Mark W. Watson : Citation Profile

Princeton University

68

H index

95

i10 index

31979

Citations

RESEARCH PRODUCTION:

90

Articles

86

Papers

1

Books

16

Chapters

EDITOR:

7

Books edited

RESEARCH ACTIVITY:

   41 years (1982 - 2023). See details.
   Cites by year: 779
   Journals where Mark W. Watson has often published
   Relations with other researchers
   Recent citing documents: 942.    Total self citations: 69 (0.22 %)

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   Permalink: http://citec.repec.org/pwa582
   Updated: 2025-03-15    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark W. Watson.

Is cited by:

Marcellino, Massimiliano (428)

GUPTA, RANGAN (361)

Giannone, Domenico (167)

Kapetanios, George (164)

Koop, Gary (154)

Pesaran, Mohammad (152)

Korobilis, Dimitris (151)

Forni, Mario (151)

Miller, Stephen (146)

Clark, Todd (143)

Reichlin, Lucrezia (142)

Cites to:

Stock, James (86)

Reichlin, Lucrezia (79)

Forni, Mario (52)

Giannone, Domenico (40)

Sims, Christopher (36)

Ng, Serena (36)

Lippi, Marco (33)

Bai, Jushan (33)

Hallin, Marc (30)

Christiano, Lawrence (29)

King, Robert (27)

Main data

Production by document typearticlebookchapterpaper198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230100200300Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250k1k2kCitations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230k2k4k6kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 68Most cited documents123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869700k1k2k3kNumber of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030255075h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Mark W. Watson has published?

Journals with more than one article published# docs
Journal of Econometrics8
Journal of Business & Economic Statistics7
American Economic Review6
Journal of Money, Credit and Banking5
Journal of Economic Perspectives4
Econometrica4
The Review of Economics and Statistics4
Journal of Monetary Economics3
Brookings Papers on Economic Activity3
Journal of Political Economy3
Economic Quarterly3
Proceedings3
Carnegie-Rochester Conference Series on Public Policy2
Proceedings - Economic Policy Symposium - Jackson Hole2
Economic Perspectives2
Journal of Applied Econometrics2
Review2
FRBSF Economic Letter2
Econometrica2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc41
Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago13
Scholarly Articles / Harvard University Department of Economics4
Working Paper / Federal Reserve Bank of Richmond2
Working Paper Series / Federal Reserve Bank of San Francisco2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Mark W. Watson (2025 and 2024)

Year  ↓Title of citing document  ↓
2024.

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2024Why Is Productivity Slowing Down?. (2024). Lafond, François ; Koutroumpis, Pantelis ; Goldin, Ian ; Winkler, Julian. In: Journal of Economic Literature. RePEc:aea:jeclit:v:62:y:2024:i:1:p:196-268.

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2024Unconventional monetary policy in a high-inflation regime: evidence from Argentina. (2024). Baioni, Tomás ; Toms, Baioni. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4709.

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2024Institutional quality and sustainability: empirical study in 11 MENA countries. (2024). Sari Hassoun, Salaheddine ; Chekouri, Sidi Mohamed ; Chibi, Abderrahim ; Sari-Hassoun, Salaheddine. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:129-152.

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2024The effect of population ageing on savings: a time series analysis for Türkiye. (2024). Karagz, Kadir. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:153-164.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2025A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2024Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2024Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

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2024To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

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2025(When) should you adjust inferences for multiple hypothesis testing?. (2021). Wüthrich, Kaspar ; Niehaus, Paul ; Wuthrich, Kaspar ; Viviano, Davide. In: Papers. RePEc:arx:papers:2104.13367.

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2024Revisiting Event Study Designs: Robust and Efficient Estimation. (2021). Spiess, Jann ; Jaravel, Xavier ; Borusyak, Kirill. In: Papers. RePEc:arx:papers:2108.12419.

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2024CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2024Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2024Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

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2024Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2024Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

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2024Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2024Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2024Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996.

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2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2024Disentangling Structural Breaks in High Dimensional Factor Models. (2023). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178.

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2024Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2025GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2024Adapting to Misspecification. (2023). Kline, Patrick ; Sun, Liyang ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265.

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2025Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2024Significance Bands for Local Projections. (2023). Kuersteiner, Guido ; Jorda, Oscar ; Inoue, Atsushi. In: Papers. RePEc:arx:papers:2306.03073.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2024Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067.

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2024Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2024Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

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2024A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2024Uncertainty of Supply Chains: Risk and Ambiguity. (2024). Kancs, D'Artis. In: Papers. RePEc:arx:papers:2405.03451.

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2025Kernel Three Pass Regression Filter. (2024). Padha, Daanish ; Jat, Rajveer. In: Papers. RePEc:arx:papers:2405.07292.

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More than 100 citations found, this list is not complete...

Mark W. Watson has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Mark W. Watson:

Year  ↓Title  ↓Type  ↓Cited  ↓
2010Indicators for Dating Business Cycles: Cross-History Selection and Comparisons In: American Economic Review.
[Full Text][Citation analysis]		article55
2014Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review.
[Full Text][Citation analysis]		article61
2016Presidents and the US Economy: An Econometric Exploration In: American Economic Review.
[Full Text][Citation analysis]		article89
2014Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2014Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
1991Stochastic Trends and Economic Fluctuations. In: American Economic Review.
[Full Text][Citation analysis]		article858
1991Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has nother version. Agregated cites: 858		paper
1987Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 858		paper
1994Business-Cycle Durations and Postwar Stabilization of the U.S. Economy. In: American Economic Review.
[Full Text][Citation analysis]		article125
1992Business cycle durations and postwar stabilization of the U.S. economy.(1992) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has nother version. Agregated cites: 125		paper
1992Business Cycle Durations and Postwar Stabilization of the U.S. Economy.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 125		paper
2007ABCs (and Ds) of Understanding VARs In: American Economic Review.
[Full Text][Citation analysis]		article374
2010Relative Goods Prices, Pure Inflation, and the Phillips Correlation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article78
2007Relative Goods Prices, Pure Inflation, and the Phillips Correlation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2003Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature.
[Full Text][Citation analysis]		article1009
2001Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1009		article
2001Forecasting Output and Inflation: The Role of Asset Prices.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1009		paper
1997The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article343
2001Vector Autoregressions In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article599
1988Variable Trends in Economic Time Series. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article225
2017Twenty Years of Time Series Econometrics in Ten Pictures In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article50
2002Forecasting Using Principal Components From a Large Number of Predictors In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article1628
1996Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics.
[Citation analysis]		article684
1994Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has nother version. Agregated cites: 684		paper
1994Evidence on Structural Instability in Macroeconomic Time Series Relations.(1994) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 684		paper
1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article8
1999Special Section on Consumer Price Research: Introduction. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1
2002Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1395
2007Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article167
1987Vector Autoregressions and Reality: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2
1988A Reexamination of Friedmans Consumption Puzzle: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
1997Systematic Monetary Policy and the Effects of Oil Price Shocks In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article1085
2012Disentangling the Channels of the 2007-09 Recession In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article347
2017The Disappointing Recovery of Output after 2009 In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article133
2017The Disappointing Recovery of Output after 2009.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133		paper
2017The Disappointing Recovery of Output after 2009.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133		paper
2012Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper44
2012Inflation and Unit Labor Cost.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2005A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper544
2006A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 544		article
2005A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 544		paper
2007Relative Goods’ Prices and Pure Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
1995Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified In: Econometric Theory.
[Full Text][Citation analysis]		article126
1988Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper463
1988Sources of Business Cycle Fluctuations.(1988) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 463		chapter
1988Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 463		paper
1985Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal.
[Full Text][Citation analysis]		article107
1990Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica.
[Full Text][Citation analysis]		article1497
1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica.
[Full Text][Citation analysis]		article2384
1991A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has nother version. Agregated cites: 2384		paper
2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica.
[Full Text][Citation analysis]		article331
2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2008) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 331		paper
2006Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2006) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 331		paper
2008Testing Models of Low-Frequency Variability In: Econometrica.
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