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Results 31-40 of 40.
Year of PublicationTitleAuthor(s)
2011Testing overidentifying restrictions with many instruments and heteroskedasticityChao, John C.; Hausman, Jerry A.; Newey, Whitney K.; Swanson, Norman R.; Woutersen, Tiemen
2003Bootstrap Specification Tests for Diffusion ProcessesCorradi, Valentina; Swanson, Norman R.
2003Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias CorrectionChao, John C.; Swanson, Norman R.
2006How sticky is sticky enough?: A distributional and impulse response analysis of new Keynesian DSGE modelsKorenok, Oleg; Swanson, Norman R.
2013Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility predictionDuong, Diep; Swanson, Norman R.
2011International evidence on the efficacy of new-Keynesian models of inflation persistenceKorenok, Oleg; Radchenko, Stanislav; Swanson, Norman R.
2003The Volume of Federal Litigation and the MacroeconomyBachmeier, Lance J.; Gaughman, Patrick; Swanson, Norman R.
2005A predictive comparison of some simple long memory and short memory models of daily US stock returns, with emphasis on business cycle effectsBhardwaj, Geetesh; Swanson, Norman R.
2003Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical DataCorradi, Valentina; Swanson, Norman R.
2011In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008Cai, Lili; Swanson, Norman R.