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~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Statistical test"
~subject:"Statistische Verteilung"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Estimation theory
Statistical test
Statistische Verteilung
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16
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10
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10
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Swanson, Norman R.
12
Corradi, Valentina
7
Chao, John C.
3
Woutersen, Tiemen
2
Distaso, Walter
1
Duong, Diep
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Granger, C. W. J.
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
39
Working Paper
5
Discussion paper / Department of Economics, University of California San Diego
3
Working papers / Department of Economics, Eller College
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Cowles Foundation discussion paper
2
Econometric theory
2
Econometrics : open access journal
2
Essays in honor of Jerry Hausman
2
FRB of Philadelphia Working Paper
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Macroeconomic dynamics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Applied financial economics
1
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1
Discussion paper / Tinbergen Institute
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Discussion papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Oxford bulletin of economics and statistics
1
Time-series methods and applications
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Working papers / Department of Economics, The Johns Hopkins University
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1
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
2
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:
3
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:
4
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:
5
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
6
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:
7
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
8
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:
9
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:
10
Predictive density and conditional confidence interval accuracy tests
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 187-228
Persistent link: https://www.econbiz.de/10003376082
Saved in:
1
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