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The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation

Swanson, Norman R.; Corradi, Valentina - 2003

n.a.

Persistent link: https://www.econbiz.de/10010263214

A consistent test for nonlinear out of sample predictive accuracy

Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 110 (2002) 2, pp. 353-381

Persistent link: https://www.econbiz.de/10001703526

Out-of-sample tests or granger causality

Chao, John; Corradi, Valentina; Swanson, Norman R. - In: Macroeconomic dynamics 5 (2001) 4, pp. 598-620

Persistent link: https://www.econbiz.de/10001625176

A consistent test for nonlinear out of sample predictive accuracy

Corradi, Valentina; Swanson, Norman R. - 2000

Persistent link: https://www.econbiz.de/10001542538

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

Money and output viewed through a rolling window

Swanson, Norman R. - In: Journal of monetary economics 41 (1998) 3, pp. 455-473

Persistent link: https://www.econbiz.de/10001239596

[Rezension von: Pearl, Judea, Causality: models, reasoning, and inference]

Swanson, Norman R. - In: Journal of economic literature 40 (2002) 3, pp. 925-926

Persistent link: https://www.econbiz.de/10001735700

The Volume of Federal Litigation and the Macroeconomy

Bachmeier, Lance J.; Gaughman, Patrick; Swanson, Norman R. - 2003

In this paper we examine the extent to which fluctuations in a number of macroeconomic variables impact on the volume of federal litigation cases. In particular, the impact of aggregate U.S. GDP, consumption, inflation, unemployment, and interest rates on the volume of antitrust, bankruptcy,...

Persistent link: https://www.econbiz.de/10010270578

Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions

Swanson, Norman R.; Granger, C. W. J. - 1992

Persistent link: https://www.econbiz.de/10000853659

Temporal aggregation and causality in multiple time series models

Breitung, Jörg; Swanson, Norman R. - 1998

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