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United States
Theorie
153
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133
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116
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104
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95
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83
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82
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parameter estimation error
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block bootstrap
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Kointegration
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Cointegration
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Nichtparametrisches Verfahren
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instrumental variables
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English
33
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Swanson, Norman R.
33
Armah, Nii Ayi
6
Bachmeier, Lance J.
4
Amato, Jeffrey D.
2
Anderson, Richard G.
2
Bhardwaj, Geetesh
2
Fernández, Andrés
2
Hoffman, Dennis L.
2
Kim, Hyun Hak
2
Korenok, Oleg
2
Rasche, Robert H.
2
White, Halbert
2
Callan, Myles
1
Chao, John
1
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1
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1
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1
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1
Gaughan, Patrick A.
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10
International journal of forecasting
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Applied financial economics
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Economic inquiry : journal of the Western Economic Association International
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International review of law and economics
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1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
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Nonlinear time series analysis of business cycles
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Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
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Money and output viewed through a rolling window
Swanson, Norman R.
- In:
Journal of monetary economics
41
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001239596
Saved in:
2
Comments on: "A vector error-correction forecasting model of the US economy"
Swanson, Norman R.
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 599-606
Persistent link: https://www.econbiz.de/10001729049
Saved in:
3
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:
4
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:
5
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
Saved in:
6
Reply to the comments on: "A vector error-correction forecasting model of the US economy"
Anderson, Richard G.
;
Hoffman, Dennis L.
;
Rasche, Robert H.
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 599-606
Persistent link: https://www.econbiz.de/10001729052
Saved in:
7
Forecasting using first-available versus fully revised economic time-series data
Swanson, Norman R.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10001769610
Saved in:
8
Predictive evaluation of econometric forecasting models in commodity futures markets
Zeng, Tian
(
contributor
);
Swanson, Norman R.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 159-177
Persistent link: https://www.econbiz.de/10001769691
Saved in:
9
Monetary policy rules with model and data uncertainty
Ghysels, Eric
;
Swanson, Norman R.
;
Callan, Myles
- In:
Southern economic journal
69
(
2002
)
2
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001710469
Saved in:
10
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
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