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Search: "Cavaliere, Giuseppe"
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Cavaliere, Giuseppe
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Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10009712288
Saved in:
12
Tests for cointegration rank and choice of the alternative
Cavaliere, Giuseppe
;
Fanelli, Luca
;
Paruolo, Paolo
- In:
Statistical methods & applications : SMA ; journal of …
18
(
2009
)
2
,
pp. 169-191
Persistent link: https://www.econbiz.de/10003858175
Saved in:
13
Bootstrap M unit root tests
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 393-421
Persistent link: https://www.econbiz.de/10003873063
Saved in:
14
A note on testing covariance stationarity
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
Saved in:
15
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
16
Testing for unit roots in autoregressions with multiple level shifts
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1162-1215
Persistent link: https://www.econbiz.de/10003591856
Saved in:
17
Limited time series with a unit root
Cavaliere, Giuseppe
- In:
Econometric theory
21
(
2005
)
5
,
pp. 907-945
Persistent link: https://www.econbiz.de/10003101945
Saved in:
18
Unit root tests under time-varying variances
Cavaliere, Giuseppe
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 259-292
Persistent link: https://www.econbiz.de/10002263235
Saved in:
19
Asymptotics for unit root tests under Markov regime-switching
Cavaliere, Giuseppe
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 193-216
Persistent link: https://www.econbiz.de/10001781055
Saved in:
20
Testing the unit root hypothesis using generalized range statistics
Cavaliere, Giuseppe
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 70-88
Persistent link: https://www.econbiz.de/10001612283
Saved in:
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