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"Consensus and Co-Existence in an Interactive Process of Opinion Formation''

Corradi, Valentina; Ianni, Antonella - Center for Analytic Research and Economics in the …

Persistent link: https://www.econbiz.de/10005794241

Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data

Corradi, Valentina; Swanson, Norman R. - Department of Economics, Rutgers University-New Brunswick - 2003

We take as a starting point the existence of a joint distribution implied by different dynamic stochastic general equilibrium (DSGE) models, all of which are potentially misspecified. Our objective is to compare "true" joint distributions with ones generated by given DSGEs. This is accomplished...

Persistent link: https://www.econbiz.de/10005800367

Information in the Revision Process of Real-Time Datasets

Corradi, Valentina; Fernandez, Andres; Swanson, Norman R. - In: Journal of Business & Economic Statistics 27 (2009) 4, pp. 455-467

Persistent link: https://www.econbiz.de/10008480417

Testing for One-Factor Models versus Stochastic Volatility Models

Distaso, Walter; Corradi, Valentina - Financial Econometrics Research Centre, Warwick … - 2004

Persistent link: https://www.econbiz.de/10004981038

Predictive Density Accuracy Tests

Swanson, Norman; Corradi, Valentina - Financial Econometrics Research Centre, Warwick … - 2004

Persistent link: https://www.econbiz.de/10004981061

Estimating and Testing Sochastic Volatility Models using Realized Measures

Distaso, Walter; Corradi, Valentina - Financial Econometrics Research Centre, Warwick … - 2004

Persistent link: https://www.econbiz.de/10004981062

Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average

Distaso, Walter; Corradi, Valentina; Awartani, Basel - Financial Econometrics Research Centre, Warwick … - 2004

Persistent link: https://www.econbiz.de/10004981092

Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks

Awartani, Basel; Corradi, Valentina; Distaso, Walter - In: Journal of Business & Economic Statistics 27 (2009) 2, pp. 251-265

Persistent link: https://www.econbiz.de/10004982618

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

Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures

Corradi, Valentina; Distaso, Walter - In: The review of economic studies 73 (2006) 3, pp. 635-668

Persistent link: https://www.econbiz.de/10007632098