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Testing the adequacy of log versus level data transformations using macroeconomic time series

Franses, Philip Hans; Swanson, Norman R. - 1996

Persistent link: https://www.econbiz.de/10000945706

Essays in forecasting stationary and nonstationary stochastic processes

Swanson, Norman R. - 1994

Persistent link: https://www.econbiz.de/10000916507

Temporal aggregation and causality in multiple time series models

Breitung, Jörg; Swanson, Norman R. - 1998

Persistent link: https://www.econbiz.de/10000992528

Robust forecast comparison

Jin, Sainan; Corradi, Valentina; Swanson, Norman R. - 2015

alternatives. In addition to the stationary case, we outline theory extending our tests to the case of heterogeneity induced by …

Persistent link: https://www.econbiz.de/10010527192

Forecast evaluation

Cheng, Mingmian; Swanson, Norman R.; Yao, Chun - In: Macroeconomic forecasting in the era of big data : …, (pp. 495-537). 2020

Persistent link: https://www.econbiz.de/10012160017

The block bootstrap for parameter estimation error in recursive estimation schemes, with applications to predictive evaluation

Corradi, Valentina (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001848668

Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives

Corradi, Valentina (contributor); … - 2003 - [Elektronische Ressource], Rev

Forecasters and applied econometricians are often interested in comparing the predictive accuracy of nested competing models. A leading example of nestedness is when predictive ability is equated with "out-of-sample Granger causalityʺ. In particular, it is often of interest to assess whether...