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Forecasting using first-available versus fully revised economic time-series data
Swanson, Norman - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10009949691
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Further Developments in the Study of Cointegrated Variables
Granger, C.W.J.; Swanson, Norman - In: Oxford bulletin of economics and statistics 58 (1996) 3, pp. 537-554
Persistent link: https://www.econbiz.de/10006482416
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Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments
Ayi Armah, Nii; Swanson, Norman - In: Econometric reviews 29 (2010) 5, pp. 476-511
Persistent link: https://www.econbiz.de/10008637982
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Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman - In: Applied financial economics 21 (2011) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10008768323
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Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
Swanson, Norman R.; Granger, Clive W.J. - In: Journal of the American Statistical Association : JASA 92 (1997) 437, pp. 357-367
Persistent link: https://www.econbiz.de/10006631257
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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/10006653149
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An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
Bhardwaj, Geetesh; Swanson, Norman R. - In: Journal of econometrics 131 (2006) 1, pp. 539-578
Persistent link: https://www.econbiz.de/10006747783
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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/10006749145
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Consistent Estimation with a Large Number of Weak Instruments
Chao, John C.; Swanson, Norman R. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 5, pp. 1673-1692
Persistent link: https://www.econbiz.de/10006751226
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A test for the distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Economics letters 85 (2004) 2, pp. 185-194
Persistent link: https://www.econbiz.de/10006754953