//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~subject:"ARMA model"
~subject:"Statistical test"
~subject:"Statistische Verteilung"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Swanson, Norman R."
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
Statistical test
Statistische Verteilung
Stochastischer Prozess
Volatilität
Theorie
16
Theory
16
Forecasting model
10
Prognoseverfahren
10
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
7
Schätztheorie
7
Statistical distribution
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Cointegration
3
IV-Schätzung
3
Instrumental variables
3
Kointegration
3
Regression analysis
3
Regressionsanalyse
3
Volatility
3
Diffusion index
2
Econometrics
2
Heteroscedasticity
2
Heteroskedasticity
2
Heteroskedastizität
2
Nichtlineare Regression
2
Nonlinear regression
2
Sampling
2
Statistischer Test
2
Stichprobenerhebung
2
Stochastic process
2
Ökonometrie
2
ARCH model
1
ARCH-Modell
1
ARMA-Modell
1
Bagging
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Swanson, Norman R.
8
Corradi, Valentina
5
Bhardwaj, Geetesh
1
Chao, John C.
1
Distaso, Walter
1
Duong, Diep
1
Hausman, Jerry A.
1
Newey, Whitney K.
1
Silvapulle, Mervyn J.
1
Woutersen, Tiemen
1
more ...
less ...
Published in...
All
Journal of econometrics
Working papers / Rutgers University, Department of Economics
20
Working Paper
5
Discussion paper / Department of Economics, University of California San Diego
2
Econometrics : open access journal
2
Journal of empirical finance
2
Macroeconomic dynamics
2
Discussion papers in economics
1
Econometric theory
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of money, credit and banking : JMCB
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Nonlinear time series analysis of business cycles
1
Oxford bulletin of economics and statistics
1
Time-series methods and applications
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for jumps and jump intensity path dependence
Corradi, Valentina
;
Silvapulle, Mervyn J.
;
Swanson, …
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 248-267
Persistent link: https://www.econbiz.de/10011974732
Saved in:
2
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
3
Testing overidentifying restrictions with many instruments and heteroskedasticity
Chao, John C.
;
Hausman, Jerry A.
;
Newey, Whitney K.
; …
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 15-21
Persistent link: https://www.econbiz.de/10010254992
Saved in:
4
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10003858447
Saved in:
5
The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
6
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
Bhardwaj, Geetesh
;
Swanson, Norman R.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 539-578
Persistent link: https://www.econbiz.de/10003298614
Saved in:
7
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
Saved in:
8
Bootstrap specification tests for diffusion processes
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 117-148
Persistent link: https://www.econbiz.de/10002439423
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->