Access Statistics for Valentina Corradi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test for Comparing Multiple Misspecified Conditional Distributions 0 0 0 146 5 5 5 714
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 0 1 1 756
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 0 0 0 526
Consensus and Co-Existence in an Interactive Process of Opinion Formation 0 0 0 24 1 1 2 112
Consensus and Co-Existence in an Interactive Process of Opinion Formation' 0 0 0 47 0 0 0 358
Continuous Approximations of Stochastic Evolutionary Game Dynamics 0 0 2 289 1 1 5 995
Ergodicity and Clustering in Opinion Formation 0 0 0 31 0 0 1 170
Ergodicity and Clustering in Opinion Formation' 0 0 0 80 0 1 2 258
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 3 3 5 434
Information in the Revision Process of Real-Time Datasets 0 0 0 18 0 0 2 102
Information in the revision process of real-time datasets 0 0 0 75 1 1 10 317
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 0 1 300 1 1 5 944
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 2 78 0 0 2 84
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 0 8 0 0 1 60
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 0 0 1 364
Possibly Nonstationary Cross-Validation 0 0 0 21 1 1 2 44
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 0 1 609
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 0 1 245
Predictive Density Evaluation 0 0 0 184 1 2 2 502
Predictive Density Evaluation. Revised 0 0 2 68 1 2 6 154
Predictive Inference for Integrated Volatility 0 0 0 41 0 1 2 174
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 0 1 1 118
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 2 3 3 379
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 0 0 1 72
Strong Rules for Detecting the Number of Breaks in a Time Series 0 0 0 209 3 3 3 405
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 1 1 1 758
Testing for optimal monetary policy via moment inequalities 0 0 0 51 1 2 4 152
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 0 271 0 1 2 1,427
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 0 0 0 197 1 2 3 919
Total Working Papers 0 0 7 3,008 23 33 74 12,152


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bounds for inference with nuisance parameters present only under the alternative 0 0 0 42 0 0 0 180
Information in the Revision Process of Real-Time Datasets 0 0 0 43 1 1 2 212
International market links and volatility transmission 0 0 0 13 2 2 3 102
Macroeconomic determinants of stock volatility and volatility premiums 0 0 8 126 0 0 16 412
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 1 1 365
NONPARAMETRIC NONSTATIONARITY TESTS 0 0 1 12 0 0 4 52
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 2 30 1 4 8 124
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries 1 1 6 300 4 6 22 764
Predictive ability with cointegrated variables 0 0 0 63 1 3 4 252
Predictive density and conditional confidence interval accuracy tests 0 1 1 86 2 4 4 398
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 1 1 4 175
heap: A command for fitting discrete outcome variable models in the presence of heaping at known points 0 0 0 3 1 1 1 28
Total Journal Articles 1 2 18 850 13 23 69 3,064


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predictive Density Evaluation 0 0 5 429 0 0 10 1,369
Total Chapters 0 0 5 429 0 0 10 1,369


Statistics updated 2025-11-08