1993
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
James H. Stock, Mark W. Watson
EconometricaTop-listed
5.1k
cites
Researcher
Mark W. Watson is a Economics scholar at National Bureau of Economic Research. Research spans Economic Theory and Policy, Economic theories and models, Market Dynamics and Volatility. 311 works, 59k citations (h-index 94).
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Affiliation on publications · National Bureau of Economic Research
James H. Stock, Mark W. Watson
EconometricaTop-listed
James H. Stock, Mark W. Watson
Journal of the American Statistical AssociationTop-listed
James H. Stock, Mark W. Watson
Journal of Business and Economic StatisticsTop-listed