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Nearly optimal tests when a nuisance parameter is present under the null hypothesis
Elliott, Graham; Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 771-811
Persistent link: https://www.econbiz.de/10011350606
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Measures of fit for calibrated models
Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10000816610
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Measures of fit for calibrated models
Watson, Mark W. - In: Journal of political economy 101 (1993) 6, pp. 1011-1041
Persistent link: https://www.econbiz.de/10001153969
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Measures of fit for calibrated models
Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10013452201
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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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Evidence on structural instability in macroeconomic time series relations /James H. Stock; Mark W. Watson
Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000920892
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Evidence on structural instability in macroeconomic time series relations
Stock, James H. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
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Inference in linear time series models with some unit roots
Sims, Christopher A. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001084874
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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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