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Publications by Norman R. Swanson

Testing Overidentifying Restrictions With Many Instruments and Heteroskedasticity

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality

International Review of Economics and Finance

English

Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction

SSRN Electronic Journal

English

In- And Out-Of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008

SSRN Electronic Journal

English

Consistent Estimation With a Large Number of Weak Instruments

English

Trade, Investment and Growth: Nexus, Analysis and Prognosis

Journal of Development Economics

English

Forecasting Economic Time Series Using Flexible Versus Fixed Specification and Linear Versus Nonlinear Econometric Models

International Journal of Forecasting

International Management

English

Bootstrap Conditional Distribution Tests in the Presence of Dynamic Misspecification

SSRN Electronic Journal

English

Bootstrap Specification Tests for Diffusion Processes

SSRN Electronic Journal

English

Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting

Working paper (Federal Reserve Bank of Philadelphia)

English