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DateTitle Authors
2004 Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott FilterSchlicht, Ekkehart
2002 Simultaneously Modelling Conditional Heteroskedasticity and Scale ChangeFeng, Yuanhua
2013 A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominanceCorradi, Valentina / Swanson, Norman
2013 Density and conditional distribution based specification analysisDuong, Diep / Swanson, Norman
2013 Diffusion index model specification and estimation using mixed frequency datasetsKihwan, Kim / Swanson, Norman
1996 Mean Reversion in EMS Exchange RatesMizrach, Bruce
2013 Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures MarketsCavalierea, Giuseppe / Ørregard Nielsen, Morten / Taylor, A. M. Robert
2009 Monetary policy implementation and overnight rate persistenceNautz, Dieter / Scheithauer, Jan
2005 Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemesCorradi, Valentina / Swanson, Norman R.
2008 Revisitando a função de reação fiscal no Brasil pós-real: Uma abordagem de mudanças de regimeMendonça, Mário Jorge / dos Santos, Cláudio H.

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