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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
Persistent link: https://www.econbiz.de/10007391012
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Predictive density and conditional confidence interval accuracy tests
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 135 (2006) 1, pp. 187-228
Persistent link: https://www.econbiz.de/10007279940
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Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - In: Journal of econometrics 135 (2006) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10007279948
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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/10007287902
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A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks
Swanson, Norman R.; White, Halbert - In: The review of economics and statistics 79 (1997) 4, pp. 540-550
Persistent link: https://www.econbiz.de/10007364289
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TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION
Chao, John C.; Swanson, Norman R. - In: Macroeconomic dynamics 4 (2000) 1, pp. 42-72
Persistent link: https://www.econbiz.de/10006042241
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Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
Swanson, Norman R.; Granger, Clive W.J. - In: Journal of the American Statistical Association : JASA 92 (1997) 437, pp. 357-367
Persistent link: https://www.econbiz.de/10006631257
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An introduction to stochastic unit-root processes
Granger, Clive W.J.; Swanson, Norman R. - In: Journal of econometrics 80 (1997) 1, pp. 35-62
Persistent link: https://www.econbiz.de/10006791930
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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, pp. 539-578
Persistent link: https://www.econbiz.de/10006747783
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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/10006749145