Similar Search Results - EconBiz

Uniform predictive inference for factor models with instrumental and idiosyncratic betas

Cheng, Mingmian; Liao, Yuan; Yang, Xiye - In: Journal of econometrics 237 (2023) 2,3, pp. 1-28

Persistent link: https://www.econbiz.de/10014471816

Fixed and long time span jump tests : new Monte Carlo and empirical evidence

Cheng, Mingmian; Swanson, Norman R. - In: Econometrics : open access journal 7 (2019) 1/13, pp. 1-32

Numerous tests designed to detect realized jumps over a fixed time span have been proposed and extensively studied in the financial econometrics literature. These tests differ from “long time span tests” that detect jumps by examining the magnitude of the jump intensity parameter in the data...

Persistent link: https://www.econbiz.de/10012025640

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

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

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

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 randomized procedure for choosing data transformation

Corradi, Valentina; Swanson, Norman R. - 2001

Persistent link: https://www.econbiz.de/10001616579

Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions

Swanson, Norman R.; Granger, C. W. J. - 1992

Persistent link: https://www.econbiz.de/10000853659

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