Mark W. Watson

Available identifiers

zbMath Open watson.mark-wMaRDI QIDQ291867

List of research outcomes

Publication	Date of Publication	Type
Generalized Shrinkage Methods for Forecasting Using Many Predictors	2025-01-20	Paper
HAR Inference: Recommendations for Practice	2024-10-23	Paper
HAR Inference: Recommendations for Practice Rejoinder	2024-10-23	Paper
Spatial correlation robust inference	2024-05-13	Paper
Spatial Correlation Robust Inference in Linear Regression and Panel Models	2024-03-06	Paper
Inference in structural vector autoregressions identified with an external instrument	2021-10-26	Paper
Long-Run Covariability	2019-03-29	Paper
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis	2019-01-30	Paper
Measuring Uncertainty about Long-Run Predictions	2019-01-23	Paper
https://portal.mardi4nfdi.de/entity/Q4593683	2017-11-22	Paper
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series	2016-06-10	Paper
Estimating turning points using large data sets	2014-08-06	Paper
Consistent factor estimation in dynamic factor models with structural instability	2014-06-06	Paper
Low-frequency robust cointegration testing	2014-03-18	Paper
Testing Models of Low-Frequency Variability	2008-11-14	Paper
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression	2008-03-19	Paper
Forecasting Using Principal Components From a Large Number of Predictors	2004-06-10	Paper
System reduction and solution algorithms for singular linear difference systems under rational expectations	2003-03-12	Paper
Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model	1998-08-09	Paper
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems	1994-11-30	Paper
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems	1993-07-01	Paper
Inference in Linear Time Series Models with some Unit Roots	1990-01-01	Paper
Recursive solution methods for dynamic linear rational expectations models	1989-01-01	Paper
Testing for Common Trends	1988-01-01	Paper
The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality	1988-01-01	Paper
Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters	1987-01-01	Paper
Errors in Variables and Seasonal Adjustment Procedures	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3700658	1984-01-01	Paper
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models	1983-01-01	Paper

Research outcomes over time

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