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 1 16 725
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 1 1 10 766
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 0 0 8 534
Consensus and Co-Existence in an Interactive Process of Opinion Formation 0 0 0 24 0 0 9 120
Consensus and Co-Existence in an Interactive Process of Opinion Formation' 0 0 0 47 0 0 7 365
Continuous Approximations of Stochastic Evolutionary Game Dynamics 0 0 1 290 0 1 13 1,007
Ergodicity and Clustering in Opinion Formation 0 0 0 31 0 0 9 179
Ergodicity and Clustering in Opinion Formation' 0 0 0 80 0 0 9 267
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 0 1 15 446
Information in the Revision Process of Real-Time Datasets 0 0 0 18 0 1 11 113
Information in the revision process of real-time datasets 0 0 0 75 1 1 21 337
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 0 4 304 0 2 18 961
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 0 78 1 1 13 97
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 1 9 0 0 7 67
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 0 0 14 378
Possibly Nonstationary Cross-Validation 0 0 0 21 0 1 12 55
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 2 2 16 625
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 2 10 255
Predictive Density Evaluation 0 0 0 184 0 0 13 514
Predictive Density Evaluation. Revised 0 0 0 68 1 1 8 161
Predictive Inference for Integrated Volatility 0 0 0 41 1 1 8 181
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 0 0 9 127
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 0 8 385
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 0 0 6 78
Strong Rules for Detecting the Number of Breaks in a Time Series 0 0 0 209 0 0 16 418
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 1 1 14 771
Testing for optimal monetary policy via moment inequalities 0 0 1 52 2 2 16 167
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 1 272 0 1 7 1,433
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 1 1 1 198 3 3 25 943
Total Working Papers 1 1 9 3,017 13 23 348 12,475


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 0 4 18 229
International market links and volatility transmission 0 0 0 13 1 2 12 112
Macroeconomic determinants of stock volatility and volatility premiums 0 2 7 133 0 4 15 427
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 1 9 373
NONPARAMETRIC NONSTATIONARITY TESTS 0 0 0 12 0 1 12 64
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 30 0 1 21 144
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries 0 2 11 310 0 3 35 794
Predictive ability with cointegrated variables 0 0 0 63 1 1 8 259
Predictive density and conditional confidence interval accuracy tests 0 0 1 86 0 2 17 412
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 1 1 11 185
heap: A command for fitting discrete outcome variable models in the presence of heaping at known points 0 0 0 3 1 2 14 41
Total Journal Articles 0 4 19 867 4 22 177 3,225


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 2 3 33 1,402
Total Chapters 0 0 2 431 2 3 33 1,402


Statistics updated 2026-09-10