Browsen in EconStor gesamt nach Autor:innen Swanson, Norman


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