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~person:"Cavaliere, Giuseppe"
~source:"econis"
~subject:"Cointegration"
~subject:"Regression analysis"
~subject:"Statistische Methodenlehre"
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Cavaliere, Giuseppe
Phillips, Peter C. B.
20
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11
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8
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Econometric theory
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ECONIS (ZBW)
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Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
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2
Exploiting infinite variance through dummy variables in nonstationary autoregressions
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1162-1195
Persistent link: https://www.econbiz.de/10010343729
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