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Testing the adequacy of log versus level data transformations using macroeconomic time series

Franses, Philip Hans; Swanson, Norman R. - 1996

Persistent link: https://www.econbiz.de/10000945706

Essays in forecasting stationary and nonstationary stochastic processes

Swanson, Norman R. - 1994

Persistent link: https://www.econbiz.de/10000916507

Temporal aggregation and causality in multiple time series models

Breitung, Jörg; Swanson, Norman R. - 1998

Persistent link: https://www.econbiz.de/10000992528

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

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

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

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

Further evidence on the usefulness of real-time datasets for economic forecasting

Fernández, Andrés; Swanson, Norman R. - In: Quantitative finance and economics 1 (2017) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10012137708

Fixed and long time span jump tests : new Monte Carlo and empirical evidence

Cheng, Mingmian; Swanson, Norman R. - In: Econometrics : open access journal 7 (2019) 1/13, pp. 1-32

Numerous tests designed to detect realized jumps over a fixed time span have been proposed and extensively studied in the financial econometrics literature. These tests differ from “long time span tests” that detect jumps by examining the magnitude of the jump intensity parameter in the data...

Persistent link: https://www.econbiz.de/10012025640

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