Narrow search
Showing 41 - 50 of 92
Cover Image
Low-frequency econometrics
Müller, Ulrich K.; Watson, Mark W. - 2017
Persistent link: https://www.econbiz.de/10011901897
Cover Image
Low-frequency robust cointegration testing
Müller, Ulrich K.; Watson, Mark W. - 2009
Persistent link: https://www.econbiz.de/10003878139
Cover Image
HAR inference : recommendations for practice
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Cover Image
Long-run covariability
Müller, Ulrich K.; Watson, Mark W. - 2017
Persistent link: https://www.econbiz.de/10011627684
Cover Image
Low-frequency econometrics
Müller, Ulrich K.; Watson, Mark W. - 2015
Persistent link: https://www.econbiz.de/10011350551
Cover Image
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
Cover Image
Measuring uncertainty about long-run predictions
Müller, Ulrich K.; Watson, Mark W. - In: The review of economic studies 83 (2016) 4, pp. 1711-1740
Persistent link: https://www.econbiz.de/10011656576
Cover Image
A simple MLE of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1989
Persistent link: https://www.econbiz.de/10013452141
Cover Image
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano - 2005
Persistent link: https://www.econbiz.de/10013424599
Cover Image
Applications of Kalman filtering in econometrics
Engle, Robert F. - 1985
Persistent link: https://www.econbiz.de/10013361169