Details about Valentina Corradi

Access statistics for papers by Valentina Corradi.

Last updated 2008-04-03. Update your information in the RePEc Author Service.

Short-id: pco129

Working Papers

2003

1. A Test for Comparing Multiple Misspecified Conditional Distributions
   Departmental Working Papers, Rutgers University, Department of Economics View citations
2. Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification
   Departmental Working Papers, Rutgers University, Department of Economics View citations
3. Bootstrap Specification Tests for Diffusion Processes
   Departmental Working Papers, Rutgers University, Department of Economics View citations
4. Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data
   Departmental Working Papers, Rutgers University, Department of Economics View citations
5. Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives
   Departmental Working Papers, Rutgers University, Department of Economics View citations
6. The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation
   Departmental Working Papers, Rutgers University, Department of Economics View citations
7. The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test
   Departmental Working Papers, Rutgers University, Department of Economics

2000

8. A Consistent Test for Nonlinear Out of Sample Predictive Accuracy
   Discussion Papers, University of Exeter, School of Business and Economics View citations
9. Bounds for Inference with Nuisance Parameters Present only under the Alternative
   Discussion Papers, University of Exeter, School of Business and Economics View citations
   See also Journal Article in Econometrics Journal (2002)
10. Strong Rules for Detecting the Number of Breaks in a Time Series
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
    Also in Discussion Papers, University of Exeter, School of Business and Economics (2000) View citations

1996

11. Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes
    Working Papers, Pennsylvania State - Department of Economics View citations

1993

12. Consistent Nonparametric Estimation and Testing for the Variance of a Diffusion from Discretely Sampled Observations
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
13. Regularized Neural Networks: Some Convergence Rate Results
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego

Undated

14. Consensus and Co-Existence in an Interactive Process of Opinion Formation
    Penn CARESS Working Papers, Penn Economics Department View citations
    Also in CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences
15. Continuous Approximations of Stochastic Evolutionary Game Dynamics
    ELSE working papers, ESRC Centre on Economics Learning and Social Evolution View citations
16. Ergodicity and Clustering in Opinion Formation
    Penn CARESS Working Papers, Penn Economics Department View citations
    Also in CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences View citations

Journal Articles

2002

1. Bounds for inference with nuisance parameters present only under the alternative
   Econometrics Journal, 2002, 5, (2), 494-519 View citations
   See also Working Paper (2000)

1991

2. Analysing the Risk Premium in the Italian Stock Market: ARCH-M Models versus Non-parametric Models
   Applied Economics, 1991, 23, (3), 535-42 View citations