Year |
Citation |
Score |
2020 |
Yu B, Mizrach B, Swanson NR. New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section Econometrics. 8: 19. DOI: 10.3390/Econometrics8020019 |
0.403 |
|
2020 |
Swanson NR, Xiong W, Yang X. Predicting Interest Rates Using Shrinkage Methods, Real‐Time Diffusion Indexes, and Model Combinations* Journal of Applied Econometrics. 35: 587-613. DOI: 10.1002/Jae.2768 |
0.441 |
|
2020 |
Cepni O, Guney IE, Swanson NR. Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors Journal of Forecasting. 39: 18-36. DOI: 10.1002/For.2602 |
0.315 |
|
2019 |
Cheng M, Swanson NR. Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence Econometrics. 7: 13. DOI: 10.3390/Econometrics7010013 |
0.376 |
|
2019 |
Cepni O, Güney IE, Swanson NR. Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes International Journal of Forecasting. 35: 555-572. DOI: 10.1016/J.Ijforecast.2018.10.008 |
0.401 |
|
2019 |
Mukherjee A, Peng W, Swanson NR, Yang X. Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps ☆ Handbook of Statistics. 42: 3-59. DOI: 10.1016/Bs.Host.2018.11.006 |
0.479 |
|
2018 |
Swanson NR, Xiong W. Big Data Analytics in Economics: What Have We Learned So Far, and Where Should We Go from Here? Canadian Journal of Economics. 51: 695-746. DOI: 10.1111/Caje.12336 |
0.418 |
|
2018 |
Corradi V, Silvapulle MJ, Swanson NR. Testing for Jumps and Jump Intensity Path Dependence Journal of Econometrics. 204: 248-267. DOI: 10.1016/J.Jeconom.2018.02.004 |
0.403 |
|
2018 |
Kim HH, Swanson NR. Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP Journal of Forecasting. 37: 281-302. DOI: 10.1002/For.2499 |
0.485 |
|
2017 |
Jin S, Corradi V, Swanson NR. Robust Forecast Comparison Econometric Theory. 33: 1306-1351. DOI: 10.2139/Ssrn.2605927 |
0.485 |
|
2016 |
Kim HH, Swanson NR. Mining Big Data Using Parsimonious Factor, Machine Learning, Variable Selection and Shrinkage Methods International Journal of Forecasting. 34: 339-354. DOI: 10.1016/J.Ijforecast.2016.02.012 |
0.46 |
|
2015 |
Duong D, Swanson NR. Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction Journal of Econometrics. 187: 606-621. DOI: 10.1016/J.Jeconom.2015.02.042 |
0.752 |
|
2015 |
Swanson NR, Urbach R. Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality International Review of Economics & Finance. 40: 312-323. DOI: 10.1016/J.Iref.2015.02.027 |
0.513 |
|
2014 |
Corradi V, Swanson NR. Testing for Structural Stability of Factor Augmented Forecasting Models Journal of Econometrics. 182: 100-118. DOI: 10.1016/J.Jeconom.2014.04.011 |
0.421 |
|
2014 |
Chen X, Swanson NR. Causality, prediction, and specification analysis: Recent advances and future directions Journal of Econometrics. 182: 1-4. DOI: 10.1016/J.Jeconom.2014.04.003 |
0.352 |
|
2014 |
Kim HH, Swanson NR. Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence Journal of Econometrics. 178: 352-367. DOI: 10.1016/J.Jeconom.2013.08.033 |
0.523 |
|
2014 |
Chao JC, Hausman JA, Newey WK, Swanson NR, Woutersen T. Testing overidentifying restrictions with many instruments and heteroskedasticity Journal of Econometrics. 178: 15-21. DOI: 10.1016/J.Jeconom.2013.08.003 |
0.604 |
|
2012 |
Hausman JA, Newey WK, Woutersen T, Chao JC, Swanson NR. Instrumental Variable Estimation with Heteroskedasticity and Many Instruments Quantitative Economics. 3: 211-255. DOI: 10.3982/Qe89 |
0.618 |
|
2012 |
Chao JC, Swanson NR, Hausman JA, Newey WK, Woutersen T. Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments Econometric Theory. 28: 42-86. DOI: 10.1017/S0266466611000120 |
0.575 |
|
2011 |
Swanson NR, Cai L. In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 Journal of Empirical Finance. 18: 743-764. DOI: 10.2139/Ssrn.1856053 |
0.477 |
|
2011 |
Corradi V, Distaso W, Swanson NR. Predictive Inference for Integrated Volatility Journal of the American Statistical Association. 106: 1496-1512. DOI: 10.1198/Jasa.2011.Tm10012 |
0.445 |
|
2011 |
Armah NAC, Swanson NR. Some Variables are More Worthy than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators Applied Financial Economics. 21: 43-60. DOI: 10.1080/09603107.2011.523188 |
0.419 |
|
2010 |
Korenok O, Radchenko S, Swanson NR. International evidence on the efficacy of new-keynesian models of inflation persistence Journal of Applied Econometrics. 25: 31-54. DOI: 10.2139/Ssrn.966410 |
0.402 |
|
2010 |
Swanson NR. Further Developments in the Study of Cointegrated Variables Journal of Financial Econometrics. 8: 187-190. DOI: 10.1093/Jjfinec/Nbq004 |
0.309 |
|
2009 |
Corradi V, Swanson NR. Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models Journal of Econometrics. 161: 304-324. DOI: 10.1016/J.Jeconom.2010.12.009 |
0.479 |
|
2009 |
Corradi V, Distaso W, Swanson NR. Predictive density estimators for daily volatility based on the use of realized measures Journal of Econometrics. 150: 119-138. DOI: 10.1016/J.Jeconom.2008.12.015 |
0.45 |
|
2009 |
Swanson NR. Comments on “Forecasting economic and financial variables with global VARs” International Journal of Forecasting. 25: 697-702. DOI: 10.1016/J.Ijforecast.2009.05.020 |
0.314 |
|
2008 |
Corradi V, Fernandez A, Swanson NR. Information in the Revision Process of Real-Time Datasets Journal of Business & Economic Statistics. 27: 455-467. DOI: 10.1198/Jbes.2009.07209 |
0.412 |
|
2008 |
Bhardwaj G, Corradi V, Swanson NR. A simulation-based specification test for diffusion processes Journal of Business and Economic Statistics. 26: 176-193. DOI: 10.1198/073500107000000412 |
0.742 |
|
2007 |
Korenok O, Swanson NR. How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models Journal of Money, Credit and Banking. 39: 1481-1508. DOI: 10.2139/Ssrn.812089 |
0.405 |
|
2007 |
Corradi V, Swanson NR. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes International Economic Review. 48: 67-109. DOI: 10.1111/J.1468-2354.2007.00418.X |
0.5 |
|
2007 |
Bhardwaj G, Swanson NR. A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects Contributions to Economic Analysis. 276: 379-405. DOI: 10.1016/S0573-8555(05)76014-4 |
0.769 |
|
2007 |
Corradi V, Swanson NR. Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data Journal of Econometrics. 136: 699-723. DOI: 10.1016/J.Jeconom.2005.11.010 |
0.449 |
|
2007 |
Chao JC, Swanson NR. Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction Journal of Econometrics. 137: 515-555. DOI: 10.1016/J.Jeconom.2005.09.002 |
0.386 |
|
2006 |
Corradi V, Swanson NR. Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification Journal of Econometrics. 133: 779-806. DOI: 10.2139/Ssrn.433002 |
0.421 |
|
2006 |
Swanson NR, Dijk DJCv. Are Statistical Reporting Agencies Getting it Right? Data Rationality and Business Cycle Asymmetry Journal of Business & Economic Statistics. 24: 24-42. DOI: 10.1198/073500105000000036 |
0.339 |
|
2006 |
Chao JC, Swanson NR. Asymptotic normality of single-equation estimators for the case with a large number of weak instruments Econometric Theory and Practice: Frontiers of Analysis and Applied Research. 82-124. DOI: 10.1017/CBO9781139164863.006 |
0.333 |
|
2006 |
Corradi V, Swanson NR. Predictive density and conditional confidence interval accuracy tests Journal of Econometrics. 135: 187-228. DOI: 10.1016/J.Jeconom.2005.07.026 |
0.459 |
|
2006 |
Swanson NR, Elliott G, Ghysels E, Gonzalo J. Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger Journal of Econometrics. 135: 1-9. DOI: 10.1016/J.Jeconom.2005.07.011 |
0.36 |
|
2006 |
Corradi V, Swanson NR. The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test Journal of Econometrics. 132: 195-229. DOI: 10.1016/J.Jeconom.2005.01.028 |
0.346 |
|
2006 |
Bhardwaj G, Swanson NR. An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series Journal of Econometrics. 131: 539-578. DOI: 10.1016/J.Jeconom.2005.01.016 |
0.792 |
|
2005 |
Chao JC, Swanson NR. Consistent Estimation with a Large Number of Weak Instruments Econometrica. 73: 1673-1692. DOI: 10.1111/J.1468-0262.2005.00632.X |
0.316 |
|
2005 |
Korenok O, Swanson NR. The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models Oxford Bulletin of Economics and Statistics. 67: 905-930. DOI: 10.1111/J.1468-0084.2005.00145.X |
0.524 |
|
2005 |
Bachmeier LJ, Swanson NR. Predicting inflation: Does the quantity theory help? Economic Inquiry. 43: 570-585. DOI: 10.1093/Ei/Cbi039 |
0.768 |
|
2005 |
Corradi V, Swanson NR. A Test For Comparing Multiple Misspecified Conditional Interval Models Econometric Theory. 21: 991-1016. DOI: 10.1017/S0266466605050498 |
0.489 |
|
2005 |
Corradi V, Swanson NR. Bootstrap specification tests for diffusion processes Journal of Econometrics. 124: 117-148. DOI: 10.1016/J.Jeconom.2004.02.013 |
0.437 |
|
2004 |
Bachmeier L, Gaughan P, Swanson NR. The Volume of Federal Litigation and the Macroeconomy International Review of Law and Economics. 24: 191-207. DOI: 10.1016/J.Irle.2004.08.004 |
0.738 |
|
2004 |
Clements MP, Franses PH, Swanson NR. Forecasting economic and financial time-series with non-linear models International Journal of Forecasting. 20: 169-183. DOI: 10.1016/J.Ijforecast.2003.10.004 |
0.463 |
|
2004 |
Corradi V, Swanson NR. Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives International Journal of Forecasting. 20: 185-199. DOI: 10.1016/J.Ijforecast.2003.09.008 |
0.429 |
|
2004 |
Corradi V, Swanson NR. A test for the distributional comparison of simulated and historical data Economics Letters. 85: 185-193. DOI: 10.1016/J.Econlet.2004.04.005 |
0.436 |
|
2003 |
Krishna K, Ozyildirim A, Swanson NR. Trade, investment and growth: nexus, analysis and prognosis Journal of Development Economics. 70: 479-499. DOI: 10.1016/S0304-3878(02)00106-2 |
0.4 |
|
2002 |
Ghysels E, Swanson NR, Callan M. Monetary policy rules with model and data uncertainty Southern Economic Journal. 69: 239-265. DOI: 10.2307/1061671 |
0.305 |
|
2002 |
Breitung J, Swanson NR. Temporal aggregation and spurious instantaneous causality in multiple time series models Journal of Time Series Analysis. 23: 651-665. DOI: 10.1111/1467-9892.00284 |
0.369 |
|
2002 |
Christoffersen P, Ghysels E, Swanson NR. Let's get "real" about using economic data Journal of Empirical Finance. 9: 343-360. DOI: 10.1016/S0927-5398(01)00059-7 |
0.336 |
|
2002 |
Corradi V, Swanson NR. A Consistent Test for Nonlinear Out of Sample Predictive Accuracy Journal of Econometrics. 110: 353-381. DOI: 10.1016/S0304-4076(02)00099-4 |
0.529 |
|
2002 |
Swanson NR. Comments on 'A vector error-correction forecasting model of the US economy' Journal of Macroeconomics. 24: 599-606. DOI: 10.1016/S0164-0704(02)00068-X |
0.372 |
|
2001 |
Chen X, Racine J, Swanson NR. Semiparametric ARX neural-network models with an application to forecasting inflation. Ieee Transactions On Neural Networks / a Publication of the Ieee Neural Networks Council. 12: 674-83. PMID 18249903 DOI: 10.1109/72.935081 |
0.457 |
|
2001 |
Granger CWJ, Swanson N. Further developments in the study of cointegrated variables Oxford Bulletin of Economics and Statistics. 58: 302-318. DOI: 10.1111/J.1468-0084.1996.Mp58003007.X |
0.309 |
|
2001 |
Chao J, Corradi V, Swanson NR. Out-Of-Sample Tests For Granger Causality Macroeconomic Dynamics. 5: 598-620. DOI: 10.1017/S1365100501023070 |
0.406 |
|
2001 |
Corradi V, Swanson NR, Olivetti C. Predictive ability with cointegrated variables Journal of Econometrics. 104: 315-358. DOI: 10.1016/S0304-4076(01)00086-0 |
0.513 |
|
2001 |
Amato JD, Swanson NR. The real-time predictive content of money for output Journal of Monetary Economics. 48: 3-24. DOI: 10.1016/S0304-3932(01)00070-8 |
0.388 |
|
2001 |
Kocagil AE, Swanson NR, Zeng T. A new definition for time-dependent price mean reversion in commodity markets Economics Letters. 71: 9-16. DOI: 10.1016/S0165-1765(00)00397-9 |
0.321 |
|
2001 |
Swanson NR, Zeng T. Choosing among competing econometric forecasts: Regression‐based forecast combination using model selection Journal of Forecasting. 20: 425-440. DOI: 10.1002/For.784 |
0.442 |
|
2000 |
Swanson NR, Clements MP, Hendry DF. Forecasting Economic Time Series Journal of the American Statistical Association. 95: 687. DOI: 10.2307/2669429 |
0.332 |
|
2000 |
Chao JC, Swanson NR. Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production Macroeconomic Dynamics. 4: 42-72. DOI: 10.1017/S1365100500014036 |
0.408 |
|
2000 |
Corradi V, Swanson NR, White H. Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes Journal of Econometrics. 96: 39-73. DOI: 10.1016/S0304-4076(99)00050-0 |
0.526 |
|
2000 |
Bierens HJ, Swanson NR. The econometric consequences of the ceteris paribus condition in economic theory Journal of Econometrics. 95: 223-253. DOI: 10.1016/S0304-4076(99)00038-X |
0.307 |
|
2000 |
Bierens HJ, Swanson NR. The econometric consequences of the ceteris paribus condition in economic theory Journal of Econometrics. 95: 223-253. |
0.319 |
|
1999 |
Swanson NR. Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations Statistica Neerlandica. 53: 76-95. DOI: 10.1111/1467-9574.00099 |
0.394 |
|
1998 |
Zeng T, Swanson NR. Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets Studies in Nonlinear Dynamics and Econometrics. 2: 1-21. DOI: 10.2202/1558-3708.1037 |
0.433 |
|
1998 |
Swanson NR. Money and output viewed through a rolling window Journal of Monetary Economics. 41: 455-474. DOI: 10.1016/S0304-3932(98)00005-1 |
0.396 |
|
1997 |
Swanson NR, White HL. A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks The Review of Economics and Statistics. 79: 540-550. DOI: 10.1162/003465397557123 |
0.478 |
|
1997 |
Swanson NR, Granger CWJ. Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions Journal of the American Statistical Association. 92: 357-367. DOI: 10.1080/01621459.1997.10473634 |
0.413 |
|
1997 |
Swanson NR, White H. Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models International Journal of Forecasting. 13: 439-461. DOI: 10.1016/S0169-2070(97)00030-7 |
0.64 |
|
1996 |
Swanson N. Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data Studies in Nonlinear Dynamics and Econometrics. 1: 1-20. DOI: 10.2202/1558-3708.1012 |
0.347 |
|
1995 |
Swanson NR, White H. A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks Journal of Business & Economic Statistics. 13: 265-275. DOI: 10.1080/07350015.1995.10524600 |
0.632 |
|
Low-probability matches (unlikely to be authored by this person) |
1997 |
Granger CWJ, Swanson NR. An introduction to stochastic unit-root processes Journal of Econometrics. 80: 35-62. DOI: 10.1016/S0304-4076(96)00016-4 |
0.265 |
|
2021 |
Cheng M, Swanson NR, Yang X. Forecasting volatility using double shrinkage methods Journal of Empirical Finance. 62: 46-61. DOI: 10.1016/J.JEMPFIN.2021.01.007 |
0.161 |
|
2006 |
Lynch JL, deSilva CJ, Peeva VK, Swanson NR. Comparison of commercial probe labeling kits for microarray: towards quality assurance and consistency of reactions. Analytical Biochemistry. 355: 224-31. PMID 16737680 DOI: 10.1016/j.ab.2006.04.052 |
0.126 |
|
2008 |
Peeva VK, Lynch JL, Desilva CJ, Swanson NR. Evaluation of automated and conventional microarray hybridization: a question of data quality and best practice? Biotechnology and Applied Biochemistry. 50: 181-90. PMID 17953513 DOI: 10.1042/BA20070145 |
0.126 |
|
2010 |
Ayi Armah N, Swanson NR. Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments Econometric Reviews. 29: 476-510. DOI: 10.1080/07474938.2010.481549 |
0.102 |
|
2007 |
Ballard JL, Peeva VK, deSilva CJ, Lynch JL, Swanson NR. Comparison of Alexa Fluor and CyDye for practical DNA microarray use. Molecular Biotechnology. 36: 175-83. PMID 17873405 DOI: 10.1007/s12033-007-0006-4 |
0.095 |
|
2007 |
Chinowsky TM, Soelberg SD, Baker P, Swanson NR, Kauffman P, Mactutis A, Grow MS, Atmar R, Yee SS, Furlong CE. Portable 24-analyte surface plasmon resonance instruments for rapid, versatile biodetection. Biosensors & Bioelectronics. 22: 2268-75. PMID 17223032 DOI: 10.1016/J.Bios.2006.11.026 |
0.085 |
|
1997 |
Lareu RR, Swanson NR, Fox SA. Rapid and sensitive genotyping of hepatitis C virus by single-strand conformation polymorphism Journal of Virological Methods. 64: 11-18. PMID 9029525 DOI: 10.1016/S0166-0934(96)02134-9 |
0.059 |
|
1995 |
Swanson NR, Fox SA, Mastaglia FL. Search for persistent infection with poliovirus or other enteroviruses in amyotrophic lateral sclerosis-motor neurone disease Neuromuscular Disorders. 5: 457-465. PMID 8580727 DOI: 10.1016/0960-8966(95)00002-5 |
0.058 |
|
1994 |
Fox SA, Finklestone E, Robbins PD, Mastaglia FL, Swanson NR. Search for persistent enterovirus infection of muscle in inflammatory myopathies Journal of the Neurological Sciences. 125: 70-76. PMID 7964891 DOI: 10.1016/0022-510X(94)90244-5 |
0.055 |
|
1998 |
Burke V, Puddey IB, Rakic V, Swanson NR, Dimmitt SB, Beilin LJ, Ching S, Beilby JP. Carbohydrate-deficient transferrin as a marker of change in alcohol intake in men drinking 20 to 60 g of alcohol per day. Alcoholism, Clinical and Experimental Research. 22: 1973-80. PMID 9884140 |
0.05 |
|
1995 |
Fox SA, Lareu RR, Swanson NR. Rapid genotyping of hepatitis C virus isolates by dideoxy fingerprinting Journal of Virological Methods. 53: 1-9. PMID 7543486 DOI: 10.1016/0166-0934(94)00171-C |
0.048 |
|
1996 |
Fox SA, Ward BK, Robbins PD, Mastaglia FL, Swanson NR. Inclusion body myositis: investigation of the mumps virus hypothesis by polymerase chain reaction. Muscle & Nerve. 19: 23-8. PMID 8538666 DOI: 10.1002/(Sici)1097-4598(199601)19:1<23::Aid-Mus4>3.0.Co;2-A |
0.042 |
|
1985 |
Swanson NR, Bartholomaeus WN, Reed WD, Joske RA. An enzyme-linked immunosorbent assay for the detection of hepatocyte plasma membrane antibodies. Journal of Immunological Methods. 85: 203-16. PMID 3908561 |
0.037 |
|
2008 |
Sherwood AL, Mutsaers SE, Peeva VK, Robinson C, DeSilva CJ, Swanson NR, Lake RA. Spontaneously immortalized mouse mesothelial cells display characteristics of malignant transformation Cell Proliferation. 41: 894-908. PMID 19040568 DOI: 10.1111/j.1365-2184.2008.00560.x |
0.034 |
|
2016 |
Swanson NR. Comment Journal of Business & Economic Statistics. 34: 348-353. DOI: 10.1080/07350015.2016.1186554 |
0.029 |
|
2009 |
Chao JC, Swanson NR. Comment Journal of Business & Economic Statistics. 27: 316-318. DOI: 10.1198/jbes.2009.08264 |
0.029 |
|
1983 |
Carrano JA, Swanson NR, Dawkins RL. An enzyme-linked immunosorbent assay for antistriational antibodies associated with myasthenia gravis and thymoma: comparison with indirect immunofluorescence. Journal of Immunological Methods. 59: 301-14. PMID 6343491 |
0.028 |
|
1989 |
Swanson NR, Reed WD, Yarred LJ, Bartholomaeus WN, Shilkin KB, Joske RA. Autoantibodies to isolated human hepatocyte plasma membranes in liver disease. I. Specificity for chronic active hepatitis. Clinical Immunology and Immunopathology. 52: 291-304. PMID 2661064 |
0.021 |
|
1990 |
Jeffrey GP, Swanson NR, Yarred LJ, Reed WD. Bile duct antibodies crossreacting with blood group antigens in primary sclerosing cholangitis. Gut. 31: 698-701. PMID 2199348 |
0.015 |
|
1990 |
Liddle C, Crewe EB, Swanson NR, Jeffrey GP, Cunningham AL, Reed WD, Batey RG, Farrell GC. Does hepatitis C virus play a role in "non-viral" chronic liver disease? The Medical Journal of Australia. 153: 265-71. PMID 2118225 |
0.014 |
|
1987 |
Bartholomaeus WN, Swanson NR, Reed WD, O'Donoghue HL, Foti D, Papadimitriou JM. The relationship between liver-specific lipoprotein and the hepatocyte plasma membrane. Immunology. 60: 321-9. PMID 3032778 |
0.013 |
|
1999 |
Beilby JP, Prins AW, Swanson NR. Determination of hepatic iron concentration in fresh and paraffin-embedded tissue. Clinical Chemistry. 45: 573-4. PMID 10102921 |
0.01 |
|
1994 |
Swanson NR, Fox SA, Mastaglia FL. Enterovirus hypothesis for motor neurone disease [29] British Medical Journal. 309: 743. PMID 7950544 DOI: 10.1136/bmj.309.6956.743 |
0.01 |
|
1990 |
Swanson NR, Reed WD, Yarred LJ, Shilkin KB, Joske RA. Autoantibodies to isolated human hepatocyte plasma membranes in chronic active hepatitis. II. Specificity of antibodies. Hepatology (Baltimore, Md.). 11: 613-21. PMID 2328955 |
0.01 |
|
Hide low-probability matches. |