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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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Credibility of confidence sets in nonstandard econometric problems
Müller, Ulrich K.; Norets, Andriy - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 6, pp. 2183-2213
Persistent link: https://www.econbiz.de/10011791223
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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene; Watson, Mark W. - Federal Reserve Bank of Chicago - 1994
Persistent link: https://www.econbiz.de/10005519104
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Testing long run neutrality
King, Robert G.; Watson, Mark W. - Federal Reserve Bank of Chicago - 1992
Persistent link: https://www.econbiz.de/10005724354
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Temporal instability of the unemployment-inflation relationship
King, Robert G. - In: Economic perspectives 19 (1995) 3, pp. 2-12
Persistent link: https://www.econbiz.de/10001180837
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Econometric forecasting : special issue
Diebold, Francis X. (contributor);  … - In: Journal of applied econometrics 11 (1996) 5, pp. 453-593
Persistent link: https://www.econbiz.de/10001209124
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Introduction to econometrics
Stock, James H.; Watson, Mark W. - 2003
Persistent link: https://www.econbiz.de/10001667408
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Vector autoregressions
Stock, James H.; Watson, Mark W. - In: The journal of economic perspectives : EP ; a journal … 15 (2001) 4, pp. 101-115
Persistent link: https://www.econbiz.de/10001639340
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Introduction to econometrics
Stock, James H.; Watson, Mark W. - 2003 - Internat. ed.
Persistent link: https://www.econbiz.de/10001788866
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Applications of Kalman filter models in econometrics
Watson, Mark W. - 1980
Persistent link: https://www.econbiz.de/10002973330