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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
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Data transformation and forecasting in models with unit roots and cointegration
Chao, John C.; Corradi, Valentina; Swanson, Norman R. - In: Annals of economics and finance 2 (2001) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10001732255
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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
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Essays in forecasting stationary and nonstationary stochastic processes
Swanson, Norman R. - 1994
Persistent link: https://www.econbiz.de/10000916507
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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
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Temporal aggregation and causality in multiple time series models
Breitung, Jörg; Swanson, Norman R. - 1998
Persistent link: https://www.econbiz.de/10000992528
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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
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A randomized procedure for choosing data transformation
Corradi, Valentina; Swanson, Norman R. - 2001
Persistent link: https://www.econbiz.de/10001616579
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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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An introduction to stochastic unit-root processes
Granger, C. W. J. - In: Journal of econometrics 80 (1997) 1, pp. 35-62
Persistent link: https://www.econbiz.de/10001223464