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Variable trends in economic time series
Stock, James H. - In: The journal of economic perspectives : EP ; a journal … 2 (1988) 3, pp. 147-174
Persistent link: https://www.econbiz.de/10001065157
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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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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene - 1994
Persistent link: https://www.econbiz.de/10000920895
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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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Time series and spectral methods in econometrics
Granger, C. W. J.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10001327468
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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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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene - In: The review of economics and statistics 79 (1997) 2, pp. 184-200
Persistent link: https://www.econbiz.de/10001222497
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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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Low-frequency econometrics
Müller, Ulrich K.; Watson, Mark W. - 2015
Persistent link: https://www.econbiz.de/10011350551