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A procedure for predicting recessions with leading indicators : econometric issues and recent experience
Stock, James H.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10000136624
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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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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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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
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Business cycle properties of selected US economic time series ; App.
Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000793289
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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 probability model of the coincident economic indicators
Stock, James H.; Watson, Mark W. - 1988
Persistent link: https://www.econbiz.de/10000757939
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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