Browsing All of EconStor by Author Swanson, Norman

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Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2007 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry; Newey, Whitney; Chao, John; Swanson, Norman
2010 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John; Swanson, Norman
2011 Real-time datasets really do make a difference: Definitional change, data release, and forecastingFernandez, Andres; Swanson, Norman
2011 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John; Swanson, Norman
2011 Diffusion index models and index proxies: Recent results and new directionsArmah, Nii Ayi; Swanson, Norman
2011 Empirical evidence on jumps and large fluctuations in individual stocksDoung, Diep; Swanson, Norman
2011 Volatility in discrete and continuous time models: A survey with new evidence on large and small jumpsDuong, Diep; Swanson, Norman
2011 Some variables are more worthy than others: New diffusion index evidence on the monitoring of key economic indicatorsArmah, Nii Ayi; Swanson, Norman
2011 Predictive density construction and accuracy testing with multiple possibly misspecified diffusion modelsCorradi, Valentina; Swanson, Norman
2012 Combining two consistent estimatorsChao, John; Hausman, Jerry; Newey, Whitney; Swanson, Norman; Woutersen, Tiemen
2013 Prediction and simulation using simple models characterized by nonstationarity and seasonalitySwanson, Norman; Urbach, Richard
2013 Mining big data using parsimonious factor and shrinkage methodsKim, Hyun Hak; Swanson, Norman
2013 A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominanceCorradi, Valentina; Swanson, Norman
2013 An expository note on the existence of moments of Fuller and HFUL estimatorsChao, John; Hausman, Jerry; Newey, Whitney; Swanson, Norman; Woutersen, Tiemen
2013 Diffusion index model specification and estimation using mixed frequency datasetsKihwan, Kim; Swanson, Norman
2013 Density and conditional distribution based specification analysisDuong, Diep; Swanson, Norman
2015 Robust forecast comparisonJin, Sainan; Corradi, Valentina; Swanson, Norman