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Norman R. Swanson
Norman R. Swanson
Distinguished Professor of Economics, Rutgers University
Verified email at econ.rutgers.edu - Homepage
Title
Cited by
Cited by
Year
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
NR Swanson, CWJ Granger
Journal of the American Statistical Association 92 (437), 357-367, 1997
6431997
A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
NR Swanson, H White
Review of Economics and Statistics 79 (4), 540-550, 1997
5211997
Consistent estimation with a large number of weak instruments
JC Chao, NR Swanson
Econometrica 73 (5), 1673-1692, 2005
4222005
Money and output viewed through a rolling window
NR Swanson
Journal of monetary Economics 41 (3), 455-474, 1998
3811998
A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks
NR Swanson, H White
Journal of Business & Economic Statistics 13 (3), 265-275, 1995
3781995
Forecasting economic and financial time-series with non-linear models
MP Clements, PH Franses, NR Swanson
International journal of forecasting 20 (2), 169-183, 2004
3612004
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
NR Swanson, H White
International journal of Forecasting 13 (4), 439-461, 1997
3551997
Predictive Density Evaluation, in Handbook of Economic Forecasting, CWJ Granger, G. Elliott and A. Timmermann, eds
V Corradi, NR Swanson
Elsevier: Amsterdam, 197&284, 2006
301*2006
An introduction to stochastic unit-root processes
CWJ Granger, NR Swanson
Journal of Econometrics 80 (1), 35-62, 1997
2891997
Weak instrument robust tests in GMM and the new Keynesian Phillips curve
F Kleibergen, S Mavroeidis
Journal of Business & Economic Statistics 27 (3), 293-311, 2009
2462009
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
G Bhardwaj, NR Swanson
Journal of econometrics 131 (1-2), 539-578, 2006
2132006
Instrumental variable estimation with heteroskedasticity and many instruments
JA Hausman, WK Newey, T Woutersen, JC Chao, NR Swanson
Quantitative Economics 3 (2), 211-255, 2012
1972012
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
HH Kim, NR Swanson
Journal of Econometrics 178, 352-367, 2014
1872014
Predictive density and conditional confidence interval accuracy tests
V Corradi, NR Swanson
Journal of Econometrics 135 (1-2), 187-228, 2006
156*2006
Semiparametric ARX neural-network models with an application to forecasting inflation
X Chen, J Racine, NR Swanson
IEEE Transactions on neural networks 12 (4), 674-683, 2001
1532001
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
HH Kim, NR Swanson
International Journal of Forecasting 34 (2), 339-354, 2018
147*2018
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
JC Chao, NR Swanson, JA Hausman, WK Newey, T Woutersen
Econometric Theory 28 (1), 42-86, 2012
147*2012
Out-of-sample tests for Granger causality
J Chao, V Corradi, NR Swanson
Macroeconomic Dynamics 5 (4), 598-620, 2001
1432001
Bootstrap conditional distribution tests in the presence of dynamic misspecification
V Corradi, NR Swanson
Journal of Econometrics 133 (2), 779-806, 2006
141*2006
FUTURE DEVELOPMENTS IN THE STUDY OF COINTEGRATED VARIABLES*
CWJ Granger, N Swanson
Oxford Bulletin of Economics and Statistics 58 (3), 537-553, 1996
1411996
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