Norman R. Swanson : Citation Profile


Are you Norman R. Swanson?

Rutgers University-New Brunswick

25

H index

48

i10 index

1950

Citations

RESEARCH PRODUCTION:

68

Articles

102

Papers

1

Chapters

EDITOR:

6

Books edited

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 81
   Journals where Norman R. Swanson has often published
   Relations with other researchers
   Recent citing documents: 196.    Total self citations: 83 (4.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psw10
   Updated: 2019-09-14    RAS profile: 2019-03-25    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Norman R. Swanson.

Is cited by:

Clark, Todd (55)

McCracken, Michael (50)

Vahey, Shaun (45)

van Dijk, Dick (41)

Mitchell, James (33)

Rossi, Barbara (30)

GUPTA, RANGAN (26)

Panchenko, Valentyn (23)

Phillips, Peter (22)

Garratt, Anthony (21)

Ratti, Ronald (21)

Cites to:

Diebold, Francis (124)

Corradi, Valentina (76)

White, Halbert (68)

Christoffersen, Peter (57)

McCracken, Michael (54)

Watson, Mark (53)

Bai, Jushan (47)

Ng, Serena (47)

Granger, Clive (44)

Andrews, Donald (35)

Stock, James (35)

Main data


Where Norman R. Swanson has published?


Journals with more than one article published# docs
Journal of Econometrics20
Journal of Business & Economic Statistics5
International Journal of Forecasting5
Econometric Theory3
Oxford Bulletin of Economics and Statistics2
Econometric Reviews2
Economics Letters2
Macroeconomic Dynamics2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia4
Discussion Papers / University of Exeter, Department of Economics3
Yale School of Management Working Papers / Yale School of Management2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Econometric Society 2004 North American Winter Meetings / Econometric Society2

Recent works citing Norman R. Swanson (2019 and 2018)


YearTitle of citing document
2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2018In Search of a Job: Forecasting Employment Growth in the US using Google Trends. (2018). Montes, Erik Christian . In: CREATES Research Papers. RePEc:aah:create:2018-25.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019In search of a job: Forecasting employment growth using Google Trends. (2019). Borup, Daniel ; Montes, Erik Christian . In: CREATES Research Papers. RePEc:aah:create:2019-13.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

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2018Blessing a Curse? Institutional Reform and Resource Booms in Colombia. (2018). Maldonado, Stanislao ; Gallego, Jorge ; Trujillo, Lorena. In: Working Papers. RePEc:apc:wpaper:122.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2017Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1611.04941.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2018Conditional heteroskedasticity in crypto-asset returns. (2018). Shaw, Charles. In: Papers. RePEc:arx:papers:1804.07978.

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2018Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2018). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1804.08315.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2019Leave-out estimation of variance components. (2018). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:1806.01494.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2018Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

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2019Quantitative portfolio selection: using density forecasting to find consistent portfolios. (2019). Meade, N ; Adcock, C J ; Beasley, J E. In: Papers. RePEc:arx:papers:1908.08442.

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2019Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017Complementarity Effect of Financial Development and FDI on Investment in Sub-Saharan Africa: A Panel Data Analysis. (2017). Boateng, Elliot ; Baah, Collins Annor ; Amponsah, Mary. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:305-318.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2017Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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2018Nowcasting Japanese GDPs. (2018). Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2017Linear Model IV Estimation When Instruments Are Many or Weak. (2017). Murray, Michael ; Michael, Murray . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:6:y:2017:i:1:p:22:n:1.

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2018Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models. (2018). Windmeijer, Frank. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/696.

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2017Aggregating Elasticities: Intensive and Extensive Margins of Female Labour Supply. (2017). Sanchez-Marcos, Virginia ; Low, Hamish ; Levell, P ; Attanasio, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1711.

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2019Jackknife, small bandwidth and high-dimensional asymptotics. (2019). Matsushita, Yukitoshi ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:605.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017New Goodness-of-fit Diagnostics for Conditional Discrete Response Models. (2017). Velasco, Carlos ; Kheifets, Igor . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1924r.

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2017Hybrid Stochastic Local Unit Roots. (2017). Phillips, Peter ; PEter, ; Lieberman, Offer. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2113.

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2017Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour. (2017). Yu, Jun ; Tao, Yubo ; Phillips, Peter ; JunYu, ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2114.

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2018Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices. (2018). Phillips, Peter ; PEter, ; Lieberman, Offer. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2151.

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2017Latent Variable Nonparametric Cointegrating Regression. (2017). Lieberman, Offer ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3013.

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2017Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour. (2017). Tao, Yubo. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3014.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-5.

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2017Forecasting the distributions of hourly electricity spot prices. (2017). Pape, Christian ; Weber, Christoph ; Woll, Oliver ; Vogler, Arne . In: EWL Working Papers. RePEc:dui:wpaper:1705.

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2019The Persistence of the 2008-2009 Recession and Insolvency Filings in Canada. (2019). Amine, Samir ; Predelus, Wilner. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00441.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2018Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models. (2018). Barrientos Marin, Jorge ; Orozco, Elkin Tabares ; Velilla, Esteban. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-15.

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2019Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:45-68.

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2018Multivariate specification tests based on a dynamic Rosenblatt transform. (2018). Kheifets, Igor L. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:1-14.

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2018The macroeconomic and fiscal implications of inflation forecast errors. (2018). Tavlas, George ; Gibson, Heather ; Hall, Stephen G ; Dellas, Harris. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:203-217.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017An empirical investigation of herding in the U.S. stock market. (2017). Shi, Shuping ; Clements, Adam ; Hurn, Stan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192.

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2018Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204.

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2019Modeling and forecasting return jumps using realized variation measures. (2019). Liu, YI ; Zhang, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:63-80.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2017On bootstrap validity for specification testing with many weak instruments. (2017). Kaffo, Maximilien ; Wang, Wenjie. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:107-111.

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2017On testing for structural break of coefficients in factor-augmented regression models. (2017). Chen, Sanpan ; Zhang, Jianhua ; Cui, Guowei. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:141-145.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2017Identification and estimation of a large factor model with structural instability. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:87-100.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Structural inference from reduced forms with many instruments. (2017). Phillips, Peter ; Gao, Wayne ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:96-116.

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2017New goodness-of-fit diagnostics for conditional discrete response models. (2017). Velasco, Carlos ; Kheifets, Igor . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:135-149.

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2017Many IVs estimation of dynamic panel regression models with measurement error. (2017). Zhou, Qiankun ; Moon, Hyungsik Roger ; Lee, Nayoung . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:251-259.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2018Asymptotic inference about predictive accuracy using high frequency data. (2018). Li, Jia ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:223-240.

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2018Testing for self-excitation in jumps. (2018). Boswijk, H. Peter ; Yang, Xiye. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:256-266.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2018Minimum distance approach to inference with many instruments. (2018). Kolesar, Michal. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:86-100.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

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2018Estimation of large dimensional factor models with an unknown number of breaks. (2018). Su, Liangjun ; Ma, Shujie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:1-29.

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2018Testing endogeneity with high dimensional covariates. (2018). Guo, Zijian ; Small, Dylan S ; Cai, Tony T ; Kang, Hyunseung. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:175-187.

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2018On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity. (2018). Doko Tchatoka, Firmin ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:188-211.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2019Random coefficient continuous systems: Testing for extreme sample path behavior. (2019). Yu, Jun ; Tao, Yubo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:208-237.

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2019Testing for randomness in a random coefficient autoregression model. (2019). Horvath, Lajos ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:338-352.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2017Supervised dimension reduction for multivariate time series. (2017). Matilainen, M ; Croux, C ; Nordhausen, K ; Oja, H. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:57-69.

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2018Testing the null of difference stationarity against the alternative of a stochastic unit root: A new test based on multivariate STUR. (2018). Muriel, Nelson ; Gonzalez-Farias, Graciela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:46-62.

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2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2017). Zu, Yang ; Boswijk, H. Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:53-75.

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2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

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2018Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Liu, Jing ; Zhang, Yaojie ; Yang, KE ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2018Dynamic trading volume and stock return relation: Does it hold out of sample?. (2018). Wang, Zijun ; Qian, Yan . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:195-210.

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2018Volatility jumps: The role of geopolitical risks. (2018). Gkillas, Konstantinos ; Wohar, Mark E ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258.

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2017Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013. (2017). Ramirez, Carlos ; Yao, XI ; Ju, Jiandong ; Du, Yingxin. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:211-225.

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2017Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach. (2017). Li, Han ; Ohare, Colin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:166-176.

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2017Monte Carlo forecast evaluation with persistent data. (2017). Saunders, Charles J ; Khalaf, Lynda. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:1-10.

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2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Empowering cash managers to achieve cost savings by improving predictive accuracy. (2017). Salas-Molina, Francisco ; Ll, Josep ; Serra, Joan ; Rodriguez-Aguilar, Juan A ; Martin, Francisco J. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:403-415.

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2017Density forecast evaluation in unstable environments. (2017). Gonzalez-Rivera, Gloria ; Sun, Yingying. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:416-432.

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2017Adaptive models and heavy tails with an application to inflation forecasting. (2017). Petrella, Ivan ; Delle Monache, Davide. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501.

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2017Improving the power of the Diebold–Mariano–West test for least squares predictions. (2017). Mayer, Walter J ; Dang, Xin ; Liu, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:618-626.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:711-732.

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2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572.

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2018Backlogs and litigation rates: Testing congestion equilibrium across European judiciaries. (2018). Bielen, Samantha ; Vereeck, Lode ; Marneffe, Wim ; Peeters, Ludo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:53:y:2018:i:c:p:9-22.

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2018Macroeconomic variable selection for creditor recovery rates. (2018). Nazemi, Abdolreza ; Fabozzi, Frank J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:14-25.

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More than 100 citations found, this list is not complete...

Norman R. Swanson has edited the books:


YearTitleTypeCited

Works by Norman R. Swanson:


YearTitleTypeCited
1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks. In: Journal of Business & Economic Statistics.
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article78
2006Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry In: Journal of Business & Economic Statistics.
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2001Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry.(2001) In: Econometric Institute Research Papers.
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2008A Simulation-Based Specification Test for Diffusion Processes In: Journal of Business & Economic Statistics.
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article13
2006A Simulation Based Specification Test for Diffusion Processes.(2006) In: Departmental Working Papers.
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paper
2009Comment In: Journal of Business & Economic Statistics.
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article0
2009Information in the Revision Process of Real-Time Datasets In: Journal of Business & Economic Statistics.
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article51
2008Information in the revision process of real-time datasets.(2008) In: Working Papers.
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paper
2011Information in the Revision Process of Real-Time Datasets.(2011) In: Departmental Working Papers.
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paper
2000The real-time predictive content of money for output In: BIS Working Papers.
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paper27
2002Temporal aggregation and spurious instantaneous causality in multiple time series models In: Journal of Time Series Analysis.
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article3
1996Future Developments in the Study of Cointegrated Variables. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article17
2005The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models In: Oxford Bulletin of Economics and Statistics.
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article10
1999Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations In: Statistica Neerlandica.
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article0
1996Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data In: Studies in Nonlinear Dynamics & Econometrics.
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article20
1996Forecasting Using First Available Versus Fully Revised Economic Time Series data..(1996) In: Pennsylvania State - Department of Economics.
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paper
1998Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets In: Studies in Nonlinear Dynamics & Econometrics.
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article20
1997Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets..(1997) In: Pennsylvania State - Department of Economics.
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paper
2001Lets Get Real about Using Economic Data In: CIRANO Working Papers.
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paper22
2000Lets Get Real About Using Economic Data.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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paper
2002Lets get real about using economic data.(2002) In: Journal of Empirical Finance.
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article
2001Lets Get Real about Using Economic Data..(2001) In: EPRU Working Paper Series.
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paper
1998Monetary Policy Rules with Model and Data Uncertainty In: CIRANO Working Papers.
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paper23
2002Monetary Policy Rules with Model and Data Uncertainty.(2002) In: Southern Economic Journal.
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2018Big data analytics in economics: What have we learned so far, and where should we go from here? In: Canadian Journal of Economics.
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article1
2001Data Transformation and Forecasting in Models with Unit Roots and Cointegration In: Annals of Economics and Finance.
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article0
2005A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS In: Econometric Theory.
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article7
2012ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS In: Econometric Theory.
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article28
2010Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments.(2010) In: Economics Working Paper Archive.
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2011Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments.(2011) In: Departmental Working Papers.
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2017ROBUST FORECAST COMPARISON In: Econometric Theory.
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article1
2015Robust Forecast Comparison.(2015) In: Departmental Working Papers.
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2000TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION In: Macroeconomic Dynamics.
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1997Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production..(1997) In: Pennsylvania State - Department of Economics.
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2001OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY In: Macroeconomic Dynamics.
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2003Consistent Estimation with a Large Number of Weak Instruments In: Cowles Foundation Discussion Papers.
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paper114
2005Consistent Estimation with a Large Number of Weak Instruments.(2005) In: Econometrica.
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2004Consistent Estimation with a Large Number of Weak Instruments.(2004) In: Departmental Working Papers.
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paper
2004Consistent Estimation with a Large Number of Weak Instruments.(2004) In: Yale School of Management Working Papers.
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paper
2003Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction In: Cowles Foundation Discussion Papers.
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paper15
2007Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction.(2007) In: Journal of Econometrics.
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article
2003Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction.(2003) In: Departmental Working Papers.
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paper
2004Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction.(2004) In: Yale School of Management Working Papers.
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paper
2004Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments In: Econometric Society 2004 Far Eastern Meetings.
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paper7
2004Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments.(2004) In: Departmental Working Papers.
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2004Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated In: Econometric Society 2004 North American Winter Meetings.
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2004Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments In: Econometric Society 2004 North American Winter Meetings.
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2012Instrumental variable estimation with heteroskedasticity and many instruments In: Quantitative Economics.
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2007Instrumental variable estimation with heteroskedasticity and many instruments.(2007) In: CeMMAP working papers.
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2009Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2009) In: Economics Working Paper Archive.
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2011Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2011) In: Departmental Working Papers.
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paper
2000An Out of Sample Test for Granger Causality In: Econometric Society World Congress 2000 Contributed Papers.
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paper25
2003Trade, investment and growth: nexus, analysis and prognosis In: Journal of Development Economics.
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article19
1998Trade, Investment, and Growth: Nexus, Analysis, and Prognosis.(1998) In: NBER Working Papers.
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paper
2006Predictive Density Evaluation In: Handbook of Economic Forecasting.
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chapter89
2004Predictive Density Evaluation.(2004) In: Departmental Working Papers.
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2001A new definition for time-dependent price mean reversion in commodity markets In: Economics Letters.
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article0
2004A test for the distributional comparison of simulated and historical data In: Economics Letters.
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article0
2001Predictive ability with cointegrated variables In: Journal of Econometrics.
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article44
2002A consistent test for nonlinear out of sample predictive accuracy In: Journal of Econometrics.
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article45
2000A Consistent Test for Nonlinear Out of Sample Predictive Accuracy..(2000) In: Discussion Papers.
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paper
2005Bootstrap specification tests for diffusion processes In: Journal of Econometrics.
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article21
2003Bootstrap Specification Tests for Diffusion Processes.(2003) In: Departmental Working Papers.
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paper
2006An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series In: Journal of Econometrics.
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article55
2004An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series.(2004) In: Departmental Working Papers.
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2006The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test In: Journal of Econometrics.
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2003The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test.(2003) In: Departmental Working Papers.
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2006Bootstrap conditional distribution tests in the presence of dynamic misspecification In: Journal of Econometrics.
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2003Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification.(2003) In: Departmental Working Papers.
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2006Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger In: Journal of Econometrics.
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article2
2006Predictive density and conditional confidence interval accuracy tests In: Journal of Econometrics.
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2004Predective Density and Conditional Confidence Interval Accuracy Tests.(2004) In: Departmental Working Papers.
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2007Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data In: Journal of Econometrics.
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article21
2003Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data.(2003) In: Departmental Working Papers.
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2009Predictive density estimators for daily volatility based on the use of realized measures In: Journal of Econometrics.
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article13
2006Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures.(2006) In: Departmental Working Papers.
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2011Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models In: Journal of Econometrics.
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2009Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models.(2009) In: Working Papers.
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2011Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models.(2011) In: Post-Print.
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2011Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models.(2011) In: Departmental Working Papers.
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2014Testing overidentifying restrictions with many instruments and heteroskedasticity In: Journal of Econometrics.
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2011Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity.(2011) In: Departmental Working Papers.
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2014Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence In: Journal of Econometrics.
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article36
2011Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence.(2011) In: Departmental Working Papers.
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2014Testing for structural stability of factor augmented forecasting models In: Journal of Econometrics.
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article25
2013Testing for Structural Stability of Factor Augmented Forecasting Models.(2013) In: Departmental Working Papers.
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2015Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction In: Journal of Econometrics.
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article24
2013Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction.(2013) In: Departmental Working Papers.
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2018Testing for jumps and jump intensity path dependence In: Journal of Econometrics.
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1997An introduction to stochastic unit-root processes In: Journal of Econometrics.
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1996An introduction to stochastic Unit Root Processes..(1996) In: Pennsylvania State - Department of Economics.
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2000The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics.
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article5
2000Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes In: Journal of Econometrics.
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1996Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes..(1996) In: Pennsylvania State - Department of Economics.
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2011In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 In: Journal of Empirical Finance.
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2011In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008.(2011) In: Departmental Working Papers.
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1997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models In: International Journal of Forecasting.
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2004Forecasting economic and financial time-series with non-linear models In: International Journal of Forecasting.
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2004Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives In: International Journal of Forecasting.
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2003Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives.(2003) In: Departmental Working Papers.
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2009Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
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2004The volume of federal litigation and the macroeconomy In: International Review of Law and Economics.
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2002The Volume of Federal Litigation and the Macroeconomy.(2002) In: Working Papers.
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2002Comments on A vector error-correction forecasting model of the US economy In: Journal of Macroeconomics.
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1998Money and output viewed through a rolling window In: Journal of Monetary Economics.
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2015Prediction and simulation using simple models characterized by nonstationarity and seasonality In: International Review of Economics & Finance.
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2001A Randomized Procedure for Choosing Data Transformation In: Discussion Papers.
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2008Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments In: Working Papers.
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2011Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments.(2011) In: Departmental Working Papers.
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2010Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments.(2010) In: Econometric Reviews.
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2009Real-time datasets really do make a difference: definitional change, data release, and forecasting In: Working Papers.
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1995A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output. In: Pennsylvania State - Department of Economics.
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1995LM Tests and Nonlinear Error Correction in Economic Time Series. In: Pennsylvania State - Department of Economics.
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1995Do Formulations of the Permanent Income Hypothesis with Constant Real Interest Rates and Subjective Tiome Preferences Rates Make Sense? An Example of Random Walk with Time Varying Drift. In: Pennsylvania State - Department of Economics.
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1995A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks. In: Pennsylvania State - Department of Economics.
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1997A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks.(1997) In: The Review of Economics and Statistics.
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1995A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks.(1995) In: Macroeconomics.
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1995Further Developments in the Study of Cointegrated Variables. In: Pennsylvania State - Department of Economics.
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2010Further Developments in the Study of Cointegrated Variables.(2010) In: Journal of Financial Econometrics.
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1996Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models. In: Pennsylvania State - Department of Economics.
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1996A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables. In: Pennsylvania State - Department of Economics.
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1996Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection. In: Pennsylvania State - Department of Economics.
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1994Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions. In: Pennsylvania State - Department of Economics.
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2019Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence In: Econometrics.
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2007NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES In: International Economic Review.
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2010International evidence on the efficacy of new-Keynesian models of inflation persistence In: Journal of Applied Econometrics.
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2007How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models In: Journal of Money, Credit and Banking.
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2013Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets In: Departmental Working Papers.
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