Details about Norman R. Swanson

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Working Papers

2011

1. Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments
   Departmental Working Papers, Rutgers University, Department of Economics
   Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2010) View citations (2)
   See also Journal Article in Econometric Theory (2012)
2. Diffusion Index Models and Index Proxies: Recent Results and New Directions
   Departmental Working Papers, Rutgers University, Department of Economics
3. Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks
   Departmental Working Papers, Rutgers University, Department of Economics
4. Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence
   Departmental Working Papers, Rutgers University, Department of Economics
5. In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008
   Departmental Working Papers, Rutgers University, Department of Economics
   See also Journal Article in Journal of Empirical Finance (2011)
6. Information in the Revision Process of Real-Time Datasets
   Departmental Working Papers, Rutgers University, Department of Economics View citations (3)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (9)
   See also Journal Article in Journal of Business & Economic Statistics (2009)
7. Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
   Departmental Working Papers, Rutgers University, Department of Economics
   Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2009) View citations (2)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (12)
   See also Journal Article in Quantitative Economics (2012)
8. International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence
   Departmental Working Papers, Rutgers University, Department of Economics
   Also in Departmental Working Papers, Rutgers University, Department of Economics (2006) View citations (3)
   Working Papers, VCU School of Business, Department of Economics (2006) View citations (7)
   See also Journal Article in Journal of Applied Econometrics (2010)
9. Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models
   Departmental Working Papers, Rutgers University, Department of Economics View citations (1)
   Also in Post-Print, HAL (2011)
   Working Papers, Federal Reserve Bank of Philadelphia (2009)
   See also Journal Article in Journal of Econometrics (2011)
10. Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output
    Departmental Working Papers, Rutgers University, Department of Economics
    Also in Departmental Working Papers, Rutgers University, Department of Economics (2006) View citations (2)
11. Predictive Inference for Integrated Volatility
    Departmental Working Papers, Rutgers University, Department of Economics
    Also in Departmental Working Papers, Rutgers University, Department of Economics (2006) View citations (4)
    Departmental Working Papers, Rutgers University, Department of Economics (2011)
12. Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting
    Departmental Working Papers, Rutgers University, Department of Economics
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2009)
13. Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments
    Departmental Working Papers, Rutgers University, Department of Economics
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (1)
    See also Journal Article in Econometric Reviews (2010)
14. Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators
    Departmental Working Papers, Rutgers University, Department of Economics
    See also Journal Article in Applied Financial Economics (2011)
15. Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity
    Departmental Working Papers, Rutgers University, Department of Economics
16. Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps
    Departmental Working Papers, Rutgers University, Department of Economics

2006

17. A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects
    Departmental Working Papers, Rutgers University, Department of Economics
18. A Simulation Based Specification Test for Diffusion Processes
    Departmental Working Papers, Rutgers University, Department of Economics View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (2008)
19. How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version
    Departmental Working Papers, Rutgers University, Department of Economics View citations (1)
20. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes
    Departmental Working Papers, Rutgers University, Department of Economics View citations (8)
    See also Journal Article in International Economic Review (2007)
21. Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures
    Departmental Working Papers, Rutgers University, Department of Economics
    See also Journal Article in Journal of Econometrics (2009)
22. Predictive Density Evaluation. Revised
    Departmental Working Papers, Rutgers University, Department of Economics View citations (25)
23. Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid
    See also Journal Article in Journal of Econometrics (2006)
24. The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives
    Departmental Working Papers, Rutgers University, Department of Economics

2004

25. Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction
    Yale School of Management Working Papers, Yale School of Management
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (4)
    Departmental Working Papers, Rutgers University, Department of Economics (2003) View citations (4)
    See also Journal Article in Journal of Econometrics (2007)
26. An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series
    Departmental Working Papers, Rutgers University, Department of Economics View citations (9)
    See also Journal Article in Journal of Econometrics (2006)
27. Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated
    Econometric Society 2004 North American Winter Meetings, Econometric Society
28. Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection
    Departmental Working Papers, Rutgers University, Department of Economics View citations (1)
29. Consistent Estimation with a Large Number of Weak Instruments
    Departmental Working Papers, Rutgers University, Department of Economics View citations (3)
    Also in Yale School of Management Working Papers, Yale School of Management (2004) View citations (12)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (3)
    See also Journal Article in Econometrica (2005)
30. Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments
    Departmental Working Papers, Rutgers University, Department of Economics View citations (5)
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (3)
31. Predective Density and Conditional Confidence Interval Accuracy Tests
    Departmental Working Papers, Rutgers University, Department of Economics
    See also Journal Article in Journal of Econometrics (2006)
32. Predictive Density Accuracy Tests
    Working Papers, Warwick Business School, Financial Econometrics Research Centre View citations (7)
33. Predictive Density Evaluation
    Departmental Working Papers, Rutgers University, Department of Economics View citations (9)
    See also Chapter (2006)
34. Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments
    Econometric Society 2004 North American Winter Meetings, Econometric Society

2003

35. A Test for Comparing Multiple Misspecified Conditional Distributions
    Departmental Working Papers, Rutgers University, Department of Economics View citations (24)
36. Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments
    Departmental Working Papers, Rutgers University, Department of Economics View citations (5)
37. Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification
    Departmental Working Papers, Rutgers University, Department of Economics View citations (26)
    See also Journal Article in Journal of Econometrics (2006)
38. Bootstrap Specification Tests for Diffusion Processes
    Departmental Working Papers, Rutgers University, Department of Economics View citations (9)
    See also Journal Article in Journal of Econometrics (2005)
39. Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data
    Departmental Working Papers, Rutgers University, Department of Economics View citations (21)
    See also Journal Article in Journal of Econometrics (2007)
40. Forecasting economic and financial time-series with non-linear models
    Departmental Working Papers, Rutgers University, Department of Economics View citations (5)
    See also Journal Article in International Journal of Forecasting (2004)
41. Predicting Inflation: Does The Quantity Theory Help?
    Departmental Working Papers, Rutgers University, Department of Economics
    See also Journal Article in Economic Inquiry (2005)
42. Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives
    Departmental Working Papers, Rutgers University, Department of Economics View citations (14)
    See also Journal Article in International Journal of Forecasting (2004)
43. The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation
    Departmental Working Papers, Rutgers University, Department of Economics View citations (2)
44. The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test
    Departmental Working Papers, Rutgers University, Department of Economics View citations (2)
    See also Journal Article in Journal of Econometrics (2006)
45. The Volume of Federal Litigation and the Macroeconomy
    Departmental Working Papers, Rutgers University, Department of Economics
    Also in Working Papers, East Carolina University, Department of Economics
    See also Journal Article in International Review of Law and Economics (2004)

2001

46. A Randomized Procedure for Choosing Data Transformation
    Discussion Papers, Exeter University, Department of Economics
47. Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
    Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (2006)
48. Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error
    Discussion Papers, Exeter University, Department of Economics View citations (1)
49. Let's Get "Real" about Using Economic Data
    CIRANO Working Papers, CIRANO
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (2)
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics
    See also Journal Article in Journal of Empirical Finance (2002)

2000

50. A Consistent Test for Nonlinear Out of Sample Predictive Accuracy
    Discussion Papers, Exeter University, Department of Economics
    See also Journal Article in Journal of Econometrics (2002)
51. An Out of Sample Test for Granger Causality
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (32)
52. The real-time predictive content of money for output
    BIS Working Papers, Bank for International Settlements View citations (29)

1998

53. Monetary Policy Rules with Model and Data Uncertainty
    CIRANO Working Papers, CIRANO View citations (5)
    See also Journal Article in Southern Economic Journal (2002)
54. Temporal aggregation and causality in multiple time series models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
55. Trade, Investment, and Growth: Nexus, Analysis, and Prognosis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    See also Journal Article in Journal of Development Economics (2003)

1997

56. Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets
    Working Papers, Pennsylvania State - Department of Economics View citations (6)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (1998)
57. Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production
    Working Papers, Pennsylvania State - Department of Economics
    See also Journal Article in Macroeconomic Dynamics (2000)

1996

58. A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables
    Working Papers, Pennsylvania State - Department of Economics View citations (9)
59. Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection
    Working Papers, Pennsylvania State - Department of Economics
60. An introduction to stochastic Unit Root Processes
    Working Papers, Pennsylvania State - Department of Economics View citations (8)
    See also Journal Article in Journal of Econometrics (1997)
61. BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman
    MPRA Paper, University Library of Munich, Germany
62. Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models
    Working Papers, Pennsylvania State - Department of Economics View citations (3)
63. Forecasting Using First Available Versus Fully Revised Economic Time Series data
    Working Papers, Pennsylvania State - Department of Economics View citations (16)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (1996)
64. Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes
    Working Papers, Pennsylvania State - Department of Economics View citations (17)
    See also Journal Article in Journal of Econometrics (2000)

1995

65. A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks
    Macroeconomics, EconWPA View citations (27)
    Also in Working Papers, Pennsylvania State - Department of Economics (1995) View citations (1)
    See also Journal Article in The Review of Economics and Statistics (1997)
66. A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output
    Working Papers, Pennsylvania State - Department of Economics
67. Do 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
    Working Papers, Pennsylvania State - Department of Economics
68. Further Developments in the Study of Cointegrated Variables
    Working Papers, Pennsylvania State - Department of Economics View citations (4)
    See also Journal Article in Journal of Financial Econometrics (2010)
69. LM Tests and Nonlinear Error Correction in Economic Time Series
    Working Papers, Pennsylvania State - Department of Economics

1994

70. Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions
    Working Papers, Pennsylvania State - Department of Economics View citations (36)

Journal Articles

2012

1. ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
   Econometric Theory, 2012, 28, (01), 42-86 View citations (1)
   See also Working Paper (2011)
2. Instrumental variable estimation with heteroskedasticity and many instruments
   Quantitative Economics, 2012, 3, (2), 211-255
   See also Working Paper (2011)

2011

3. In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008
   Journal of Empirical Finance, 2011, 18, (4), 743-764
   See also Working Paper (2011)
4. Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
   Journal of Econometrics, 2011, 161, (2), 304-324 View citations (2)
   See also Working Paper (2011)
5. Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators
   Applied Financial Economics, 2011, 21, (1-2), 43-60 View citations (1)
   See also Working Paper (2011)

2010

6. Further Developments in the Study of Cointegrated Variables
   Journal of Financial Econometrics, 2010, 8, (2), 187-190
   See also Working Paper (1995)
7. International evidence on the efficacy of new-Keynesian models of inflation persistence
   Journal of Applied Econometrics, 2010, 25, (1), 31-54 View citations (1)
   See also Working Paper (2011)
8. Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments
   Econometric Reviews, 2010, 29, (5-6), 476-510
   See also Working Paper (2011)

2009

9. Comment
   Journal of Business & Economic Statistics, 2009, 27, (3), 316-318
10. Comments on "Forecasting economic and financial variables with global VARs"
    International Journal of Forecasting, 2009, 25, (4), 697-702 View citations (1)
11. Information in the Revision Process of Real-Time Datasets
    Journal of Business & Economic Statistics, 2009, 27, (4), 455-467 View citations (14)
    See also Working Paper (2011)
12. Predictive density estimators for daily volatility based on the use of realized measures
    Journal of Econometrics, 2009, 150, (2), 119-138 View citations (7)
    See also Working Paper (2006)

2008

13. A Simulation-Based Specification Test for Diffusion Processes
    Journal of Business & Economic Statistics, 2008, 26, 176-193 View citations (4)
    See also Working Paper (2006)

2007

14. Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
    Journal of Econometrics, 2007, 137, (2), 515-555 View citations (6)
    See also Working Paper (2004)
15. Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
    Journal of Econometrics, 2007, 136, (2), 699-723 View citations (18)
    See also Working Paper (2003)
16. How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models
    Journal of Money, Credit and Banking, 2007, 39, (6), 1481-1508 View citations (17)
17. NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES
    International Economic Review, 2007, 48, (1), 67-109 View citations (16)
    See also Working Paper (2006)

2006

18. An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
    Journal of Econometrics, 2006, 131, (1-2), 539-578 View citations (17)
    See also Working Paper (2004)
19. Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry
    Journal of Business & Economic Statistics, 2006, 24, 24-42 View citations (27)
    See also Working Paper (2001)
20. Bootstrap conditional distribution tests in the presence of dynamic misspecification
    Journal of Econometrics, 2006, 133, (2), 779-806 View citations (5)
    See also Working Paper (2003)
21. Predictive density and conditional confidence interval accuracy tests
    Journal of Econometrics, 2006, 135, (1-2), 187-228 View citations (28)
    See also Working Paper (2004)
22. Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
    Journal of Econometrics, 2006, 135, (1-2), 1-9 View citations (1)
    See also Working Paper (2006)
23. The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
    Journal of Econometrics, 2006, 132, (1), 195-229 View citations (1)
    See also Working Paper (2003)

2005

24. A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
    Econometric Theory, 2005, 21, (05), 991-1016 View citations (14)
25. Bootstrap specification tests for diffusion processes
    Journal of Econometrics, 2005, 124, (1), 117-148 View citations (11)
    See also Working Paper (2003)
26. Consistent Estimation with a Large Number of Weak Instruments
    Econometrica, 2005, 73, (5), 1673-1692 View citations (35)
    See also Working Paper (2004)
27. Predicting Inflation: Does The Quantity Theory Help?
    Economic Inquiry, 2005, 43, (3), 570-585 View citations (11)
    See also Working Paper (2003)
28. The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 905-930 View citations (12)

2004

29. A test for the distributional comparison of simulated and historical data
    Economics Letters, 2004, 85, (2), 185-193
30. Forecasting economic and financial time-series with non-linear models
    International Journal of Forecasting, 2004, 20, (2), 169-183 View citations (18)
    See also Working Paper (2003)
31. Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
    International Journal of Forecasting, 2004, 20, (2), 185-199 View citations (9)
    See also Working Paper (2003)
32. The volume of federal litigation and the macroeconomy
    International Review of Law and Economics, 2004, 24, (2), 191-207 View citations (2)
    See also Working Paper (2003)

2003

33. Trade, investment and growth: nexus, analysis and prognosis
    Journal of Development Economics, 2003, 70, (2), 479-499 View citations (3)
    See also Working Paper (1998)

2002

34. A consistent test for nonlinear out of sample predictive accuracy
    Journal of Econometrics, 2002, 110, (2), 353-381 View citations (51)
    See also Working Paper (2000)
35. Comments on 'A vector error-correction forecasting model of the US economy'
    Journal of Macroeconomics, 2002, 24, (4), 599-606
36. Let's get "real" about using economic data
    Journal of Empirical Finance, 2002, 9, (3), 343-360 View citations (10)
    See also Working Paper (2001)
37. Monetary Policy Rules with Model and Data Uncertainty
    Southern Economic Journal, 2002, 69, (2), 239-265 View citations (10)
    See also Working Paper (1998)

2001

38. A new definition for time-dependent price mean reversion in commodity markets
    Economics Letters, 2001, 71, (1), 9-16
39. Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection
    Journal of Forecasting, 2001, 20, (6), 425-40 View citations (5)
40. Data Transformation and Forecasting in Models with Unit Roots and Cointegration
    Annals of Economics and Finance, 2001, 2, (1), 59-76 View citations (2)
41. Predictive ability with cointegrated variables
    Journal of Econometrics, 2001, 104, (2), 315-358 View citations (39)

2000

42. TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION
    Macroeconomic Dynamics, 2000, 4, (01), 42-72
    See also Working Paper (1997)
43. Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
    Journal of Econometrics, 2000, 96, (1), 39-73 View citations (9)
    See also Working Paper (1996)
44. The econometric consequences of the ceteris paribus condition in economic theory
    Journal of Econometrics, 2000, 95, (2), 223-253 View citations (5)

1998

45. Book reviews
    Econometric Reviews, 1998, 17, (2), 221-225
46. Money and output viewed through a rolling window
    Journal of Monetary Economics, 1998, 41, (3), 455-474 View citations (42)
47. Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets
    Studies in Nonlinear Dynamics & Econometrics, 1998, 2, (4), 6 View citations (3)
    See also Working Paper (1997)

1997

48. A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks
    The Review of Economics and Statistics, 1997, 79, (4), 540-550 View citations (42)
    See also Working Paper (1995)
49. An introduction to stochastic unit-root processes
    Journal of Econometrics, 1997, 80, (1), 35-62 View citations (35)
    See also Working Paper (1996)
50. Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
    International Journal of Forecasting, 1997, 13, (4), 439-461 View citations (54)

1996

51. Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
    Studies in Nonlinear Dynamics & Econometrics, 1996, 1, (1), da1 View citations (10)
    See also Working Paper (1996)
52. Future Developments in the Study of Cointegrated Variables
    Oxford Bulletin of Economics and Statistics, 1996, 58, (3), 537-53 View citations (17)

1995

53. A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks
    Journal of Business & Economic Statistics, 1995, 13, (3), 265-75 View citations (55)

Books

Edited books

2001

1. Essays in Econometrics 2 Volume Hardback Set Real Author-Name:Granger,Clive W. J
   Cambridge Books, Cambridge University Press
2. Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J
   Cambridge Books, Cambridge University Press
3. Essays in Econometrics Real Author-Name:Granger,Clive W. J
   Cambridge Books, Cambridge University Press View citations (2)
4. Essays in Econometrics Real Author-Name:Granger,Clive W. J
   Cambridge Books, Cambridge University Press View citations (2)
5. Essays in Econometrics Real Author-Name:Granger,Clive W. J
   Cambridge Books, Cambridge University Press View citations (5)
6. Essays in Econometrics Real Author-Name:Granger,Clive W. J
   Cambridge Books, Cambridge University Press View citations (2)

Chapters

2006

1. Predictive Density Evaluation
   Elsevier View citations (50)
   See also Working Paper (2004)