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Applications of Kalman filtering in econometrics
Engle, Robert F. - 1985
Persistent link: https://www.econbiz.de/10013361169
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A test for regression coefficient stability when a parameter is identified only under the alternative
Watson, Mark W. - 1982
Persistent link: https://www.econbiz.de/10001532164
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Seasonal adjustment with measurement error present
Hausman, Jerry; Watson, Mark - 1983
Persistent link: https://www.econbiz.de/10002741938
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Seasonal adjustment with measurement error present
Hausman, Jerry; Watson, Mark - 1983
Persistent link: https://www.econbiz.de/10001531507
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Measuring changes in the value of the numeraire
Reis, Ricardo; Watson, Mark W. - 2007
This paper estimates a common component in many price series that has an equiproportional effect on all prices. Changes in this component can be interpreted as changes in the value of the numeraire since, by definition, they leave all relative prices unchanged. The first aim of the paper is to...
Persistent link: https://www.econbiz.de/10010260598
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Are business cycles all alike?
Blanchard, Olivier J.; Watson, Mark W. - 1984
Persistent link: https://www.econbiz.de/10001917427
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Bubbles, rational expectations and financial markets
Blanchard, Olivier J.; Watson, Mark W. - 1982
Persistent link: https://www.econbiz.de/10001917446
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Testing the interpretation of indices in a macroeconomic index model
Watson, Mark W.; Kraft, Dennis F. - 1982
Persistent link: https://www.econbiz.de/10001531704
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A dynamic model of housing price
Engle, Robert F. (contributor); Lilien, David M. (contributor) - 1982
Persistent link: https://www.econbiz.de/10001532024