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Applications of Kalman filter models in econometrics
Watson, Mark W. - 1980
Persistent link: https://www.econbiz.de/10002973330
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Vector autoregressions and cointegration
Watson, Mark W. - 1994
Persistent link: https://www.econbiz.de/10001327599
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Vector autoregressions and cointegration
Watson, Mark W. - 1993
Persistent link: https://www.econbiz.de/10000892029
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Seasonal adjustment with measurement error present
Hausman, Jerry A.; Watson, Mark W. - 1983
Persistent link: https://www.econbiz.de/10001531507
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Testing the interpretation of indices in a macroeconomic index model
Watson, Mark W.; Kraft, Dennis F. - 1982
Persistent link: https://www.econbiz.de/10001531704
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10000812979
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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene - 1994
Persistent link: https://www.econbiz.de/10000920895
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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene; Watson, Mark W. - 1994
Persistent link: https://www.econbiz.de/10000901620
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Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.; Watson, Mark W. - 1996
Persistent link: https://www.econbiz.de/10000945159
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How precise are estimates of the natural rate of unemployment?
Staiger, Douglas - In: Reducing inflation : motivation and strategy, (pp. 195-242). 1997
Persistent link: https://www.econbiz.de/10001323451