The following pages link to Norman R. Swanson (Q197312):
Displaying 44 items.
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
- Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- The econometric consequences of the ceteris paribus condition in economic theory (Q1574215) (← links)
- Testing for jumps and jump intensity path dependence (Q1753059) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- A test for the distributional comparison of simulated and historical data (Q1927606) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
- Out-of-sample tests for Granger causality (Q2783447) (← links)
- Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
- ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (Q3224038) (← links)
- Predictive Inference for Integrated Volatility (Q3225812) (← links)
- Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps (Q3295718) (← links)
- Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps (Q3295735) (← links)
- Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data (Q3368186) (← links)
- Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets (Q3368219) (← links)
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
- Temporal aggregation and spurious instantaneous causality in multiple time series models (Q3440771) (← links)
- Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations (Q4248111) (← links)
- Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074) (← links)
- TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION (Q4496475) (← links)
- Instrumental variable estimation with heteroskedasticity and many instruments (Q4559975) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
- Combining Two Consistent Estimators (Q5133574) (← links)
- An Expository Note on the Existence of Moments of Fuller and HFUL Estimators (Q5133576) (← links)
- Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession (Q5139429) (← links)
- Chapter 14 A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects (Q5294115) (← links)
- ROBUST FORECAST COMPARISON (Q5371152) (← links)
- Consistent Estimation with a Large Number of Weak Instruments (Q5393895) (← links)
- A new definition for time-dependent price mean reversion in commodity markets (Q5940889) (← links)
- Predictive ability with cointegrated variables (Q5952956) (← links)
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments (Q6108326) (← links)
- Comment (Q6667084) (← links)
