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A test for comparing multiple misspecified conditional interval models
Corradi, Valentina; Swanson, Norman R. - In: Econometric theory 21 (2005) 5, pp. 991-1016
Persistent link: https://www.econbiz.de/10003101953
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Robust forecast comparison
Jin, Sainan; Corradi, Valentina; Swanson, Norman R. - In: Econometric theory 33 (2017) 6, pp. 1306-1351
Persistent link: https://www.econbiz.de/10011810422
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Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - In: Econometric theory 28 (2012) 1, pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
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On limited dependent variable models : maximum likelihood estimation and test of one-sided hypothesis
Silvapulle, Mervyn J. - In: Econometric theory 7 (1991) 3, pp. 385-395
Persistent link: https://www.econbiz.de/10001118055
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Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models
Koul, Hira L.; Perera, Indeewara; Silvapulle, Mervyn J. - In: Econometric theory 28 (2012) 6, pp. 1283-1312
Persistent link: https://www.econbiz.de/10009743173
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Specification tests for multiplicative error models
Perera, Indeewara; Silvapulle, Mervyn J. - In: Econometric theory 33 (2017) 2, pp. 413-438
Persistent link: https://www.econbiz.de/10011665418
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Comovements between diffusion processes : characterization, estimation, and testing
Corradi, Valentina - In: Econometric theory 13 (1997) 5, pp. 646-666
Persistent link: https://www.econbiz.de/10001232223
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Nonparametric nonstationarity tests
Bandi, Federico M.; Corradi, Valentina - In: Econometric theory 30 (2014) 1, pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
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A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
Corradi, Valentina; Swanson, Norman R. - In: Econometric theory 21 (2005) 5, pp. 991-1016
Persistent link: https://www.econbiz.de/10006958468
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LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS
Koul, Hira L.; Perera, Indeewara; Silvapulle, Mervyn J. - In: Econometric theory 28 (2012) 6, pp. 1283-1313
Persistent link: https://www.econbiz.de/10010041905