Mark W. Watson
22 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0009-0009-9986-3466
Department of Economics, Princeton University
Publications
- Spatial Unit Roots and Spurious Regression — Econometrica 2024
- Spatial Correlation Robust Inference — Econometrica 2022
- Aggregate Implications of Changing Sectoral Trends — Journal of Political Economy 2022
- Long-Run Covariability — Econometrica 2018
- Measuring Uncertainty about Long-Run Predictions — The Review of Economic Studies 2016
- Presidents and the US Economy: An Econometric Exploration — American Economic Review 2016
- Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis — Econometrica 2015
- Inflation Persistence, the NAIRU, and the Great Recession — American Economic Review 2014
- Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production — Journal of Political Economy 2011
- Indicators for Dating Business Cycles: Cross-History Selection and Comparisons — American Economic Review 2010
- Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression — Econometrica 2008
- Testing Models of Low-Frequency Variability — Econometrica 2008 (name-matched, not ORCID-linked)
- ABCs (and Ds) of Understanding VARs — American Economic Review 2007
- Forecasting Using Principal Components From a Large Number of Predictors — Journal of the American Statistical Association 2002
- Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model — Journal of the American Statistical Association 1998
- Measures of Fit for Calibrated Models — Journal of Political Economy 1993
- Comment — Journal of the American Statistical Association 1989
- Testing for Common Trends — Journal of the American Statistical Association 1988
- Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters — Journal of the American Statistical Association 1987
- Errors in Variables and Seasonal Adjustment Procedures — Journal of the American Statistical Association 1985
- Imperfect Information and Wage Inertia in the Business Cycle: A Comment — Journal of Political Economy 1983
- A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates — Journal of the American Statistical Association 1981