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Heteroskedasticity-robust standard errors for fixed effects panel data regression
Stock, James H.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003340022
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Empirical bayes forecasts of one time series using many predictors
Knox, Thomas A.; Stock, James H.; Watson, Mark W. - 2001
Persistent link: https://www.econbiz.de/10001569251
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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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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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A simple MLE of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1989
Persistent link: https://www.econbiz.de/10013452141
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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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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene - 1994
Persistent link: https://www.econbiz.de/10000920895
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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T. - 1994
Persistent link: https://www.econbiz.de/10000920922
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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
Stock, James H. - 1991
Persistent link: https://www.econbiz.de/10013452202