The following pages link to Mark W. Watson (Q291867):
Displaying 27 items.
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (Q156121) (← links)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models (Q790575) (← links)
- Recursive solution methods for dynamic linear rational expectations models (Q911206) (← links)
- The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality (Q1104684) (← links)
- System reduction and solution algorithms for singular linear difference systems under rational expectations (Q1863713) (← links)
- Inference in structural vector autoregressions identified with an external instrument (Q2236882) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Estimating turning points using large data sets (Q2511794) (← links)
- Inference in Linear Time Series Models with some Unit Roots (Q3212160) (← links)
- Testing Models of Low-Frequency Variability (Q3535755) (← links)
- (Q3700658) (← links)
- Errors in Variables and Seasonal Adjustment Procedures (Q3709759) (← links)
- Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters (Q3766677) (← links)
- Testing for Common Trends (Q3827458) (← links)
- Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (Q3839609) (← links)
- Forecasting Using Principal Components From a Large Number of Predictors (Q4468514) (← links)
- (Q4593683) (← links)
- Measuring Uncertainty about Long-Run Predictions (Q4610832) (← links)
- Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis (Q4614276) (← links)
- Long-Run Covariability (Q4630012) (← links)
- Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (Q5449869) (← links)
- Spatial correlation robust inference (Q6536502) (← links)
- HAR Inference: Recommendations for Practice (Q6623204) (← links)
- HAR Inference: Recommendations for Practice Rejoinder (Q6623209) (← links)
- Generalized Shrinkage Methods for Forecasting Using Many Predictors (Q6666888) (← links)
