Suche im EconStor Index

Filter hinzufügen:

Benutzen Sie Filter um Ihre Ergebnisse zu verfeinern.


Ergebnisse 11-20 von 40.
ErscheinungsjahrTitelAutor:innen
2004An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time SeriesBhardwaj, Geetesh; Swanson, Norman R.
2011Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidenceKim, Hyun Hak; Swanson, Norman R.
2011Information in the revision process of real-time datasetsCorradi, Valentina; Fernandez, Andres; Swanson, Norman R.
2003Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear AlternativesCorradi, Valentina; Swanson, Norman R.
2003Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak InstrumentsSwanson, Norman R.; Chao, John C.
2004Predective Density and Conditional Confidence Interval Accuracy TestsCorradi, Valentina; Swanson, Norman R.
2011Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen
2004Consistent Estimation with a Large Number of Weak InstrumentsChao, John C.; Swanson, Norman R.
2006Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi; Swanson, Norman R.
2005The incremental predictive information associated with using theoretical new Keynesian DSGE models versus simple linear alternativesKorenok, Oleg; Swanson, Norman R.