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Forecasting Volatility Using D...
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instrumental variables
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Swanson, Norman R.
453
Corradi, Valentina
166
Chao, John C.
71
Swanson, Norman
65
Woutersen, Tiemen
44
Hausman, Jerry A.
38
Newey, Whitney K.
38
Yang, Xiye
29
Armah, Nii Ayi
22
Korenok, Oleg
22
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21
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19
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13
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12
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12
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11
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10
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9
Zeng, Tian
9
Erdemlioglu, Deniz
8
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8
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8
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8
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7
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7
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6
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6
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6
Silvapulle, Mervyn J.
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55
Journal of econometrics
43
Journal of Econometrics
18
International journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Studies in Nonlinear Dynamics & Econometrics
6
Discussion paper / Department of Economics, University of California San Diego
5
Econometric theory
5
Journal of empirical finance
5
Economics letters
4
Essays in honor of Jerry Hausman
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International Journal of Forecasting
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ECONIS (ZBW)
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21
A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
Swanson, Norman R.
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 540-550
Persistent link: https://www.econbiz.de/10001229897
Saved in:
22
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
Saved in:
23
Trade, investment, and growth : nexus, analysis, and prognosis
Krishna, Kala
;
Ozyildirim, Ataman
;
Swanson, Norman R.
-
1998
Persistent link: https://www.econbiz.de/10001353447
Saved in:
24
A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks
Swanson, Norman R.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
3
,
pp. 265-275
Persistent link: https://www.econbiz.de/10001182360
Saved in:
25
The real-time predictive content of money for output
Amato, Jeffrey D.
;
Swanson, Norman R.
- In:
Journal of monetary economics
48
(
2001
)
1
,
pp. 3-24
Persistent link: https://www.econbiz.de/10001606052
Saved in:
26
Predictive ability with cointegrated variables
Corradi, Valentina
;
Swanson, Norman R.
;
Olivetti, Claudia
- In:
Journal of econometrics
104
(
2001
)
2
,
pp. 315-358
Persistent link: https://www.econbiz.de/10001606596
Saved in:
27
Let's get "real" about using economic data
Christoffersen, Peter F.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611035
Saved in:
28
Choosing among competing econometric forecasts : regression-based forecast combination using model selection
Swanson, Norman R.
;
Zeng, Tian
- In:
Journal of forecasting
20
(
2001
)
6
,
pp. 425-440
Persistent link: https://www.econbiz.de/10001611475
Saved in:
29
Bootstrap specification tests with dependent observations and parameter estimation error
Corradi, Valentina
;
Swanson, Norman R.
-
2001
Persistent link: https://www.econbiz.de/10001616567
Saved in:
30
A randomized procedure for choosing data transformation
Corradi, Valentina
;
Swanson, Norman R.
-
2001
Persistent link: https://www.econbiz.de/10001616579
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