[1] Watson has published widely cited articles in these areas, and is the co-author of Introduction to Econometrics, a leading undergraduate textbook.
[5] Aggregate Implications of Changing Sectoral Trends (with Andrew Foerster, Andreas Hornstein, and Pierre-Daniel Sarte), Revised Jul.
2020 Low-Frequency Analysis of Economic Time Series (with Ulrich Müller ), September 2020, Draft Chapter for the Handbook of Econometrics, Vol.
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 (with James H. Stock), NBER WP 3376 1990.
Confidence Sets in Regressions with Highly Serially Correlated Regressors (with James H. Stock), Revised December 1996.