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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
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Comments on: "A vector error-correction forecasting model of the US economy"
Swanson, Norman R. - In: Journal of macroeconomics 24 (2002) 4, pp. 599-606
Persistent link: https://www.econbiz.de/10001729049
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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
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Assessing market microstructure effects via realized volatility measures with an application to the Dow Jones Industrial Average stocks
Awartani, Basel; Corradi, Valentina; Distaso, Walter - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 251-265
Persistent link: https://www.econbiz.de/10003885789
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - In: Journal of econometrics 117 (2003) 2, pp. 207-244
Persistent link: https://www.econbiz.de/10001799064
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - 2000
Persistent link: https://www.econbiz.de/10001542536
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Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi; Swanson, Norman R. - 2008
Persistent link: https://www.econbiz.de/10003763975
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Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
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A predictive comparison of some simple long- and short memory models of daily US stock returns, with emphasis on business cycle effects
Bhardwaj, Geetesh; Swanson, Norman R. - In: Nonlinear time series analysis of business cycles, (pp. 379-405). 2006
Persistent link: https://www.econbiz.de/10003309394
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Real-time datasets really do make a difference : definitional change, data release, and forecasting
Fernández, Andrés; Swanson, Norman R. - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003893374