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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

A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks

Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 265-275

Persistent link: https://www.econbiz.de/10001182360

A model selection approach to assessing the information in the term structure using linear models and artificial neural networks

Swanson, Norman R.; White, Halbert - 1992

Persistent link: https://www.econbiz.de/10000853617

Approximate nonlinear forecasting methods

White, Halbert - 2006

Persistent link: https://www.econbiz.de/10003338436

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

Comments on "Forecasting economic and financial variables with global VARs"

Swanson, Norman R. - In: International journal of forecasting 25 (2009) 4, pp. 697-702

Persistent link: https://www.econbiz.de/10003921327

Mixtures of t-distributions for finance and forecasting

Giacomini, Raffaella; Gottschling, Andreas; Haefke, … - 2007

We explore convenient analytic properties of distributions constructed as mixtures of scaled and shifted t-distributions. A feature that makes this family particularly desirable for econometric applications is that it possesses closed-form expressions for its anti-derivatives (e.g., the...

Persistent link: https://www.econbiz.de/10010293996

A reality check for data snooping

White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126

Persistent link: https://www.econbiz.de/10001510571

James-Stein type estimators in large samples with application to the least absolute deviations estimator

Kim, Tae-hwan; White, Halbert - 2000

Persistent link: https://www.econbiz.de/10001495720