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EXPLOITING INFINITE VARIANCE T...
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Cavaliere, Giuseppe
31
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6
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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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2
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
Saved in:
3
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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4
Wild Bootstrap of the Sample Mean in the Infinite Variance Case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Robert Taylor, A. M.
- In:
Econometric reviews
32
(
2013
)
2
,
pp. 204-219
Persistent link: https://www.econbiz.de/10010053018
Saved in:
5
A mixture-distribution factor model for multivariate outliers
Georgiev, Iliyan
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 605-636
Persistent link: https://www.econbiz.de/10007871615
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6
ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
3
,
pp. 587-615
Persistent link: https://www.econbiz.de/10007992762
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7
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/10007486733
Saved in:
8
Stochastic Volatility: Selected Readings
Cavaliere, Giuseppe
- In:
The economic journal : the journal of the Royal …
116
(
2006
)
512
,
pp. F326
Persistent link: https://www.econbiz.de/10007420857
Saved in:
9
Unit Root Tests under Time-Varying Variances
Cavaliere, Giuseppe
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 259
Persistent link: https://www.econbiz.de/10006879928
Saved in:
10
Testing stationarity under a permanent variance shift
Cavaliere, Giuseppe
- In:
Economics letters
82
(
2004
)
3
,
pp. 403-408
Persistent link: https://www.econbiz.de/10006758404
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