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 1 4 16 725
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 0 6 10 765
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 0 2 8 534
Consensus and Co-Existence in an Interactive Process of Opinion Formation 0 0 0 24 0 3 9 120
Consensus and Co-Existence in an Interactive Process of Opinion Formation' 0 0 0 47 0 2 7 365
Continuous Approximations of Stochastic Evolutionary Game Dynamics 0 0 1 290 0 2 12 1,006
Ergodicity and Clustering in Opinion Formation 0 0 0 31 0 4 10 179
Ergodicity and Clustering in Opinion Formation' 0 0 0 80 0 4 10 267
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 1 4 15 446
Information in the Revision Process of Real-Time Datasets 0 0 0 18 0 3 10 112
Information in the revision process of real-time datasets 0 0 0 75 0 4 20 336
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 1 4 304 1 6 17 960
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 0 78 0 2 12 96
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 1 9 0 2 7 67
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 0 7 15 378
Possibly Nonstationary Cross-Validation 0 0 0 21 1 3 12 55
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 6 14 623
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 2 7 10 255
Predictive Density Evaluation 0 0 0 184 0 1 14 514
Predictive Density Evaluation. Revised 0 0 0 68 0 1 9 160
Predictive Inference for Integrated Volatility 0 0 0 41 0 3 7 180
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 0 1 10 127
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 2 9 385
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 0 3 6 78
Strong Rules for Detecting the Number of Breaks in a Time Series 0 0 0 209 0 2 16 418
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 4 13 770
Testing for optimal monetary policy via moment inequalities 0 1 1 52 0 1 15 165
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 1 272 1 3 7 1,433
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 0 0 0 197 0 2 23 940
Total Working Papers 0 2 8 3,016 7 94 343 12,459


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 5 185
Information in the Revision Process of Real-Time Datasets 0 0 0 43 3 6 18 228
International market links and volatility transmission 0 0 0 13 1 3 11 111
Macroeconomic determinants of stock volatility and volatility premiums 1 3 6 132 3 8 14 426
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 3 8 372
NONPARAMETRIC NONSTATIONARITY TESTS 0 0 0 12 0 1 12 63
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 30 0 4 23 143
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries 1 4 10 309 1 8 35 792
Predictive ability with cointegrated variables 0 0 0 63 0 1 9 258
Predictive density and conditional confidence interval accuracy tests 0 0 1 86 1 6 17 411
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 0 4 13 184
heap: A command for fitting discrete outcome variable models in the presence of heaping at known points 0 0 0 3 0 3 12 39
Total Journal Articles 2 7 17 865 9 47 177 3,212


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predictive Density Evaluation 0 0 2 431 1 6 32 1,400
Total Chapters 0 0 2 431 1 6 32 1,400


Statistics updated 2026-07-10