Publications

Corradi, Valentina, Jack Fosten, and Daniel Gutknecht. "Predictive ability tests with possibly overlapping models." Journal of Econometrics 241, no. 1 (2024): 105716.

Corradi, Valentina, Jack Fosten, and Daniel Gutknecht. "Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk." Journal of Econometrics (2024): 105746.

Arulampalam, Wiji, Valentina Corradi, and Daniel Gutknecht. "Intercept Estimation in Nonlinear Selection Models." Econometric theory 40, no. 6 (2024): 1311-1363.

Corradi, Valentina, Sainan Jin, and Norman R. Swanson. "Robust forecast superiority testing with an application to assessing pools of expert forecasters." Journal of Applied Econometrics 38, no. 4 (2023): 596-622.

Corradi, Valentina, Walter Distaso, and Marcelo Fernandes. "Testing for jump spillovers without testing for jumps." Journal of the American Statistical Association (2020).

Corradi, Valentina, Mervyn J. Silvapulle, and Norman R. Swanson. "Testing for jumps and jump intensity path dependence." Journal of Econometrics 204, no. 2 (2018): 248-267.

Arulampalam, Wiji, Valentina Corradi, and Daniel Gutknecht. "Modeling heaped duration data: An application to neonatal mortality." Journal of Econometrics 200, no. 2 (2017): 363-377.

Corradi, Valentina, and Norman R. Swanson. "Testing for structural stability of factor augmented forecasting models." Journal of Econometrics 182, no. 1 (2014): 100-118.

Corradi, Valentina, Walter Distaso, and Antonio Mele. "Macroeconomic determinants of stock volatility and volatility premiums." Journal of Monetary Economics 60, no. 2 (2013): 203-220.

Corradi, Valentina, Walter Distaso, and Marcelo Fernandes. "International market links and volatility transmission." Journal of Econometrics 170, no. 1 (2012): 117-141.