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An econometric model of international long-run growth dynamics
Müller, Ulrich K.; Stock, James H.; Watson, Mark W. - 2019
Persistent link: https://www.econbiz.de/10012174807
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Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson
Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 563-564
Persistent link: https://www.econbiz.de/10012249374
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HAR inference : recommendations for practice : rejoinder
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 574-575
Persistent link: https://www.econbiz.de/10012249385
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An econometric model of international growth dynamics for long-horizon forecasting
Müller, Ulrich K.; Stock, James H.; Watson, Mark W. - In: The review of economics and statistics 104 (2022) 5, pp. 857-876
Persistent link: https://www.econbiz.de/10013407538
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Low-frequency robust cointegration testing
Müller, Ulrich K.; Watson, Mark W. - In: Journal of econometrics 174 (2013) 2, pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
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Measuring uncertainty about long-run prediction
Müller, Ulrich K.; Watson, Mark W. - 2013
Persistent link: https://www.econbiz.de/10009730746
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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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Low-frequency econometrics
Müller, Ulrich K.; Watson, Mark W. - 2017
Persistent link: https://www.econbiz.de/10011901897
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Low-frequency robust cointegration testing
Müller, Ulrich K.; Watson, Mark W. - 2009
Persistent link: https://www.econbiz.de/10003878139
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Long-run covariability
Müller, Ulrich K.; Watson, Mark W. - 2017
Persistent link: https://www.econbiz.de/10011627684