Similar Search Results - EconBiz

In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982-2008

Cai, Lili; Swanson, Norman R. - 2011

We review and construct consistent in-sample specification and out-of-sample model selection tests on conditional distributions and predictive densities associated with continuous multifactor (possibly with jumps) and (non)linear discrete models of the short term interest rate. The results of...

Persistent link: https://www.econbiz.de/10009130742

In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008

Cai, Lili; Swanson, Norman R. - In: Journal of empirical finance 18 (2011) 4, pp. 743-764

Persistent link: https://www.econbiz.de/10009306528

[Rezension von: Pearl, Judea, Causality: models, reasoning, and inference]

Swanson, Norman R. - In: Journal of economic literature 40 (2002) 3, pp. 925-926

Persistent link: https://www.econbiz.de/10001735700

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

Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production

Chao, John C.; Swanson, Norman R. - In: Macroeconomic dynamics 4 (2000) 1, pp. 42-72

Persistent link: https://www.econbiz.de/10001497768

The econometric consequences of the ceteris paribus condition in economic theory

Bierens, Herman J.; Swanson, Norman R. - In: Journal of econometrics 95 (2000) 2, pp. 223-253

Persistent link: https://www.econbiz.de/10001435988

Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

Corradi, Valentina; Swanson, Norman R.; White, Halbert - In: Journal of econometrics 96 (2000) 1, pp. 39-73

Persistent link: https://www.econbiz.de/10001466743

Essays in forecasting stationary and nonstationary stochastic processes

Swanson, Norman R. - 1994

Persistent link: https://www.econbiz.de/10000916507

Testing the adequacy of log versus level data transformations using macroeconomic time series

Franses, Philip Hans; Swanson, Norman R. - 1996

Persistent link: https://www.econbiz.de/10000945706

Temporal aggregation and causality in multiple time series models

Breitung, Jörg; Swanson, Norman R. - 1998

Persistent link: https://www.econbiz.de/10000992528

A service of the