, Mark W. - 2005
Persistent link: https://www.econbiz.de/10003029669