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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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Long-run covariability
Müller, Ulrich K.; Watson, Mark W. - 2017
Persistent link: https://www.econbiz.de/10011627684
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Testing models of low-frequency variability
Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 979-1016
Persistent link: https://www.econbiz.de/10003765857
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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.; Watson, Mark W. - 1993
Persistent link: https://www.econbiz.de/10000892028
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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
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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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Business cycle fluctuations in US macroeconomic time series
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000663354
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Testing for common trends
Stock, James H.; Watson, Mark W. - 1986
Persistent link: https://www.econbiz.de/10000696269
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A comparison of linear and nonlinear univariate models for forcasting macroeconomic time series
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000671211
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170