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Testing for jumps and jump intensity path dependence

Corradi, Valentina; Silvapulle, Mervyn J.; Swanson, … - In: Journal of econometrics 204 (2018) 2, pp. 248-267

Persistent link: https://www.econbiz.de/10011974732

Robust forecast comparison

Jin, Sainan; Corradi, Valentina; Swanson, Norman R. - In: Econometric theory 33 (2017) 6, pp. 1306-1351

Persistent link: https://www.econbiz.de/10011810422

Robust forecast superiority testing with an application to assessing pools of expert forecasters

Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622

Persistent link: https://www.econbiz.de/10014288029

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

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

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis : Essays in Honor of Halbert L. White Jr

Chen, Xiaohong - 2013

This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic...

Persistent link: https://www.econbiz.de/10014016124

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

Prediction and simulation using simple models characterized by nonstationarity and seasonality

Swanson, Norman R.; Urbach, Richard - In: International review of economics & finance : IREF 40 (2015), pp. 312-323

Persistent link: https://www.econbiz.de/10011573814

Forecasting volatility using double shrinkage methods

Cheng, Mingmian; Swanson, Norman R.; Yang, Xiye - In: Journal of empirical finance 62 (2021), pp. 46-61

Persistent link: https://www.econbiz.de/10012693319

Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes

Cepni, Oguzhan; Güney, Ethem; Swanson, Norman R. - In: International journal of forecasting 35 (2019) 2, pp. 555-572

Persistent link: https://www.econbiz.de/10012300700