//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Corradi, Valentina"
~type:"article"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Bootstrap approach
5
Bootstrap-Verfahren
5
Estimation theory
5
Forecasting model
5
Prognoseverfahren
5
Schätztheorie
5
Statistical distribution
4
Statistische Verteilung
4
Time series analysis
4
Zeitreihenanalyse
4
Cointegration
3
Kointegration
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Nichtlineare Regression
2
Nonlinear regression
2
Regression analysis
2
Regressionsanalyse
2
Statistical error
2
Statistical test
2
Statistischer Fehler
2
Statistischer Test
2
1973-1995
1
Causality analysis
1
Child mortality
1
Deutschland
1
Diffusion index
1
Diffusion model
1
Discrete time duration model
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Einheitswurzeltest
1
Estimation
1
Euro
1
Exchange rate
1
Factor loading stability
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
18
Conference paper
1
Konferenzbeitrag
1
Language
All
English
Author
All
Corradi, Valentina
Phillips, Peter C. B.
64
Linton, Oliver
43
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
28
Su, Liangjun
28
Ghysels, Eric
27
Pesaran, M. Hashem
27
Robinson, Peter M.
27
Park, Joon Y.
26
Aït-Sahalia, Yacine
23
Bollerslev, Tim
23
Gao, Jiti
23
Gouriéroux, Christian
23
White, Halbert
23
Chen, Songnian
22
Chen, Xiaohong
22
Hsiao, Cheng
22
Swanson, Norman R.
22
Koop, Gary
21
Yu, Jun
21
Lewbel, Arthur
20
Renault, Eric
20
Schmidt, Peter
20
Timmermann, Allan
20
Todorov, Viktor
20
Bai, Jushan
19
Baltagi, Badi H.
19
Tauchen, George Eugene
19
Xiao, Zhijie
19
Andrews, Donald W. K.
18
Dufour, Jean-Marie
18
Horowitz, Joel
18
McAleer, Michael
18
Fan, Yanqin
17
Granger, C. W. J.
17
Ng, Serena
17
Chib, Siddhartha
16
Hausman, Jerry A.
16
more ...
less ...
Published in...
All
Journal of econometrics
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
International journal of forecasting
2
The econometrics journal
2
Annals of economics and finance
1
Applied economics
1
Economics letters
1
International economic review
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic theory
1
Journal of monetary economics
1
Macroeconomic dynamics
1
Review of economic design : RED
1
The review of economic studies
1
Topics in macroeconomics
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
2
Testing for jumps and jump intensity path dependence
Corradi, Valentina
;
Silvapulle, Mervyn J.
;
Swanson, …
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 248-267
Persistent link: https://www.econbiz.de/10011974732
Saved in:
3
Modeling heaped duration data : an application to neonatal mortality
Arulampalam, Wiji
;
Corradi, Valentina
;
Gutknecht, Daniel
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 363-377
Persistent link: https://www.econbiz.de/10011917269
Saved in:
4
Testing for structural stability of factor augmented forecasting models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 100-118
Persistent link: https://www.econbiz.de/10010497112
Saved in:
5
International market links and volatility transmission
Corradi, Valentina
;
Distaso, Walter
;
Fernandes, Marcelo
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10009673128
Saved in:
6
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
7
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10003858447
Saved in:
8
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina
;
Iglesias, Emma M.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 500-510
Persistent link: https://www.econbiz.de/10003774696
Saved in:
9
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
Saved in:
10
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->