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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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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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ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter - In: Econometric theory 19 (2003) 2, pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
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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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Asymptotic normality for weighted sums of linear processes
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas; … - In: Econometric theory 30 (2014) 1, pp. 252-284
Persistent link: https://www.econbiz.de/10010399779
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Order Invariability of Idempotent Matrix
Abadir, Karim M.; Distaso, Walter; Dastoor, Naorayex K. - In: Econometric theory 14 (1998) 3, pp. 385
Persistent link: https://www.econbiz.de/10006993028
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PROBLEMS AND SOLUTIONS - PROBLEM - ARMA Representation of Squared Markov Switching Heteroskedastic Models
Distaso, Walter - In: Econometric theory 18 (2002) 2, pp. 541
Persistent link: https://www.econbiz.de/10006974566
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PROBLEMS AND SOLUTIONS - SOLUTIONS - Regression Specification Error Test as a Gauss-Newton Regression
Baiocchi, Giovanni; Distaso, Walter - In: Econometric theory 15 (1999) 4, pp. 634-635
Persistent link: https://www.econbiz.de/10006987521
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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