Valentina Corradi

Available identifiers

zbMath Open corradi.valentinaMaRDI QIDQ223930

List of research outcomes

Publication	Date of Publication	Type
Intercept estimation in nonlinear selection models	2025-01-20	Paper
Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk	2025-01-16	Paper
Predictive ability tests with possibly overlapping models	2024-06-12	Paper
Testing for quantile sample selection	2024-06-11	Paper
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk	2023-09-28	Paper
Testing for Jump Spillovers Without Testing for Jumps	2020-09-15	Paper
Testing for jumps and jump intensity path dependence	2018-05-25	Paper
ROBUST FORECAST COMPARISON	2017-10-25	Paper
Modeling heaped duration data: an application to neonatal mortality	2017-08-24	Paper
International market links and volatility transmission	2017-05-12	Paper
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models	2016-08-10	Paper
Predictive density estimators for daily volatility based on the use of realized measures	2016-07-04	Paper
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters	2016-06-13	Paper
Predictive density and conditional confidence interval accuracy tests	2016-06-10	Paper
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test	2016-06-10	Paper
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data	2016-05-02	Paper
Bootstrap conditional distribution tests in the presence of dynamic misspecification	2016-04-25	Paper
Bootstrap specification tests for diffusion processes	2016-03-24	Paper
NONPARAMETRIC NONSTATIONARITY TESTS	2014-06-20	Paper
Testing for structural stability of factor augmented forecasting models	2014-06-04	Paper
A test for the distributional comparison of simulated and historical data	2013-01-01	Paper
Predictive Inference for Integrated Volatility	2012-03-22	Paper
Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures	2006-09-22	Paper
A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS	2006-03-08	Paper
Strong rules for detecting the number of breaks in a time series	2003-12-04	Paper
Bounds for inference with nuisance parameters present only under the alternative	2003-08-07	Paper
The adjusted Knaster procedure under unequal entitlements.	2003-07-15	Paper
A consistent test for nonlinear out of sample predictive accuracy.	2003-02-17	Paper
Out-of-sample tests for Granger causality	2002-07-02	Paper
The dynamics of public opinion under majority rules	2002-01-01	Paper
Continuous approximations of stochastic evolutionary game dynamics	2001-06-21	Paper
Reconsidering the continuous time limit of the GARCH(1,1) process	2001-05-08	Paper
DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS	2001-02-06	Paper
Predictive ability with cointegrated variables	2001-01-01	Paper
Specification Tests for the Variance of a Diffusion	2000-03-01	Paper
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes	2000-01-01	Paper
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION	1996-05-20	Paper

Research outcomes over time

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