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 0 0 0 709
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 0 0 0 755
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 0 0 2 526
Consensus and Co-Existence in an Interactive Process of Opinion Formation 0 0 0 24 0 0 0 110
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 1 1 288 0 1 1 991
Ergodicity and Clustering in Opinion Formation 0 0 0 31 0 0 0 169
Ergodicity and Clustering in Opinion Formation' 0 0 0 80 1 1 1 257
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 2 2 2 431
Information in the Revision Process of Real-Time Datasets 0 0 0 18 1 1 1 101
Information in the revision process of real-time datasets 0 0 0 75 2 2 2 309
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 0 1 299 0 0 12 940
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 1 1 77 0 1 3 83
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 1 8 0 0 5 60
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 1 112 0 0 1 363
Possibly Nonstationary Cross-Validation 0 0 0 21 0 0 0 42
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 0 1 608
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 0 0 244
Predictive Density Evaluation 0 0 0 184 0 0 2 500
Predictive Density Evaluation. Revised 0 2 2 68 0 2 4 151
Predictive Inference for Integrated Volatility 0 0 0 41 1 1 1 173
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 0 0 0 117
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 0 1 376
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 0 0 0 71
Strong Rules for Detecting the Number of Breaks in a Time Series 0 0 0 209 0 0 0 402
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 0 0 757
Testing for optimal monetary policy via moment inequalities 0 0 0 51 0 1 4 149
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 0 271 0 1 2 1,426
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 1 1 917
Total Working Papers 0 4 7 3,005 7 14 46 12,095


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 1 180
Information in the Revision Process of Real-Time Datasets 0 0 0 43 0 0 1 210
International market links and volatility transmission 0 0 0 13 0 0 2 99
Macroeconomic determinants of stock volatility and volatility premiums 1 1 3 119 1 1 10 398
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 0 2 364
NONPARAMETRIC NONSTATIONARITY TESTS 0 1 1 12 2 3 3 51
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 1 1 3 30 3 3 7 120
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries 0 0 9 294 2 3 24 747
Predictive ability with cointegrated variables 0 0 0 63 0 1 4 249
Predictive density and conditional confidence interval accuracy tests 0 0 0 85 0 0 0 394
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 0 0 1 171
heap: A command for fitting discrete outcome variable models in the presence of heaping at known points 0 0 0 3 0 0 1 27
Total Journal Articles 2 3 16 836 8 11 56 3,010


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predictive Density Evaluation 0 3 7 428 0 7 12 1,367
Total Chapters 0 3 7 428 0 7 12 1,367


Statistics updated 2025-03-03