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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

Corradi, Valentina; Swanson, Norman R.; White, Halbert - In: Journal of econometrics 96 (2000) 1, pp. 39-73

Persistent link: https://www.econbiz.de/10001466743

Predictive ability with cointegrated variables

Corradi, Valentina; Swanson, Norman R.; Olivetti, Claudia - In: Journal of econometrics 104 (2001) 2, pp. 315-358

Persistent link: https://www.econbiz.de/10001606596

Bootstrap specification tests with dependent observations and parameter estimation error

Corradi, Valentina; Swanson, Norman R. - 2001

Persistent link: https://www.econbiz.de/10001616567

A randomized procedure for choosing data transformation

Corradi, Valentina; Swanson, Norman R. - 2001

Persistent link: https://www.econbiz.de/10001616579

Out-of-sample tests or granger causality

Chao, John; Corradi, Valentina; Swanson, Norman R. - In: Macroeconomic dynamics 5 (2001) 4, pp. 598-620

Persistent link: https://www.econbiz.de/10001625176

A consistent test for nonlinear out of sample predictive accuracy

Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 110 (2002) 2, pp. 353-381

Persistent link: https://www.econbiz.de/10001703526

Some recent developments in predictive accuracy testing with nested models and (genetic) nonlinear alternatives

Corradi, Valentina; Swanson, Norman R. - In: International journal of forecasting 20 (2004) 2, pp. 185-199

Persistent link: https://www.econbiz.de/10002033313

Bootstrap conditional distribution tests in the presence of dynamic misspecification

Corradi, Valentina (contributor); … - 2003 - [Elektronische Ressource], Rev

In this paper, we show the first order validity of the block bootstrap in the context of Kolmogorov type conditional distribution tests when there is dynamic misspecification and parameter estimation error. Our approach differs from the literature to date because we construct a bootstrap...

Persistent link: https://www.econbiz.de/10001848652

The block bootstrap for parameter estimation error in recursive estimation schemes, with applications to predictive evaluation

Corradi, Valentina (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001848668

A test for comparing multiple misspecified conditional distributions

Corradi, Valentina (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001848671