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An introduction to stochastic unit-root processes
Granger, C. W. J. - In: Journal of econometrics 80 (1997) 1, pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep; Swanson, Norman R. - In: Journal of econometrics 187 (2015) 2, pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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Testing for structural stability of factor augmented forecasting models
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 182 (2014) 1, pp. 100-118
Persistent link: https://www.econbiz.de/10010497112
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Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong; Swanson, Norman R. - In: Journal of econometrics 182 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
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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
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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
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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina; Swanson, Norman R.; White, Halbert - In: Journal of econometrics 96 (2000) 1, pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
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Bootstrap specification tests for diffusion processes
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 124 (2005) 1, pp. 117-148
Persistent link: https://www.econbiz.de/10002439423
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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The econometric consequences of the ceteris paribus condition in economic theory
Bierens, Herman J.; Swanson, Norman R. - In: Journal of econometrics 95 (2000) 2, pp. 223-253
Persistent link: https://www.econbiz.de/10001435988