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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
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The asymtotic distribution of the Dickey-Fuller statistics under nonnegativity constraint : solution
Cavaliere, Giuseppe - In: Econometric theory 20 (2004) 4, pp. 808-810
Persistent link: https://www.econbiz.de/10002163153
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BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
Cavaliere, Giuseppe; Taylor, A.M.Robert; Andrews, D.W.K.; … - In: Econometric theory 24 (2008) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10007896794
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TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
Cavaliere, Giuseppe; Georgiev, Iliyan; Aitchison, J.; … - In: Econometric theory 23 (2007) 6, pp. 1162-1216
Persistent link: https://www.econbiz.de/10007869212
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ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 25 (2009) 6, pp. 1625-1661
Persistent link: https://www.econbiz.de/10008325215
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REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 24 (2008) 4, pp. 1137
Persistent link: https://www.econbiz.de/10008068997
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03.3.2. The Asymptotic Distribution of the Dickey-Fuller Statistic under Nonnegativity Constraint-Solution
Cavaliere, Giuseppe - In: Econometric theory 20 (2004) 4, pp. 808-810
Persistent link: https://www.econbiz.de/10006962877
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PROBLEMS AND SOLUTIONS - SOLUTIONS - The R-S Statistics as a Unit Root Test
Cavaliere, Giuseppe - In: Econometric theory 18 (2002) 2, pp. 544
Persistent link: https://www.econbiz.de/10006974564
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PROBLEMS AND SOLUTIONS - PROBLEMS - The R-S Statistics as a Unit Root Test
Cavaliere, Giuseppe - In: Econometric theory 17 (2001) 2, pp. 483
Persistent link: https://www.econbiz.de/10006979807
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TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J. - In: Econometric theory 27 (2011) 5, pp. 957-992
Persistent link: https://www.econbiz.de/10009287897