# Norman Rasmus Swanson

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## Personal Details

First Name: | Norman |

Middle Name: | Rasmus |

Last Name: | Swanson |

Suffix: | |

RePEc Short-ID: | psw10 |

http://econweb.rutgers.edu/nswanson/ | |

Department of Economics Rutgers University 75 Hamilton Street, New Brunswick NJ 08901 USA | |

848-932-7432 |

New Brunswick, New Jersey (United States)

http://economics.rutgers.edu/

: (732) 932-7363

(732) 932-7416

New Jersey Hall - 75 Hamilton Street, New Brunswick, NJ 08901-1248

RePEc:edi:derutus (more details at EDIRC)

http://economics.rutgers.edu/

: (732) 932-7363

(732) 932-7416

New Jersey Hall - 75 Hamilton Street, New Brunswick, NJ 08901-1248

RePEc:edi:derutus (more details at EDIRC)

- Sainan Jin & Valentina Corradi & Norman Swanson, 2015.
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**Robust Forecast Comparison**," Departmental Working Papers 201502, Rutgers University, Department of Economics. - Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014.
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**Consistent Pretesting for Jumps**," Departmental Working Papers 201408, Rutgers University, Department of Economics. - John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013.
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**An Expository Note on the Existence of Moments of Fuller and HFUL Estimators**," Departmental Working Papers 201311, Rutgers University, Department of Economics. - Norman Swanson & Richard Urbach, 2013.
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**Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality**," Departmental Working Papers 201323, Rutgers University, Department of Economics.- Swanson, Norman R. & Urbach, Richard, 2015.
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**Prediction and simulation using simple models characterized by nonstationarity and seasonality**," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.

- Swanson, Norman R. & Urbach, Richard, 2015.
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- Valentina Corradi & Norman Swanson, 2013.
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**Testing for Structural Stability of Factor Augmented Forecasting Models**," Departmental Working Papers 201314, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2014.
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**Testing for structural stability of factor augmented forecasting models**," Journal of Econometrics, Elsevier, vol. 182(1), pages 100-118.

- Corradi, Valentina & Swanson, Norman R., 2014.
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- Diep Duong & Norman Swanson, 2013.
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**Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction**," Departmental Working Papers 201321, Rutgers University, Department of Economics.- Duong, Diep & Swanson, Norman R., 2015.
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**Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction**," Journal of Econometrics, Elsevier, vol. 187(2), pages 606-621.

- Duong, Diep & Swanson, Norman R., 2015.
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- Valentina Corradi & Norman Swanson, 2013.
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**A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance**," Departmental Working Papers 201309, Rutgers University, Department of Economics. - Kihwan Kim & Norman Swanson, 2013.
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**Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets**," Departmental Working Papers 201315, Rutgers University, Department of Economics. - John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013.
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**Combining Two Consistent Estimators**," Departmental Working Papers 201310, Rutgers University, Department of Economics. - Diep Duong & Norman Swanson, 2013.
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**Density and Conditional Distribution Based Specification Analysis**," Departmental Working Papers 201312, Rutgers University, Department of Economics. - Hyun Hak Kim & Norman Swanson, 2013.
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**Mining Big Data Using Parsimonious Factor and Shrinkage Methods**," Departmental Working Papers 201316, Rutgers University, Department of Economics. - Diep Duong & Norman R. Swanson, 2011.
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**Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks**," Departmental Working Papers 201116, Rutgers University, Department of Economics. - Huyn Hak Kim & Norman R. Swanson, 2011.
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**Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence**," Departmental Working Papers 201119, Rutgers University, Department of Economics.- Kim, Hyun Hak & Swanson, Norman R., 2014.
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**Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.

- Kim, Hyun Hak & Swanson, Norman R., 2014.
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- Norman R. Swanson & Nii Ayi Armah, 2011.
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**Diffusion Index Models and Index Proxies: Recent Results and New Directions**," Departmental Working Papers 201114, Rutgers University, Department of Economics. - Norman R. Swanson & Lili Cai, 2011.
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**In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008**," Departmental Working Papers 201102, Rutgers University, Department of Economics.- Cai, Lili & Swanson, Norman R., 2011.
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**In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008**," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 743-764, September.

- Cai, Lili & Swanson, Norman R., 2011.
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- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
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**Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity**," Departmental Working Papers 201118, Rutgers University, Department of Economics.- Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014.
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**Testing overidentifying restrictions with many instruments and heteroskedasticity**," Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.

- Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014.
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- Norman R. Swanson & Nii Ayi Armah, 2011.
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**Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators**," Departmental Working Papers 201115, Rutgers University, Department of Economics.- Nii Ayi Armah & Norman Swanson, 2011.
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**Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators**," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 43-60.

- Nii Ayi Armah & Norman Swanson, 2011.
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- Diep Duong & Norman R. Swanson, 2011.
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**Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps**," Departmental Working Papers 201117, Rutgers University, Department of Economics. - Chao & Swanson & Hausman & Newey & Woutersen, 2010.
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**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012.
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**Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments**," Econometric Theory, Cambridge University Press, vol. 28(01), pages 42-86, February.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
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**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Departmental Working Papers 201110, Rutgers University, Department of Economics.

- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012.
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- Valentina Corradi & Norman R. Swanson, 2009.
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**Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models**," Working Papers 09-29, Federal Reserve Bank of Philadelphia.- Corradi, Valentina & Swanson, Norman R., 2011.
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**Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models**," Journal of Econometrics, Elsevier, vol. 161(2), pages 304-324, April.

- Norman R. Swanson & Valentina Corradi, 2011.
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**Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models**," Departmental Working Papers 201112, Rutgers University, Department of Economics. - Valentina Corradi & Norman R. Swanson, 2011.
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**Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models**," Post-Print hal-00796745, HAL.

- Corradi, Valentina & Swanson, Norman R., 2011.
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- Andres Fernandez & Norman R. Swanson, 2009.
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**Real-time datasets really do make a difference: definitional change, data release, and forecasting**," Working Papers 09-28, Federal Reserve Bank of Philadelphia.- Norman R. Swanson & Andres Fernandez, 2011.
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**Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting**," Departmental Working Papers 201113, Rutgers University, Department of Economics.

- Norman R. Swanson & Andres Fernandez, 2011.
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- Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008.
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**Information in the revision process of real-time datasets**," Working Papers 08-27, Federal Reserve Bank of Philadelphia.- Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009.
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**Information in the Revision Process of Real-Time Datasets**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 455-467.

- Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011.
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**Information in the Revision Process of Real-Time Datasets**," Departmental Working Papers 201107, Rutgers University, Department of Economics.

- Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009.
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- Nii Ayi Armah & Norman R. Swanson, 2008.
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**Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments**," Working Papers 08-25, Federal Reserve Bank of Philadelphia.- Nii Ayi Armah & Norman Swanson, 2010.
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**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments**," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 476-510.

- Norman R. Swanson & Nii Ayi Armah, 2011.
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**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments**," Departmental Working Papers 201105, Rutgers University, Department of Economics.

- Nii Ayi Armah & Norman Swanson, 2010.
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- Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson, 2007.
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**Instrumental variable estimation with heteroskedasticity and many instruments**," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012.
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**Instrumental variable estimation with heteroskedasticity and many instruments**," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, 07.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
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**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Departmental Working Papers 201111, Rutgers University, Department of Economics. - Hausman & Newey & Woutersen & Chao & Swanson, 2009.
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**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics.

- Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012.
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- Valentina Corradi & Norman Swanson, 2006.
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**Predictive Density Evaluation. Revised**," Departmental Working Papers 200621, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson & Walter Distaso, 2006.
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**Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures**," Departmental Working Papers 200620, Rutgers University, Department of Economics.- Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009.
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**Predictive density estimators for daily volatility based on the use of realized measures**," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.

- Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009.
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- Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2006.
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**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Working Papers 0602, VCU School of Business, Department of Economics.- Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010.
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**International evidence on the efficacy of new-Keynesian models of inflation persistence**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 31-54.

- Norman R. Swanson & Oleg Korenok & Stanislav Radchenko, 2011.
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**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Departmental Working Papers 201104, Rutgers University, Department of Economics. - Norman Swanson & Oleg Korenok & Stanislav Radchenko, 2006.
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**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Departmental Working Papers 200617, Rutgers University, Department of Economics.

- Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010.
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- Norman Swanson & Oleg Korenok, 2006.
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**The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives**," Departmental Working Papers 200615, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson & Walter Distaso, 2006.
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**Predictive Inference for Integrated Volatility**," Departmental Working Papers 200616, Rutgers University, Department of Economics.- Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011.
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**Predictive Inference for Integrated Volatility**," Departmental Working Papers 201108, Rutgers University, Department of Economics. - Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011.
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**Predictive Inference for Integrated Volatility**," Departmental Working Papers 201109, Rutgers University, Department of Economics.

- Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011.
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- Norman Swanson & Valentina Corradi, 2006.
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**Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes**," Departmental Working Papers 200618, Rutgers University, Department of Economics.- Valentina Corradi & Norman R. Swanson, 2007.
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**Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 67-109, 02.

- Valentina Corradi & Norman R. Swanson, 2007.
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- Norman Swanson & Oleg Korenok, 2006.
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**How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version**," Departmental Working Papers 200612, Rutgers University, Department of Economics. - Norman Swanson & Geetesh Bhardwaj, 2006.
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**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 200613, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006.
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**A Simulation Based Specification Test for Diffusion Processes**," Departmental Working Papers 200614, Rutgers University, Department of Economics.- Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008.
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**A Simulation-Based Specification Test for Diffusion Processes**," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 176-193, April.

- Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008.
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- Norman Swanson & Nii Ayi Armah, 2006.
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**Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output**," Departmental Working Papers 200619, Rutgers University, Department of Economics.- Norman R. Swanson & Nii Ayi Armah, 2011.
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**Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output**," Departmental Working Papers 201103, Rutgers University, Department of Economics.

- Norman R. Swanson & Nii Ayi Armah, 2011.
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- Norman R. Swanson & John C. Chao, 2004.
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**Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments**," Econometric Society 2004 North American Winter Meetings 441, Econometric Society. - Valentina Corradi & Norman Swanson, 2004.
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**Predictive Density Evaluation**," Departmental Working Papers 200419, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2006.
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**Predictive Density Evaluation**," Handbook of Economic Forecasting, Elsevier.

- Corradi, Valentina & Swanson, Norman R., 2006.
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- Norman R. Swanson & Valentina Corradi, 2004.
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**Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated**," Econometric Society 2004 North American Winter Meetings 264, Econometric Society. - Valentina Corradi & Norman Swanson, 2004.
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**Predective Density and Conditional Confidence Interval Accuracy Tests**," Departmental Working Papers 200423, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2006.
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**Predictive density and conditional confidence interval accuracy tests**," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.

- Corradi, Valentina & Swanson, Norman R., 2006.
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- Norman Swanson & Valentina Corradi, 2004.
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**Predictive Density Accuracy Tests**," Working Papers wp04-16, Warwick Business School, Finance Group. - Geetesh Bhardwaj & Norman Swanson, 2004.
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**An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series**," Departmental Working Papers 200422, Rutgers University, Department of Economics.- Bhardwaj, Geetesh & Swanson, Norman R., 2006.
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**An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series**," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.

- Bhardwaj, Geetesh & Swanson, Norman R., 2006.
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- John Chao & Norman Swanson, 2004.
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**Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments**," Departmental Working Papers 200420, Rutgers University, Department of Economics.- Norman R. Swanson & John C. Chao, 2004.
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**Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments**," Econometric Society 2004 Far Eastern Meetings 668, Econometric Society.

- Norman R. Swanson & John C. Chao, 2004.
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- Valentina Corradi & Norman Swanson, 2004.
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**Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection**," Departmental Working Papers 200418, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson, 2003.
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**The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation**," Departmental Working Papers 200313, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson, 2003.
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**Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives**," Departmental Working Papers 200316, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2004.
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**Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives**," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.

- Corradi, Valentina & Swanson, Norman R., 2004.
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- John C. Chao & Norman R. Swanson, 2003.
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**Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments**," Departmental Working Papers 200312, Rutgers University, Department of Economics. - Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003.
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**Forecasting economic and financial time-series with non-linear models**," Departmental Working Papers 200309, Rutgers University, Department of Economics.- Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004.
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**Forecasting economic and financial time-series with non-linear models**," International Journal of Forecasting, Elsevier, vol. 20(2), pages 169-183.

- Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004.
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- Valentina Corradi & Norman R. Swanson, 2003.
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**Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification**," Departmental Working Papers 200311, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2006.
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**Bootstrap conditional distribution tests in the presence of dynamic misspecification**," Journal of Econometrics, Elsevier, vol. 133(2), pages 779-806, August.

- Corradi, Valentina & Swanson, Norman R., 2006.
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- Lance J. Bachmeier & Norman R. Swanson, 2003.
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**Predicting Inflation: Does The Quantity Theory Help?**," Departmental Working Papers 200317, Rutgers University, Department of Economics.- Lance J. Bachmeier & Norman R. Swanson, 2005.
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**Predicting Inflation: Does The Quantity Theory Help?**," Economic Inquiry, Western Economic Association International, vol. 43(3), pages 570-585, July.

- Lance J. Bachmeier & Norman R. Swanson, 2005.
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- Chao, John Chao & Norman R. Swanson, 2003.
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**Consistent Estimation with a Large Number of Weak Instruments**," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.- John C. Chao & Norman R. Swanson, 2005.
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**Consistent Estimation with a Large Number of Weak Instruments**," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, 09.

- John Chao & Norman Swanson, 2004.
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**Consistent Estimation with a Large Number of Weak Instruments**," Departmental Working Papers 200421, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
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**Consistent Estimation with a Large Number of Weak Instruments**," Yale School of Management Working Papers ysm374, Yale School of Management.

- John C. Chao & Norman R. Swanson, 2005.
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- Valentina Corradi & Norman R. Swanson, 2003.
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**Bootstrap Specification Tests for Diffusion Processes**," Departmental Working Papers 200321, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2005.
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**Bootstrap specification tests for diffusion processes**," Journal of Econometrics, Elsevier, vol. 124(1), pages 117-148, January.

- Corradi, Valentina & Swanson, Norman R., 2005.
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- Valentina Corradi & Norman R. Swanson, 2003.
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**Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data**," Departmental Working Papers 200320, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2007.
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**Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data**," Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.

- Corradi, Valentina & Swanson, Norman R., 2007.
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- Valentina Corradi & Norman R. Swanson, 2003.
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**The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test**," Departmental Working Papers 200322, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2006.
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**The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test**," Journal of Econometrics, Elsevier, vol. 132(1), pages 195-229, May.

- Corradi, Valentina & Swanson, Norman R., 2006.
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- Valentina Corradi & Norman R. Swanson, 2003.
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**A Test for Comparing Multiple Misspecified Conditional Distributions**," Departmental Working Papers 200314, Rutgers University, Department of Economics. - John Chao & Norman R. Swanson, 2003.
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**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.- Chao, John & Swanson, Norman R., 2007.
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**Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction**," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.

- John Chao & Norman Swanson, 2003.
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**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
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**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 ysm375, Yale School of Management.

- Chao, John & Swanson, Norman R., 2007.
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- Valentina Corradi & Norman R. Swanson, 2001.
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**Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error**," Discussion Papers 0101, Exeter University, Department of Economics. - Swanson, N.R. & van Dijk, D.J.C., 2001.
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**Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry**," Econometric Institute Research Papers EI 2001-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Swanson, Norman R. & van Dijk, Dick, 2006.
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**Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry**," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 24-42, January.

- Swanson, Norman R. & van Dijk, Dick, 2006.
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- Valentina Corradi & Norman R. Swanson, 2001.
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**A Randomized Procedure for Choosing Data Transformation**," Discussion Papers 0105, Exeter University, Department of Economics. - Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001.
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**Let's Get "Real"" about Using Economic Data"**," CIRANO Working Papers 2001s-44, CIRANO.- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002.
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**Let's get "real" about using economic data**," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.

- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, .
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**Let's Get "Real" about Using Economic Data**," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. - Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000.
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**Let's Get "Real" About Using Economic Data**," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society.

- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002.
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- Norman R. Swanson, 2000.
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**An Out of Sample Test for Granger Causality**," Econometric Society World Congress 2000 Contributed Papers 0362, Econometric Society. - Norman R. Swanson & Jeffery D. Amato, 2000.
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**The real-time predictive content of money for output**," BIS Working Papers 96, Bank for International Settlements. - Corradi, V. & Swanson, N.R., 2000.
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**A Consistent Test for Nonlinear Out of Sample Predictive Accuracy**," Discussion Papers 0012, Exeter University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2002.
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**A consistent test for nonlinear out of sample predictive accuracy**," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.

- Corradi, Valentina & Swanson, Norman R., 2002.
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- Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998.
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**Trade, Investment, and Growth: Nexus, Analysis, and Prognosis**," NBER Working Papers 6861, National Bureau of Economic Research, Inc.- Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003.
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**Trade, investment and growth: nexus, analysis and prognosis**," Journal of Development Economics, Elsevier, vol. 70(2), pages 479-499, April.

- Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003.
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- Breitung, Jörg & Swanson, Norman Rasmus, 1998.
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**Temporal aggregation and causality in multiple time series models**," SFB 373 Discussion Papers 1998,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
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**Monetary Policy Rules with Model and Data Uncertainty**," CIRANO Working Papers 98s-40, CIRANO.- Eric Ghysels & Norman R. Swanson & Myles Callan, 2002.
"
**Monetary Policy Rules with Model and Data Uncertainty**," Southern Economic Journal, Southern Economic Association, vol. 69(2), pages 239-265, October.

- Eric Ghysels & Norman R. Swanson & Myles Callan, 2002.
"
- Chao, J.C. & Swanson, N.R., 1997.
"
**Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production**," Papers 9-97-3, Pennsylvania State - Department of Economics.- Chao, John C. & Swanson, Norman R., 2000.
"
**Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production**," Macroeconomic Dynamics, Cambridge University Press, vol. 4(01), pages 42-72, March.

- Chao, John C. & Swanson, Norman R., 2000.
"
- Zeng, T. & Swanson, N.R., 1997.
"
**Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets**," Papers 9-97-4, Pennsylvania State - Department of Economics.- Zeng Tian & Swanson Norman R., 1998.
"
**Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-21, January.

- Zeng Tian & Swanson Norman R., 1998.
"
- Swanson, N.R., 1996.
"
**Forecasting Using First Available Versus Fully Revised Economic Time Series data**," Papers 4-96-7, Pennsylvania State - Department of Economics.- Swanson Norman, 1996.
"
**Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-20, April.

- Swanson Norman, 1996.
"
- Swanson, N.R. & Ozyildirim, A. & Pisu, M., 1996.
"
**A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables**," Papers 4-96-4, Pennsylvania State - Department of Economics. - Swanson, N.R., 1996.
"
**Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models**," Papers 4-96-2, Pennsylvania State - Department of Economics. - Swanson, Norman, 1996.
"
**BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman**," MPRA Paper 11047, University Library of Munich, Germany. - Swanson, N.R. & Zeng, T., 1996.
"
**Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection**," Papers 4-96-5, Pennsylvania State - Department of Economics. - Granger, E.J. & Swanson, N.R., 1996.
"
**An introduction to stochastic Unit Root Processes**," Papers 4-96-3, Pennsylvania State - Department of Economics.- Granger, Clive W. J. & Swanson, Norman R., 1997.
"
**An introduction to stochastic unit-root processes**," Journal of Econometrics, Elsevier, vol. 80(1), pages 35-62, September.

- Granger, Clive W. J. & Swanson, Norman R., 1997.
"
- Corradi, V. & Swanson, N. & White, H., 1996.
"
**Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes**," Papers 4-96-6, Pennsylvania State - Department of Economics.- Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000.
"
**Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes**," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May.

- Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000.
"
- Swanson, N.R., 1995.
"
**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**," Papers 03-95-03, Pennsylvania State - Department of Economics. - Swanson, N.R., 1995.
"
**A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output**," Papers 03-95-01, Pennsylvania State - Department of Economics. - Norman R. Swanson & Halbert White, 1995.
"
**A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks**," Macroeconomics 9503004, EconWPA.- Norman R. Swanson & Halbert White, 1997.
"
**A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks**," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.

- Swanson, N.R. & White, H., 1995.
"
**A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks**," Papers 04-95-12, Pennsylvania State - Department of Economics.

- Norman R. Swanson & Halbert White, 1997.
"
- Granger, C.W.J. & Swanson, N., 1995.
"
**Further Developments in the Study of Cointegrated Variables**," Papers 4-95-13, Pennsylvania State - Department of Economics.- Norman R. Swanson, 2010.
"
**Further Developments in the Study of Cointegrated Variables**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(2), pages 187-190, spring.

- Norman R. Swanson, 2010.
"
- Swanson, N.R., 1995.
"
**LM Tests and Nonlinear Error Correction in Economic Time Series**," Papers 03-95-02, Pennsylvania State - Department of Economics. - Swanson, N.R. & Granger, C.W.J., 1994.
"
**Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions**," Papers 9-94-1, Pennsylvania State - Department of Economics. - Lance J. Bachmeier Patrick Gaughan & Norman R. Swanson, .
"
**The Volume of Federal Litigation and the Macroeconomy**," Working Papers 0209, East Carolina University, Department of Economics.- Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R., 2004.
"
**The volume of federal litigation and the macroeconomy**," International Review of Law and Economics, Elsevier, vol. 24(2), pages 191-207, June.

- Lance Bachmeier & Patrick Gaughman Null & Norman R. Swanson, 2003.
"
**The Volume of Federal Litigation and the Macroeconomy**," Departmental Working Papers 200318, Rutgers University, Department of Economics.

- Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R., 2004.
"

- Duong, Diep & Swanson, Norman R., 2015.
"
**Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction**," Journal of Econometrics, Elsevier, vol. 187(2), pages 606-621.- Diep Duong & Norman Swanson, 2013.
"
**Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction**," Departmental Working Papers 201321, Rutgers University, Department of Economics.

- Diep Duong & Norman Swanson, 2013.
"
- Swanson, Norman R. & Urbach, Richard, 2015.
"
**Prediction and simulation using simple models characterized by nonstationarity and seasonality**," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.- Norman Swanson & Richard Urbach, 2013.
"
**Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality**," Departmental Working Papers 201323, Rutgers University, Department of Economics.

- Norman Swanson & Richard Urbach, 2013.
"
- Corradi, Valentina & Swanson, Norman R., 2014.
"
**Testing for structural stability of factor augmented forecasting models**," Journal of Econometrics, Elsevier, vol. 182(1), pages 100-118.- Valentina Corradi & Norman Swanson, 2013.
"
**Testing for Structural Stability of Factor Augmented Forecasting Models**," Departmental Working Papers 201314, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson, 2013.
"
- Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014.
"
**Testing overidentifying restrictions with many instruments and heteroskedasticity**," Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
**Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity**," Departmental Working Papers 201118, Rutgers University, Department of Economics.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
- Kim, Hyun Hak & Swanson, Norman R., 2014.
"
**Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.- Huyn Hak Kim & Norman R. Swanson, 2011.
"
**Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence**," Departmental Working Papers 201119, Rutgers University, Department of Economics.

- Huyn Hak Kim & Norman R. Swanson, 2011.
"
- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012.
"
**Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments**," Econometric Theory, Cambridge University Press, vol. 28(01), pages 42-86, February.- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Departmental Working Papers 201110, Rutgers University, Department of Economics. - Chao & Swanson & Hausman & Newey & Woutersen, 2010.
"
**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
- Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012.
"
**Instrumental variable estimation with heteroskedasticity and many instruments**," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, 07.- Hausman & Newey & Woutersen & Chao & Swanson, 2009.
"
**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics. - Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson, 2007.
"
**Instrumental variable estimation with heteroskedasticity and many instruments**," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Departmental Working Papers 201111, Rutgers University, Department of Economics.

- Hausman & Newey & Woutersen & Chao & Swanson, 2009.
"
- Cai, Lili & Swanson, Norman R., 2011.
"
**In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008**," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 743-764, September.- Norman R. Swanson & Lili Cai, 2011.
"
**In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008**," Departmental Working Papers 201102, Rutgers University, Department of Economics.

- Norman R. Swanson & Lili Cai, 2011.
"
- Nii Ayi Armah & Norman Swanson, 2011.
"
**Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators**," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 43-60.- Norman R. Swanson & Nii Ayi Armah, 2011.
"
**Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators**," Departmental Working Papers 201115, Rutgers University, Department of Economics.

- Norman R. Swanson & Nii Ayi Armah, 2011.
"
- Corradi, Valentina & Swanson, Norman R., 2011.
"
- Valentina Corradi & Norman R. Swanson, 2009.
"
- Norman R. Swanson & Valentina Corradi, 2011.
"
**Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models**," Departmental Working Papers 201112, Rutgers University, Department of Economics. - Valentina Corradi & Norman R. Swanson, 2011.
"

- Valentina Corradi & Norman R. Swanson, 2009.
"
- Norman R. Swanson, 2010.
"
**Further Developments in the Study of Cointegrated Variables**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(2), pages 187-190, spring.- Granger, C.W.J. & Swanson, N., 1995.
"
**Further Developments in the Study of Cointegrated Variables**," Papers 4-95-13, Pennsylvania State - Department of Economics.

- Granger, C.W.J. & Swanson, N., 1995.
"
- Nii Ayi Armah & Norman Swanson, 2010.
"
**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments**," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 476-510.- Norman R. Swanson & Nii Ayi Armah, 2011.
"
**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments**," Departmental Working Papers 201105, Rutgers University, Department of Economics. - Nii Ayi Armah & Norman R. Swanson, 2008.
"
**Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments**," Working Papers 08-25, Federal Reserve Bank of Philadelphia.

- Norman R. Swanson & Nii Ayi Armah, 2011.
"
- Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010.
"
**International evidence on the efficacy of new-Keynesian models of inflation persistence**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 31-54.- Norman Swanson & Oleg Korenok & Stanislav Radchenko, 2006.
"
**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Departmental Working Papers 200617, Rutgers University, Department of Economics. - Norman R. Swanson & Oleg Korenok & Stanislav Radchenko, 2011.
"
**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Departmental Working Papers 201104, Rutgers University, Department of Economics. - Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2006.
"
**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Working Papers 0602, VCU School of Business, Department of Economics.

- Norman Swanson & Oleg Korenok & Stanislav Radchenko, 2006.
"
- Swanson, Norman R., 2009.
"
**Comments on "Forecasting economic and financial variables with global VARs"**," International Journal of Forecasting, Elsevier, vol. 25(4), pages 697-702, October. - Chao, John C. & Swanson, Norman R., 2009.
"
**Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 316-318. - Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009.
"
**Information in the Revision Process of Real-Time Datasets**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 455-467.- Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008.
"
**Information in the revision process of real-time datasets**," Working Papers 08-27, Federal Reserve Bank of Philadelphia. - Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011.
"
**Information in the Revision Process of Real-Time Datasets**," Departmental Working Papers 201107, Rutgers University, Department of Economics.

- Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008.
"
- Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009.
"
**Predictive density estimators for daily volatility based on the use of realized measures**," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.- Valentina Corradi & Norman Swanson & Walter Distaso, 2006.
"
**Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures**," Departmental Working Papers 200620, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson & Walter Distaso, 2006.
"
- Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008.
"
**A Simulation-Based Specification Test for Diffusion Processes**," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 176-193, April.- Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006.
"
**A Simulation Based Specification Test for Diffusion Processes**," Departmental Working Papers 200614, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006.
"
- Corradi, Valentina & Swanson, Norman R., 2007.
"
**Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data**," Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.- Valentina Corradi & Norman R. Swanson, 2003.
"
**Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data**," Departmental Working Papers 200320, Rutgers University, Department of Economics.

- Valentina Corradi & Norman R. Swanson, 2003.
"
- Chao, John & Swanson, Norman R., 2007.
"
**Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction**," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.- John Chao & Norman R. Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University. - John Chao & Norman Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**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 ysm375, Yale School of Management.

- John Chao & Norman R. Swanson, 2003.
"
- Oleg Korenok & Norman R. Swanson, 2007.
"
**How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1481-1508, 09. - Valentina Corradi & Norman R. Swanson, 2007.
"
**Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 67-109, 02.- Norman Swanson & Valentina Corradi, 2006.
"
**Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes**," Departmental Working Papers 200618, Rutgers University, Department of Economics.

- Norman Swanson & Valentina Corradi, 2006.
"
- Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus, 2006.
"
**Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger**," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 1-9. - Swanson, Norman R. & van Dijk, Dick, 2006.
"
**Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry**," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 24-42, January.- Swanson, N.R. & van Dijk, D.J.C., 2001.
"
**Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry**," Econometric Institute Research Papers EI 2001-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Swanson, N.R. & van Dijk, D.J.C., 2001.
"
- Corradi, Valentina & Swanson, Norman R., 2006.
"
**Bootstrap conditional distribution tests in the presence of dynamic misspecification**," Journal of Econometrics, Elsevier, vol. 133(2), pages 779-806, August.- Valentina Corradi & Norman R. Swanson, 2003.
"
**Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification**," Departmental Working Papers 200311, Rutgers University, Department of Economics.

- Valentina Corradi & Norman R. Swanson, 2003.
"
- Bhardwaj, Geetesh & Swanson, Norman R., 2006.
"
**An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series**," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.- Geetesh Bhardwaj & Norman Swanson, 2004.
"
**An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series**," Departmental Working Papers 200422, Rutgers University, Department of Economics.

- Geetesh Bhardwaj & Norman Swanson, 2004.
"
- Corradi, Valentina & Swanson, Norman R., 2006.
"
**Predictive density and conditional confidence interval accuracy tests**," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.- Valentina Corradi & Norman Swanson, 2004.
"
**Predective Density and Conditional Confidence Interval Accuracy Tests**," Departmental Working Papers 200423, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson, 2004.
"
- Corradi, Valentina & Swanson, Norman R., 2006.
"
**The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test**," Journal of Econometrics, Elsevier, vol. 132(1), pages 195-229, May.- Valentina Corradi & Norman R. Swanson, 2003.
"
**The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test**," Departmental Working Papers 200322, Rutgers University, Department of Economics.

- Valentina Corradi & Norman R. Swanson, 2003.
"
- Corradi, Valentina & Swanson, Norman R., 2005.
"
**A Test For Comparing Multiple Misspecified Conditional Interval Models**," Econometric Theory, Cambridge University Press, vol. 21(05), pages 991-1016, October. - Corradi, Valentina & Swanson, Norman R., 2005.
"
**Bootstrap specification tests for diffusion processes**," Journal of Econometrics, Elsevier, vol. 124(1), pages 117-148, January.- Valentina Corradi & Norman R. Swanson, 2003.
"
**Bootstrap Specification Tests for Diffusion Processes**," Departmental Working Papers 200321, Rutgers University, Department of Economics.

- Valentina Corradi & Norman R. Swanson, 2003.
"
- John C. Chao & Norman R. Swanson, 2005.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, 09.- John Chao & Norman Swanson, 2004.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Departmental Working Papers 200421, Rutgers University, Department of Economics. - Chao, John Chao & Norman R. Swanson, 2003.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Yale School of Management Working Papers ysm374, Yale School of Management.

- John Chao & Norman Swanson, 2004.
"
- Oleg Korenok & Norman R. Swanson, 2005.
"
**The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 905-930, December. - Lance J. Bachmeier & Norman R. Swanson, 2005.
"
**Predicting Inflation: Does The Quantity Theory Help?**," Economic Inquiry, Western Economic Association International, vol. 43(3), pages 570-585, July.- Lance J. Bachmeier & Norman R. Swanson, 2003.
"
**Predicting Inflation: Does The Quantity Theory Help?**," Departmental Working Papers 200317, Rutgers University, Department of Economics.

- Lance J. Bachmeier & Norman R. Swanson, 2003.
"
- Corradi, Valentina & Swanson, Norman R., 2004.
"
**A test for the distributional comparison of simulated and historical data**," Economics Letters, Elsevier, vol. 85(2), pages 185-193, November. - Corradi, Valentina & Swanson, Norman R., 2004.
"
**Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives**," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.- Valentina Corradi & Norman Swanson, 2003.
"
**Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives**," Departmental Working Papers 200316, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson, 2003.
"
- Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R., 2004.
"
**The volume of federal litigation and the macroeconomy**," International Review of Law and Economics, Elsevier, vol. 24(2), pages 191-207, June.- Lance J. Bachmeier Patrick Gaughan & Norman R. Swanson, .
"
**The Volume of Federal Litigation and the Macroeconomy**," Working Papers 0209, East Carolina University, Department of Economics. - Lance Bachmeier & Patrick Gaughman Null & Norman R. Swanson, 2003.
"
**The Volume of Federal Litigation and the Macroeconomy**," Departmental Working Papers 200318, Rutgers University, Department of Economics.

- Lance J. Bachmeier Patrick Gaughan & Norman R. Swanson, .
"
- Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004.
"
**Forecasting economic and financial time-series with non-linear models**," International Journal of Forecasting, Elsevier, vol. 20(2), pages 169-183.- Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003.
"
**Forecasting economic and financial time-series with non-linear models**," Departmental Working Papers 200309, Rutgers University, Department of Economics.

- Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003.
"
- Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003.
"
**Trade, investment and growth: nexus, analysis and prognosis**," Journal of Development Economics, Elsevier, vol. 70(2), pages 479-499, April.- Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998.
"
**Trade, Investment, and Growth: Nexus, Analysis, and Prognosis**," NBER Working Papers 6861, National Bureau of Economic Research, Inc.

- Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998.
"
- Corradi, Valentina & Swanson, Norman R., 2002.
"
**A consistent test for nonlinear out of sample predictive accuracy**," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.- Corradi, V. & Swanson, N.R., 2000.
"
**A Consistent Test for Nonlinear Out of Sample Predictive Accuracy**," Discussion Papers 0012, Exeter University, Department of Economics.

- Corradi, V. & Swanson, N.R., 2000.
"
- Eric Ghysels & Norman R. Swanson & Myles Callan, 2002.
"
**Monetary Policy Rules with Model and Data Uncertainty**," Southern Economic Journal, Southern Economic Association, vol. 69(2), pages 239-265, October.- Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
"
**Monetary Policy Rules with Model and Data Uncertainty**," CIRANO Working Papers 98s-40, CIRANO.

- Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
"
- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002.
"
**Let's get "real" about using economic data**," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, .
"
**Let's Get "Real" about Using Economic Data**," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. - Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000.
"
**Let's Get "Real" About Using Economic Data**," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society. - Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001.
"
**Let's Get "Real"" about Using Economic Data"**," CIRANO Working Papers 2001s-44, CIRANO.

- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, .
"
- Swanson, Norman R., 2002.
"
**Comments on 'A vector error-correction forecasting model of the US economy'**," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 599-606, December. - John C. Chao & Valentina Corradi & Norman R. Swanson, 2001.
"
**Data Transformation and Forecasting in Models with Unit Roots and Cointegration**," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 59-76, May. - Swanson, Norman R & Zeng, Tian, 2001.
"
**Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 425-40, September. - Kocagil, Ahmet E. & Swanson, Norman R. & Zeng, Tian, 2001.
"
**A new definition for time-dependent price mean reversion in commodity markets**," Economics Letters, Elsevier, vol. 71(1), pages 9-16, April. - Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001.
"
**Predictive ability with cointegrated variables**," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September. - Chao, John & Corradi, Valentina & Swanson, Norman R., 2001.
"
**Out-Of-Sample Tests For Granger Causality**," Macroeconomic Dynamics, Cambridge University Press, vol. 5(04), pages 598-620, September. - Bierens, Herman J. & Swanson, Norman R., 2000.
"
**The econometric consequences of the ceteris paribus condition in economic theory**," Journal of Econometrics, Elsevier, vol. 95(2), pages 223-253, April. - Chao, John C. & Swanson, Norman R., 2000.
"
**Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production**," Macroeconomic Dynamics, Cambridge University Press, vol. 4(01), pages 42-72, March.- Chao, J.C. & Swanson, N.R., 1997.
"
**Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production**," Papers 9-97-3, Pennsylvania State - Department of Economics.

- Chao, J.C. & Swanson, N.R., 1997.
"
- Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000.
"
**Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes**," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May.- Corradi, V. & Swanson, N. & White, H., 1996.
"
**Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes**," Papers 4-96-6, Pennsylvania State - Department of Economics.

- Corradi, V. & Swanson, N. & White, H., 1996.
"
- Norman Swanson, 1998.
"
**Book reviews**," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 221-225. - Swanson, Norman R., 1998.
"
**Money and output viewed through a rolling window**," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 455-474, May. - Zeng Tian & Swanson Norman R., 1998.
"
**Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-21, January.- Zeng, T. & Swanson, N.R., 1997.
"
**Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets**," Papers 9-97-4, Pennsylvania State - Department of Economics.

- Zeng, T. & Swanson, N.R., 1997.
"
- Norman R. Swanson & Halbert White, 1997.
"
**A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks**," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.- Swanson, N.R. & White, H., 1995.
"
**A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks**," Papers 04-95-12, Pennsylvania State - Department of Economics. - Norman R. Swanson & Halbert White, 1995.
"
**A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks**," Macroeconomics 9503004, EconWPA.

- Swanson, N.R. & White, H., 1995.
"
- Swanson, Norman R. & White, Halbert, 1997.
"
**Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models**," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December. - Granger, Clive W. J. & Swanson, Norman R., 1997.
"
**An introduction to stochastic unit-root processes**," Journal of Econometrics, Elsevier, vol. 80(1), pages 35-62, September.- Granger, E.J. & Swanson, N.R., 1996.
"
**An introduction to stochastic Unit Root Processes**," Papers 4-96-3, Pennsylvania State - Department of Economics.

- Granger, E.J. & Swanson, N.R., 1996.
"
- Swanson Norman, 1996.
"
**Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-20, April.- Swanson, N.R., 1996.
"
**Forecasting Using First Available Versus Fully Revised Economic Time Series data**," Papers 4-96-7, Pennsylvania State - Department of Economics.

- Swanson, N.R., 1996.
"
- Granger, C W J & Swanson, Norman, 1996.
"
**Future Developments in the Study of Cointegrated Variables**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(3), pages 537-53, August. - Swanson, Norman R & White, Halbert, 1995.
"
**A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks**," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 265-75, July.

- Corradi, Valentina & Swanson, Norman R., 2006.
"
**Predictive Density Evaluation**," Handbook of Economic Forecasting, Elsevier.- Valentina Corradi & Norman Swanson, 2004.
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**Predictive Density Evaluation**," Departmental Working Papers 200419, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson, 2004.
"

- Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
**Essays in Econometrics Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521774963, November.- Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
**Essays in Econometrics Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521792073, November. - Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
**Essays in Econometrics Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521772976, November. - Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
**Essays in Econometrics Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521796491, November.

- Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
- Ghysels,Eric & Swanson,Norman R. & Watson,Mark (ed.), 2001.
"
**Essays in Econometrics 2 Volume Hardback Set Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521804073, November. - Ghysels,Eric & Swanson,Norman R. & Watson,Mark (ed.), 2001.
"
**Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521796972, November.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 74 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

- NEP-ECM:
**Econometrics**(41) 1999-01-18 2003-06-26 2003-06-26 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2004-10-21 2004-10-21 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-11-24 2008-11-04 2008-11-11 2009-11-14 2009-11-14 2011-01-30 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2014-07-28 2014-07-28 2015-07-04. Author is listed - NEP-ETS:
**Econometric Time Series**(27) 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2004-07-18 2004-07-18 2004-10-21 2004-10-21 2004-10-21 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2008-11-04 2009-11-14 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2013-07-20 2014-07-28 2015-07-04. Author is listed - NEP-FOR:
**Forecasting**(21) 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2009-11-14 2009-11-14 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2014-07-28 2015-07-04. Author is listed - NEP-CBA:
**Central Banking**(9) 2006-09-03 2007-03-10 2007-03-10 2007-03-10 2008-11-11 2009-11-14 2011-12-13 2011-12-13 2011-12-13. Author is listed - NEP-MAC:
**Macroeconomics**(8) 2003-12-07 2003-12-07 2006-09-03 2007-03-10 2007-03-10 2007-03-10 2008-11-04 2011-12-13. Author is listed - NEP-RMG:
**Risk Management**(5) 2003-12-07 2003-12-07 2007-03-10 2013-07-20 2014-07-28. Author is listed - NEP-DGE: Dynamic General Equilibrium (3) 2003-12-07 2007-03-10 2007-03-10
- NEP-FIN: Finance (3) 2003-12-07 2004-10-21 2004-10-21
- NEP-ORE: Operations Research (3) 2011-12-13 2011-12-13 2014-07-28
- NEP-MON: Monetary Economics (2) 2003-12-07 2006-09-03
- NEP-MST: Market Microstructure (2) 2007-03-10 2007-03-10
- NEP-BEC: Business Economics (1) 2007-03-10
- NEP-CMP: Computational Economics (1) 2003-12-07
- NEP-SEA: South East Asia (1) 2015-07-04

This author is among the top 5% authors according to these criteria:

- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Wu-Index

#### Most cited item

- Chao, John Chao & Norman R. Swanson, 2003.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.

#### Most downloaded item (past 12 months)

- Corradi, Valentina & Swanson, Norman R., 2006.
"
**Predictive Density Evaluation**," Handbook of Economic Forecasting, Elsevier.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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