| 1 |
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Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
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Corradi, V.; Swanson, N. R.
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Elsevier Science B.V., Amsterdam.
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2011
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| 2 |
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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
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Corradi, V.; Swanson, N. R.
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Elsevier Science B.V., Amsterdam.
|
2007
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| 3 |
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Predictive density and conditional confidence interval accuracy tests
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Corradi, V.; Swanson, N. R.
|
Elsevier Science B.V., Amsterdam.
|
2006
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|
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| 4 |
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Bootstrap conditional distribution tests in the presence of dynamic misspecification
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Corradi, V.; Swanson, N. R.
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Elsevier Science B.V., Amsterdam.
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2006
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| 5 |
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The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
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Corradi, V.; Swanson, N. R.
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Elsevier Science B.V., Amsterdam.
|
2006
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|
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| 6 |
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Bootstrap specification tests for diffusion processes
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Corradi, V.; Swanson, N. R.
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Elsevier Science B.V., Amsterdam.
|
2005
|
|
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| 7 |
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Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
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Corradi, V.; Swanson, N. R.
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Elsevier Science B.V., Amsterdam.
|
2004
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| 8 |
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A consistent test for nonlinear out of sample predictive accuracy
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Corradi, V.; Swanson, N. R.
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Elsevier Science B.V., Amsterdam.
|
2002
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기사
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