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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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Univariate detrending methods with stochastic trends
Watson, Mark W. - In: Journal of monetary economics 18 (1986) 1, pp. 49-75
Persistent link: https://www.econbiz.de/10001025027
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Vector autoregressions and cointegration
Watson, Mark W. - 1993
Persistent link: https://www.econbiz.de/10000892029
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How accurate are real-time estimates of output trends and gaps?
Watson, Mark W. - In: Economic quarterly 93 (2007) 2, pp. 143-161
Persistent link: https://www.econbiz.de/10003507701
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Univariate detrending method with stochastic trends
Watson, Mark W. - 1985
Persistent link: https://www.econbiz.de/10013361180
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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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Business cycle fluctuations in US macroeconomic time series
Stock, James H.; Watson, Mark W. - 1999
Persistent link: https://www.econbiz.de/10001435148
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A dynamic factor model framework for forecast combination
Chan, Yeung Lewis; Stock, James H.; Watson, Mark W. - In: Spanish economic review : SER 1 (1999) 2, pp. 91-121
Persistent link: https://www.econbiz.de/10001463538
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Business cycle properties of selected US economic time series : 1959 - 1988
Stock, James H.; Watson, Mark W. - 1990
Persistent link: https://www.econbiz.de/10000793287
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Business cycle properties of selected US economic time series ; [Hauptbd.]
Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000793288