E-LIB Suche - Ergebnisse für: Swanson, Norman R

1

Macroeconomic and financial mixed frequency factors in a bi..:

Peng, Weijia ; Swanson, Norman R ; Yang, Xiye.
Journal of the Royal Statistical Society Series C: Applied Statistics. 73 (2024) 3 - p. 682-714 , 2024

Link: https://doi.org/10.1093/..

2

Jackknife estimation of a cluster-sample IV regression mode..:

Chao, John C. ; Swanson, Norman R. ; Woutersen, Tiemen
Journal of Econometrics. 235 (2023) 2 - p. 1747-1769 , 2023

Link: https://doi.org/10.1016/..

3

An assessment of the marginal predictive content of economi..:

Liu, Yang ; Swanson, Norman R.
International Journal of Forecasting. , 2023

Link: https://doi.org/10.1016/..

4

Robust forecast superiority testing with an application to ..:

Corradi, Valentina ; Jin, Sainan ; Swanson, Norman R.
Journal of Applied Econometrics. 38 (2023) 4 - p. 596-622 , 2023

Link: https://doi.org/10.1002/..

5

Mixing mixed frequency and diffusion indices in good times ..:

Kim, Kihwan ; Kim, Hyun Hak ; Swanson, Norman R.
Empirical Economics. , 2022

Link: https://doi.org/10.1007/..

6

Forecasting volatility using double shrinkage methods:

Cheng, Mingmian ; Swanson, Norman R. ; Yang, Xiye
Journal of Empirical Finance. 62 (2021) - p. 46-61 , 2021

Link: https://doi.org/10.1016/..

7

New Evidence of the Marginal Predictive Content of Small an..:

Yu, Bo ; Mizrach, Bruce ; Swanson, Norman R.
Econometrics. 8 (2020) 2 - p. 19 , 2020

Link: https://doi.org/10.3390/..

8

Predicting interest rates using shrinkage methods, real‐tim..:

Swanson, Norman R. ; Xiong, Weiqi ; Yang, Xiye
Journal of Applied Econometrics. 35 (2020) 5 - p. 587-613 , 2020

Link: https://doi.org/10.1002/..

9

Nowcasting and forecasting GDP in emerging markets using gl..:

Cepni, Oguzhan ; Güney, I. Ethem ; Swanson, Norman R.
International Journal of Forecasting. 35 (2019) 2 - p. 555-572 , 2019

Link: https://doi.org/10.1016/..

10

Forecasting and nowcasting emerging market GDP growth rates..:

Cepni, Oguzhan ; Guney, I. Ethem ; Swanson, Norman R.
Journal of Forecasting. 39 (2019) 1 - p. 18-36 , 2019

Link: https://doi.org/10.1002/..

11

Fixed and Long Time Span Jump Tests: New Monte Carlo and Em..:

Cheng, Mingmian ; Swanson, Norman R.
Econometrics. 7 (2019) 1 - p. 13 , 2019

Link: https://doi.org/10.3390/..

12

Forecast Evaluation:

, In: Macroeconomic Forecasting in the Era of Big Data; Advanced Studies in Theoretical and Applied Econometrics,

Cheng, Mingmian ; Swanson, Norman R. ; Yao, Chun - p. 495-537 , 2019

Link: https://doi.org/10.1007/..

13

Big data analytics in economics: What have we learned so fa..:

Swanson, Norman R. ; Xiong, Weiqi
Canadian Journal of Economics/Revue canadienne d'économique. 51 (2018) 3 - p. 695-746 , 2018

Link: https://doi.org/10.1111/..

14

Big data analytics in economics: What have we learned so fa..:

Swanson, Norman R. ; Xiong, Weiqi
The Canadian Journal of Economics / Revue canadienne d'Economique. 51 (2018) 3 - p. 695-746 , 2018

Link: https://www.jstor.org/st..

15

Testing for jumps and jump intensity path dependence:

Corradi, Valentina ; Silvapulle, Mervyn J. ; Swanson, Norman R.
Journal of Econometrics. 204 (2018) 2 - p. 248-267 , 2018

Link: https://doi.org/10.1016/..