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Norman R. Swanson
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Book Chapter

Combining Two Consistent Estimators

Series: Advances in Econometrics
Published: 17 December 2012
10.1108/S0731-9053(2012)0000029007
EISBN: 978-1-78190-308-7
ISBN: 978-1-78190-307-0
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Book Chapter

An Expository Note on the Existence of Moments of Fuller and HFUL Estimators

Series: Advances in Econometrics
Published: 17 December 2012
10.1108/S0731-9053(2012)0000029009
EISBN: 978-1-78190-308-7
ISBN: 978-1-78190-307-0
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Book Chapter

Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps

Series: Advances in Econometrics
Published: 30 November 2011
10.1108/S0731-9053(2011)000027B006
EISBN: 978-1-78052-527-3
ISBN: 978-1-78052-526-6
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Book Chapter

Chapter 5 Predictive Inference under Model Misspecification

Series: Frontiers of Economics and Globalization
Published: 29 February 2008
10.1016/S1574-8715(07)00205-9
EISBN: 978-1-84950-540-6
ISBN: 978-0-44452-942-8
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Book Chapter

A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76014-4
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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