Standout Papers

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1988 2026 2000 2013 3.2k
  1. A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)
    James H. Stock, Mark W. Watson Econometrica
  2. Forecasting Using Principal Components From a Large Number of Predictors (2002)
    James H. Stock, Mark W. Watson Journal of the American Statistical Association
  3. Macroeconomic Forecasting Using Diffusion Indexes (2002)
    James H. Stock, Mark W. Watson Journal of Business and Economic Statistics
  4. Inference in Linear Time Series Models with some Unit Roots (1990)
    Christopher A. Sims, James H. Stock et al. Econometrica
  5. Testing for Common Trends (1988)
    James H. Stock, Mark W. Watson Journal of the American Statistical Association
  6. Introduction to Econometrics (2002)
    James H. Stock, Mark W. Watson Medical Entomology and Zoology
  7. Why Has U.S. Inflation Become Harder to Forecast? (2007)
    James H. Stock, Mark W. Watson Journal of money credit and banking
  8. Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)
    Ben Bernanke, Mark Gertler et al. Brookings Papers on Economic Activity
  9. Forecasting inflation (1999)
    James H. Stock, Mark W. Watson Journal of Monetary Economics
  10. Combination forecasts of output growth in a seven‐country data set (2004)
    James H. Stock, Mark W. Watson Journal of Forecasting
  11. Forecasting Output and Inflation: The Role of Asset Prices (2003)
    James H. Stock, Mark W. Watson Journal of Economic Literature
  12. Vector Autoregressions (2001)
    James H. Stock, Mark W. Watson The Journal of Economic Perspectives
  13. Forecasting Output and Inflation: The Role of Asset Prices (2003)
    James H. Stock, Mark W. Watson Journal of Economic Literature
  14. Univariate detrending methods with stochastic trends (1986)
    Mark W. Watson Journal of Monetary Economics
  15. Disentangling the Channels of the 2007–09 Recession (2012)
    James H. Stock, Mark W. Watson Brookings Papers on Economic Activity
  16. Encyclopedia of Statistical Sciences. (1989)
    Judith M. Tanur, George Casella et al. Journal of the American Statistical Association
  17. Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (2008)
    James H. Stock, Mark W. Watson Econometrica
  18. Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (2018)
    James H. Stock, Mark W. Watson The Economic Journal
  19. Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models (1983)
    Mark W. Watson, Robert F. Engle Journal of Econometrics
  20. ABCs (and Ds) of Understanding VARs (2007)
    Jesús Fernández‐Villaverde, Juan Francisco Rubio-Ramı́rez et al. American Economic Review

Immediate Impact

26 by Nobel laureates 8 from Science/Nature 113 standout
Sub-graph 1 of 18

Citing Papers

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2020 StandoutScience
22 intermediate papers

Works of Mark W. Watson being referenced

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
1993 Standout
Encyclopedia of Statistical Sciences.
1989 Standout
and 5 more

Author Peers

Author Last Decade Papers Cites
Mark W. Watson 17149 19324 8726 127 26.7k
Christopher A. Sims 16073 18322 7374 133 24.4k
Bruce E. Hansen 10613 16668 7094 83 22.8k
James D. Hamilton 16014 23476 13028 110 32.9k
David A. Dickey 17819 25908 10724 94 39.3k
Donald W. K. Andrews 11336 15835 7846 141 23.4k
Søren Johansen 23149 28329 11896 165 37.7k
Pierre Perrón 22361 30236 12328 140 37.9k
James H. Stock 20260 26089 11186 182 38.9k
Francis X. Diebold 14331 27159 21263 236 36.6k
Lars Peter Hansen 9914 15630 12594 159 24.6k

All Works

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2026