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An introduction to stochastic unit root processes
Granger, C. W. J.; Swanson, Norman R. - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892000
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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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Information in the revision process of real-time datasets
Corradi, Valentina; Fernández, Andrés; Swanson, Norman R. - 2008
Persistent link: https://www.econbiz.de/10003767421
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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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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/10003359634
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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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Predictive density evaluation
Corradi, Valentina; Swanson, Norman R. - 2006
Persistent link: https://www.econbiz.de/10003338397
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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
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Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina; Swanson, Norman R. - 2009
Persistent link: https://www.econbiz.de/10003893393