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The block bootstrap for parameter estimation error in recursive estimation schemes, with applications to predictive evaluation
Corradi, Valentina, (2003)
Predictive density evaluation
Corradi, Valentina, (2004)
Corradi, Valentina, (2005)
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina, (2000)
Predictive ability with cointegrated variables
Corradi, Valentina, (2001)
Bootstrap specification tests with dependent observations and parameter estimation error