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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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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
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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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Twenty years of time series econometrics in ten pictures
Stock, James H.; Watson, Mark W. - In: The journal of economic perspectives : EP ; a journal … 31 (2017) 2, pp. 59-86
Persistent link: https://www.econbiz.de/10011741507
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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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Has the business cycle changed and why?
Stock, James H.; Watson, Mark W. - In: NBER macroeconomics annual 17 (2002), pp. 159-218
Persistent link: https://www.econbiz.de/10001780329
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Has the business cycle changed and why?
Stock, James H.; Watson, Mark W. - 2002
Persistent link: https://www.econbiz.de/10001699240
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Has the business cycle changed? : Evidence and explanations
Stock, James H.; Watson, Mark W. - In: Monetary policy and uncertainty : adapting to a …, (pp. 9-56). 2003
Persistent link: https://www.econbiz.de/10002775284
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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