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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

Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction

Chao, John C.; Swanson, Norman R. - In: Journal of econometrics 137 (2007) 2, pp. 515-555

Persistent link: https://www.econbiz.de/10003441954

Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes

Corradi, Valentina; Swanson, Norman R. - In: International economic review 48 (2007) 1, pp. 67-110

Persistent link: https://www.econbiz.de/10003446751

Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger

Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - 2006

Persistent link: https://www.econbiz.de/10003376072

Predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger ; editor's introduction

Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - In: Journal of econometrics 135 (2006) 1/2, pp. 1-9

Persistent link: https://www.econbiz.de/10003376073

Predictive density and conditional confidence interval accuracy tests

Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 135 (2006) 1/2, pp. 187-228

Persistent link: https://www.econbiz.de/10003376082

Information in the revision process of real-time datasets

Corradi, Valentina; Fernández, Andrés; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 455-467

Persistent link: https://www.econbiz.de/10003913382

International evidence on the efficacy of new-Keynesian models of inflation persistence

Korenok, Oleg; Radchenko, Stanislav; Swanson, Norman R. - In: Journal of applied econometrics 25 (2010) 1, pp. 31-54

Persistent link: https://www.econbiz.de/10008666817

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. - In: Econometric reviews 29 (2010) 5/6, pp. 476-510

Persistent link: https://www.econbiz.de/10008668183

Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments

Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - 2010

This paper derives the limiting distributions of alternative jackknife IV (JIV) estimators and gives formulae for accompanying consistent standard errors in the presence of heteroskedasticity and many instruments. The asymptotic framework includes the many instrument sequence of Bekker (1994)...

Persistent link: https://www.econbiz.de/10008668814