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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
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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 136 (2007) 2, pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
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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
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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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
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An introduction to stochastic unit-root processes
Granger, C. W. J. - In: Journal of econometrics 80 (1997) 1, pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
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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
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Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong; Swanson, Norman R. - In: Journal of econometrics 182 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010497154