.
Swanson, Norman R.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 2,897
Total Citations 240
1.
Trade, Investment, and Growth: Nexus, Analysis, and Prognosis
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Krishna, Kala Pennsylvania State University - Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
Ozyildirim, Ataman The Conference Board
Posted:
20 Dec 98
Last Revised:
20 Oct 03
535(23,242)
2
Krishna, Kala Pennsylvania State University - Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
Ozyildirim, Ataman The Conference Board
0
reverse causation, exports, global business conditions, growth, investment
Krishna, Kala Pennsylvania State University - Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
Ozyildirim, Ataman The Conference Board
19
2
Krishna, Kala Pennsylvania State University - Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
Ozyildirim, Ataman The Conference Board
150
2
Krishna, Kala Pennsylvania State University - Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
Ozyildirim, Ataman The Conference Board
366
2
2.
Christoffersen, Peter University of Toronto - Rotman School of Management
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
285(51,083)
5
Market efficiency, expectations, news, data revision process
3.
Predictive Density Evaluation
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Corradi, Valentina Queen Mary, University of London
Swanson, Norman R. Rutgers University - Department of Economics
Posted:
04 Oct 05
Last Revised:
07 Mar 07
207(72,111)
32
Corradi, Valentina Queen Mary, University of London
Swanson, Norman R. Rutgers University - Department of Economics
117
32
block bootstrap, density and conditional distribution, forecast accuracy testing, mean square error, parameter estimation error, parametric and nonparametric methods, prediction, rolling and recursive estimation scheme
Corradi, Valentina Queen Mary, University of London
Swanson, Norman R. Rutgers University - Department of Economics
90
32
Block bootstrap, density and conditional distribution, forecast accuracy testing, mean square error, parameter estimation error, parametric and nonparametric methods, prediction, rolling and recursive estimation scheme
4.
Chao, John C. University of Maryland - Robert H. Smith School of Business
Swanson, Norman R. Rutgers University - Department of Economics
164(90,230)
28
Instrumental Variables, k-class Estimator, Local-to-zero Framework, Pathwise Asymptotics, Weak Instruments
5.
Armah, Nii Ayi C. Rutgers University, New Brunswick/Piscataway, Faculty of Arts and Sciences-New Brunswick/Piscataway, Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
Posted:
07 Mar 07
Last Revised:
04 Apr 11
141(103,176)
2
diffusion index, factor, forecast, macroeconometrics, parameter estimation error, proxy
6.
Swanson, Norman R. Rutgers University - Department of Economics
Corradi, Valentina Queen Mary, University of London
116(121,078)
10
7.
Bhardwaj, Geetesh SummerHaven Investment Management
Swanson, Norman R. Rutgers University - Department of Economics
Posted:
28 Feb 07
Last Revised:
11 Sep 08
112(124,383)
fractional integration, long memory, parameter estimation error, stock returns, long
8.
Corradi, Valentina Queen Mary, University of London
Swanson, Norman R. Rutgers University - Department of Economics
106(129,554)
Block bootstrap, recursive estimation scheme, reality check, nonlinear causality, parameter estimation error
9.
Chao, John C. University of Maryland - Robert H. Smith School of Business
Swanson, Norman R. Rutgers University - Department of Economics
97(137,876)
5
Heteroskedasticity, instrumental variables, Jackknife estimation, local-to-zero framework, many instruments, pathwise asymptotics, weak instruments
10.
Bhardwaj, Geetesh SummerHaven Investment Management
Corradi, Valentina Queen Mary, University of London
Swanson, Norman R. Rutgers University - Department of Economics
Posted:
04 Oct 05
Last Revised:
11 Sep 08
95(139,787)
4
Block bootstrap, diffusion processes, parameter estimation error, simulated GMM, stochastic volatility
11.
Chao, John C. University of Maryland - Robert H. Smith School of Business
Swanson, Norman R. Rutgers University - Department of Economics
90(145,002)
5
Confluent Hypergeometric Functions, Laplace Approximation, Local-to-zero Asymptotics, Weak Instruments
12.
Corradi, Valentina Queen Mary, University of London
Swanson, Norman R. Rutgers University - Department of Economics
80(156,103)
18
Block bootstrap, recursive estimation scheme, reality check, nonlinear causality, parameter estimation error
13.
Corradi, Valentina Queen Mary, University of London
Distaso, Walter Imperial College Business School
Swanson, Norman R. Rutgers University - Department of Economics
74(163,699)
1
Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise
14.
Corradi, Valentina Queen Mary, University of London
Distaso, Walter Imperial College Business School
Swanson, Norman R. Rutgers University - Department of Economics
73(165,022)
4
Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise, conditional confidence intervals, jumps, prediction
15.
Swanson, Norman R. Rutgers University - Department of Economics
Corradi, Valentina Queen Mary, University of London
66(174,594)
1
16.
Swanson, Norman R. Rutgers University - Department of Economics
Corradi, Valentina Queen Mary, University of London
60(183,567)
8
17.
Korenok, Oleg Virginia Commonwealth University - School of Business
Swanson, Norman R. Rutgers University - Department of Economics
56(189,889)
5
Sticky price, sticky information, predictive density, model selection
18.
Korenok, Oleg Virginia Commonwealth University - School of Business
Swanson, Norman R. Rutgers University - Department of Economics
49(201,949)
3
Sticky price, sticky information, empirical distribution, model selection
19.
Corradi, Valentina Queen Mary, University of London
Swanson, Norman R. Rutgers University - Department of Economics
48(203,830)
20
Block bootstrap, recursive estimation scheme, reality check, nonlinear causality, parameter estimation error
20.
Swanson, Norman R. Rutgers University - Department of Economics
Urbach, Richard DFA Capital Management, Inc.
46(207,580)
seasonal unit root, periodic autoregression, difference stationary, prediction, simulation
21.
Swanson, Norman R. Rutgers University - Department of Economics
Corradi, Valentina Queen Mary, University of London
42(215,485)
7
22.
Swanson, Norman R. Rutgers University - Department of Economics
Corradi, Valentina Queen Mary, University of London
38(223,750)
9
23.
Korenok, Oleg Virginia Commonwealth University - School of Business
Swanson, Norman R. Rutgers University - Department of Economics
35(230,523)
5
24.
Amato, Jeffery D. Goldman Sachs International
Swanson, Norman R. Rutgers University - Department of Economics
33(235,231)
16
25.
Bachmeier, Lance Kansas State University
Swanson, Norman R. Rutgers University - Department of Economics
30(242,945)
7
26.
Armah, Nii Ayi C. Rutgers University, New Brunswick/Piscataway, Faculty of Arts and Sciences-New Brunswick/Piscataway, Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
29(245,677)
block bootstrap, forecasting, recursive estimation scheme, rolling estimation scheme, model misspecification, nonlinear causality, parameter estimation error, prediction
27.
Korenok, Oleg Virginia Commonwealth University - School of Business
Swanson, Norman R. Rutgers University - Department of Economics
28(248,576)
sticky price, sticky information, empirical distribution, model selection
28.
Swanson, Norman R. Rutgers University - Department of Economics
26(254,665)
efficiency, robust estimation, empirical Bayes
29.
Swanson, Norman R. Rutgers University - Department of Economics
Cai, Lili affiliation not provided to SSRN
25(257,804)
interest rate, multi-factor diffusion process, specification test, out-of-sample forecasts, block bootstrap
30.
Breitung, Jorg Humboldt-Universitat Zu Berlin
Swanson, Norman R. Rutgers University - Department of Economics
24(261,122)
7
31.
Corradi, Valentina University of Warwick - Department of Economics
Fernandez, Andres affiliation not provided to SSRN
Swanson, Norman R. Rutgers University - Department of Economics
23(264,562)
12
bias, efficiency, generically comprehensive tests, rationality
32.
Corradi, Valentina University of Warwick - Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
22(267,936)
18
33.
Chao, John C. University of Maryland - Robert H. Smith School of Business
Swanson, Norman R. Rutgers University - Department of Economics
Hausman, Jerry A. Massachusetts Institute of Technology (MIT) - Department of Economics
Newey, Whitney K. Massachusetts Institute of Technology (MIT) - Department of Economics
Woutersen, Tiemen Johns Hopkins University - Department of Economics
17(285,490)
5
34.
Corradi, Valentina University of Warwick - Department of Economics
Swanson, Norman R. Rutgers University - Department of Economics
14(296,213)
1
Block bootstrap, diffusion processes, jumps, nonparametric simulated quasi maximum likelihood, parameter estimation error, recursive estimation, stochastic volatility
35.
Fernandez, Andres affiliation not provided to SSRN
Swanson, Norman R. Rutgers University - Department of Economics
11(306,702)
Bias, efficiency, generically comprehensive tests, rationality, preliminary, final, real-time data
36.
Bhardwaj, Geetesh SummerHaven Investment Management
Swanson, Norman R. Rutgers University - Department of Economics
Posted:
17 Sep 04
Last Revised:
11 Sep 08
fractional integration, long memory, parameter estimation error, stock returns, long horizon prediction
37.
Swanson, Norman R. Rutgers University - Department of Economics
Corradi, Valentina Queen Mary, University of London
38.
Swanson, Norman R. Rutgers University - Department of Economics
White, Jr., Halbert L. University of California, San Diego (UCSD) - Department of Economics
