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Choosing Among Competing Econometric Forecasts: Regression-based Forecast Combination Using Model Selection
Swanson, N.R.; Zeng, T. - In: Journal of forecasting 20 (2001) 6, pp. 425-440
Persistent link: https://www.econbiz.de/10006899677
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Review of Statistical Foundations for Econometric Techniques
Zaman, A.; Swanson, N.R. - In: Econometric reviews 17 (1998) 2, pp. 221
Persistent link: https://www.econbiz.de/10006919602
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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, V.; Swanson, N.R.; White, H. - In: Journal of econometrics 96 (2000) 1, pp. 39-74
Persistent link: https://www.econbiz.de/10006781753
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The econometric consequences of the ceteris paribus condition in economic theory
Bierens, H.J.; Swanson, N.R. - In: Journal of econometrics 95 (2000) 2, pp. 223-254
Persistent link: https://www.econbiz.de/10006782156
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Articles - Finite sample properties of a simple LM test for neglected nonlinearity in error-correcting regression equations
Swanson, N.R. - In: Statistica Neerlandica : journal of the Netherlands … 53 (1999) 1, pp. 76-95
Persistent link: https://www.econbiz.de/10006462466
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Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, N.R.; White, H. - In: International journal of forecasting 13 (1997) 4, pp. 439-462
Persistent link: https://www.econbiz.de/10006996020
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás; Osborn, Denise R.; … - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
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A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun; Perron, Pierre; Ahn, S.K.; Reinsel, G.C.; … - In: Econometric theory 23 (2007) 4, pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
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Long-Run Economic Relationships: Readings in Cointegration
Engle, R.F.; Granger, C.W.J.; Jansen, Dennis W. - In: Southern economic journal 59 (1993) 3, pp. 548
Persistent link: https://www.econbiz.de/10006689736
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Economic and Statistical Measures of Forecast Accuracy
Granger, C.W.J.; Pesaran, M.H. - In: Journal of forecasting 19 (2000) 7, pp. 537-560
Persistent link: https://www.econbiz.de/10006904295