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Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009736533
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Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - 2006
Persistent link: https://www.econbiz.de/10003376072
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Predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger ; editor's introduction
Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - In: Journal of econometrics 135 (2006) 1/2, pp. 1-9
Persistent link: https://www.econbiz.de/10003376073
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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) 1/2, pp. 539-578
Persistent link: https://www.econbiz.de/10003298614
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Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi; Swanson, Norman R. - 2008
Persistent link: https://www.econbiz.de/10003763975
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A predictive comparison of some simple long- and short memory models of daily US stock returns, with emphasis on business cycle effects
Bhardwaj, Geetesh; Swanson, Norman R. - In: Nonlinear time series analysis of business cycles, (pp. 379-405). 2006
Persistent link: https://www.econbiz.de/10003309394
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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.; Swanson, Norman R. - In: Journal of econometrics 137 (2007) 2, pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
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How sticky is sticky enough? : a distributional and impulse response analysis of new Keynesian DSGE models
Korenok, Oleg; Swanson, Norman R. - In: Journal of money, credit and banking : JMCB 39 (2007) 6, pp. 1481-1508
Persistent link: https://www.econbiz.de/10003537800
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Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.; Newey, Whitney K.; Chao, John C.; … - 2007
Persistent link: https://www.econbiz.de/10003540208
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The incremental predictive information associated with using theoretical new Keynesian DSGE models vs. simple linear econometric models
Korenok, Oleg; Swanson, Norman R. - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 905-930
Persistent link: https://www.econbiz.de/10003229056