Browsing All of EconStor by Author Swanson, Norman R.

Jump to a point in the index:
Showing results 1 to 20 of 43
 next >
Year of PublicationTitleAuthor(s)
2001 Let's Get Real about Using Economic DataChristoffersen, Peter; Ghysels, Eric; Swanson, Norman R.
2003 Predicting Inflation : Does The Quantity Theory Help?Bachmeier, Lance J.; Swanson, Norman R.
2003 Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear AlternativesCorradi, Valentina; Swanson, Norman R.
2003 Forecasting economic and financial time-series with non-linear modelsClements, Michael P.; Franses, Philip Hans; Swanson, Norman R.
2003 Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak InstrumentsSwanson, Norman R.; Chao, John C.
2003 Bootstrap Conditional Distribution Tests In the Presence of Dynamic MisspecificationCorradi, Valentina; Swanson, Norman R.
2003 The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive EvaluationSwanson, Norman R.; Corradi, Valentina
2003 A Test for Comparing Multiple Misspecified Conditional DistributionsCorradi, Valentina; Swanson, Norman R.
2003 Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical DataCorradi, Valentina; Swanson, Norman R.
2003 The Volume of Federal Litigation and the MacroeconomyBachmeier, Lance J.; Gaughman, Patrick; Swanson, Norman R.
2003 Bootstrap Specification Tests for Diffusion ProcessesCorradi, Valentina; Swanson, Norman R.
2003 The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests : Monte Carlo Results and a Simple TestCorradi, Valentina; Swanson, Norman R.
2003 Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias CorrectionChao, John C.; Swanson, Norman R.
2004 Predective Density and Conditional Confidence Interval Accuracy TestsCorradi, Valentina; Swanson, Norman R.
2004 Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak InstrumentsChao, John C.; Swanson, Norman R.
2004 Consistent Estimation with a Large Number of Weak InstrumentsChao, John C.; Swanson, Norman R.
2004 An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time SeriesBhardwaj, Geetesh; Swanson, Norman R.
2004 Predictive Density EvaluationCorradi, Valentina; Swanson, Norman R.
2004 Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model SelectionCorradi, Valentina; Swanson, Norman R.
2005 The incremental predictive information associated with using theoretical new Keynesian DSGE models versus simple linear alternativesKorenok, Oleg; Swanson, Norman R.