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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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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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Heteroskedastic time series with a unit root
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 25 (2009) 5, pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
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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
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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/10003904429
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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
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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, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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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. 1137-1148
Persistent link: https://www.econbiz.de/10003736886
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Stationarity tests under time-varying second moments
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 21 (2005) 6, pp. 1112-1129
Persistent link: https://www.econbiz.de/10003193565
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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