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Data transformation and forecasting in models with unit roots and cointegration
Chao, John C.; Corradi, Valentina; Swanson, Norman R. - In: Annals of economics and finance 2 (2001) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10001732255
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Information in the revision process of real-time datasets
Corradi, Valentina; Fernández, Andrés; Swanson, Norman R. - 2008
Persistent link: https://www.econbiz.de/10003767421
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The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 132 (2006) 1, pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
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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
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Predictive density evaluation
Corradi, Valentina; Swanson, Norman R. - 2006
Persistent link: https://www.econbiz.de/10003338397
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Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina; Swanson, Norman R. - 2009
Persistent link: https://www.econbiz.de/10003893393
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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
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Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes
Corradi, Valentina; Swanson, Norman R. - In: International economic review 48 (2007) 1, pp. 67-110
Persistent link: https://www.econbiz.de/10003446751
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Predictive density and conditional confidence interval accuracy tests
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 135 (2006) 1/2, pp. 187-228
Persistent link: https://www.econbiz.de/10003376082
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Information in the revision process of real-time datasets
Corradi, Valentina; Fernández, Andrés; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 455-467
Persistent link: https://www.econbiz.de/10003913382