Valentina Corradi

University of Surrey - School of Economics

Guildford

Guildford, Surrey GU2 5XH

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS

569

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (10)

Modeling Heaped Duration Data: An Application to Neonatal Mortality

Number of pages: 35 Posted: 04 Sep 2014 Last Revised: 15 Apr 2016
Wiji Arulampalam, Valentina Corradi and Daniel Gutknecht
University of Warwick - Department of Economics, University of Surrey - School of Economics and Goethe University Frankfurt
Downloads 241 (141,676)
Citation 1

Abstract:

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Discrete Time Duration Model, Heaping, Measurement Error, Parameters on the Boundary, Neonatal Mortality

Modelling Heaped Duration Data: An Application to Neonatal Mortality

IZA Discussion Paper No. 8493
Number of pages: 38 Posted: 04 Oct 2014
Wiji Arulampalam, Valentina Corradi and Daniel Gutknecht
University of Warwick - Department of Economics, University of Surrey - School of Economics and Goethe University Frankfurt
Downloads 10 (673,120)

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discrete time duration model, heaping, measurement error, neonatal mortality, parameters on the boundary

2.

Robust Forecast Comparison

Number of pages: 57 Posted: 14 May 2015 Last Revised: 15 Mar 2016
Sainan Jin, Valentina Corradi and Norman R. Swanson
Singapore Management University, University of Surrey - School of Economics and Rutgers University - Department of Economics
Downloads 85 (326,779)
Citation 4

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Convex loss function, Empirical processes, Forecast superiority, General loss function

3.

The Determinants of Operational Risk Losses

Number of pages: 42 Posted: 25 Jun 2019 Last Revised: 25 Aug 2019
Daniela Alifano, Valentina Corradi and Walter Distaso
Imperial College Business School, University of Surrey - School of Economics and Imperial College Business School
Downloads 71 (362,651)

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operational risk, panel data, incidental parameters, jackknife, censoring

4.

Possibly Nonstationary Cross-Validation

Johns Hopkins Carey Business School Research Paper No. 17-01
Number of pages: 61 Posted: 16 Mar 2016 Last Revised: 24 Apr 2017
Federico M. Bandi, Valentina Corradi and Daniel Wilhelm
Johns Hopkins University - Carey Business School, University of Surrey - School of Economics and University College London
Downloads 52 (423,096)

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5.

Consistent Pretesting for Jumps

Number of pages: 33 Posted: 12 Jun 2014
Valentina Corradi, Mervyn J Silvapulle and Norman R. Swanson
University of Surrey - School of Economics, Monash University - Department of Econometrics & Business Statistics and Rutgers University - Department of Economics
Downloads 37 (483,873)
Citation 2

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6.

Testing for Jumps and Jump Intensity Path Dependence

Number of pages: 37 Posted: 14 Jul 2017
Valentina Corradi, Mervyn J Silvapulle and Norman R. Swanson
University of Surrey - School of Economics, Monash University - Department of Econometrics & Business Statistics and Rutgers University - Department of Economics
Downloads 31 (512,772)

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diffusion model, jump intensity, jump size density, tricity

7.

Conditional Quantile Coverage: an Application to Growth-at-Risk

Number of pages: 50 Posted: 31 Aug 2020 Last Revised: 05 Oct 2020
Valentina Corradi, Jack Fosten and Daniel Gutknecht
University of Surrey - School of Economics, University of London - King's Business School and Goethe University Frankfurt
Downloads 21 (571,823)

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Interval Forecasting, Forecast Evaluation Tests, Multiple Hypothesis Testing, Out of Sample, Bootstrap

8.

Intercept Estimation in Nonlinear Sample Selection Models

Number of pages: 35 Posted: 25 Oct 2018 Last Revised: 02 Oct 2020
Wiji Arulampalam, Valentina Corradi and Daniel Gutknecht
University of Warwick - Department of Economics, University of Surrey - School of Economics and Goethe University Frankfurt
Downloads 17 (598,027)

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Irregular Identification, Selection Bias, Local Polynomial, Trimming, Count Data.

9.

Robust Forecast Superiority Testing with an Application to Assessing Pools of Expert Forecasters

Number of pages: 42 Posted: 10 Mar 2020 Last Revised: 24 Aug 2020
Valentina Corradi, Sainan Jin and Norman R. Swanson
University of Surrey - School of Economics, Peking University - Guanghua School of Management and Rutgers University - Department of Economics
Downloads 4 (690,821)

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10.

Heap: A Command for Estimating Discrete Outcome Variable Models in the Presence of Heaping at Known Points

Posted: 31 Aug 2018
University of Warwick - Department of Economics, University of Surrey - School of Economics, Goethe University Frankfurt and Jinan University - Institute for Economic and Social Research

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st0001, heap, heapmph, heapop, Discrete Time Duration Model, Heaping, Measurement Error, Ordered Probability Model