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Vector autoregressions and cointegration
Watson, Mark W. - 1994
Persistent link: https://www.econbiz.de/10001327599
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Measures of fit for calibrated models
Watson, Mark W. - In: Journal of political economy 101 (1993) 6, pp. 1011-1041
Persistent link: https://www.econbiz.de/10001153969
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Testing long run neutrality
King, Robert G.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10000136752
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Introduction to econometrics
Stock, James H.; Watson, Mark W. - 2007 - 2. ed., Pearson international ed.
Persistent link: https://www.econbiz.de/10000322210
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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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Money, prices, interest rates and the business cycle
King, Robert G.; Watson, Mark W. - 1995
Persistent link: https://www.econbiz.de/10000917725
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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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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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Business cycle properties of selected US economic time series : 1959 - 1988
Stock, James H.; Watson, Mark W. - 1990
Persistent link: https://www.econbiz.de/10000793287
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Business cycle properties of selected US economic time series ; [Hauptbd.]
Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000793288