Browsing All of EconStor by Author Corradi, Valentina

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Year of PublicationTitleAuthor(s)
2003 Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear AlternativesCorradi, Valentina; Swanson, Norman R.
2003 Bootstrap Conditional Distribution Tests In the Presence of Dynamic MisspecificationCorradi, Valentina; Swanson, Norman R.
2003 The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive EvaluationSwanson, Norman R.; Corradi, Valentina
2003 A Test for Comparing Multiple Misspecified Conditional DistributionsCorradi, Valentina; Swanson, Norman R.
2003 Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical DataCorradi, Valentina; Swanson, Norman R.
2003 Bootstrap Specification Tests for Diffusion ProcessesCorradi, Valentina; Swanson, Norman R.
2003 The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests : Monte Carlo Results and a Simple TestCorradi, Valentina; Swanson, Norman R.
2004 Predective Density and Conditional Confidence Interval Accuracy TestsCorradi, Valentina; Swanson, Norman R.
2004 Predictive Density EvaluationCorradi, Valentina; Swanson, Norman R.
2004 Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model SelectionCorradi, Valentina; Swanson, Norman R.
2005 Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemesCorradi, Valentina; Swanson, Norman R.
2005 Predictive density evaluationCorradi, Valentina; Swanson, Norman R.
2005 A simulation based specification test for diffusion processesBhardwaj, Geetesh; Corradi, Valentina; Swanson, Norman R.
2006 Predictive inference for integrated volatilityCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2006 Predictive density estimators for daily volatility based on the use of realized measuresCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2011 Predictive inference for integrated volatilityCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2011 Information in the revision process of real-time datasetsCorradi, Valentina; Fernandez, Andres; Swanson, Norman R.
2011 Predictive density construction and accuracy testing with multiple possibly misspecified diffusion modelsCorradi, Valentina; Swanson, Norman
2011 Predictive inference for integrated volatilityCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2013 A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominanceCorradi, Valentina; Swanson, Norman