Browsing All of EconStor by Author Swanson, Norman
Showing results 1 to 17 of 17
Year of Publication | Title | Author(s) |
2007 | Instrumental variable estimation with heteroskedasticity and many instruments | Hausman, Jerry; Newey, Whitney; Chao, John; Swanson, Norman |
2010 | Instrumental variable estimation with heteroskedasticity and many instruments | Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John; Swanson, Norman |
2011 | Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models | Corradi, Valentina; Swanson, Norman |
2011 | Volatility in discrete and continuous time models: A survey with new evidence on large and small jumps | Duong, Diep; Swanson, Norman |
2011 | Diffusion index models and index proxies: Recent results and new directions | Armah, Nii Ayi; Swanson, Norman |
2011 | Real-time datasets really do make a difference: Definitional change, data release, and forecasting | Fernandez, Andres; Swanson, Norman |
2011 | Instrumental variable estimation with heteroskedasticity and many instruments | Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John; Swanson, Norman |
2011 | Empirical evidence on jumps and large fluctuations in individual stocks | Doung, Diep; Swanson, Norman |
2011 | Some variables are more worthy than others: New diffusion index evidence on the monitoring of key economic indicators | Armah, Nii Ayi; Swanson, Norman |
2012 | Combining two consistent estimators | Chao, John; Hausman, Jerry; Newey, Whitney; Swanson, Norman; Woutersen, Tiemen |
2013 | Diffusion index model specification and estimation using mixed frequency datasets | Kihwan, Kim; Swanson, Norman |
2013 | Prediction and simulation using simple models characterized by nonstationarity and seasonality | Swanson, Norman; Urbach, Richard |
2013 | A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominance | Corradi, Valentina; Swanson, Norman |
2013 | An expository note on the existence of moments of Fuller and HFUL estimators | Chao, John; Hausman, Jerry; Newey, Whitney; Swanson, Norman; Woutersen, Tiemen |
2013 | Mining big data using parsimonious factor and shrinkage methods | Kim, Hyun Hak; Swanson, Norman |
2013 | Density and conditional distribution based specification analysis | Duong, Diep; Swanson, Norman |
2015 | Robust forecast comparison | Jin, Sainan; Corradi, Valentina; Swanson, Norman |