Mark W. Watson

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock, Mark W. Watson · Econometrica · 1993 · 4.9K citations

Social Sciences, Business Economics, Economics +8

Forecasting Using Principal Components From a Large Number of Predictors

James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 2002 · 3.1K citations

Computing, Data Science, Econometrics +12

Macroeconomic Forecasting Using Diffusion Indexes

James H. Stock, Mark W. Watson · Journal of Business and Economic Statistics · 2002 · 2.6K citations

Business, Economics, Forecasting +13

Inference in Linear Time Series Models with some Unit Roots

Christopher A. Sims, James H. Stock, Mark W. Watson · Econometrica · 1990 · 2.6K citations

Social Sciences, Economics, Econometrics +10

Testing for Common Trends

James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 1988 · 1.9K citations

Social Sciences, Economics, Econometrics +12