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EXPLOITING INFINITE VARIANCE T...
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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
Saved in:
2
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:
3
Wild bootstrap of the sample mean in the infite variance case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009717796
Saved in:
4
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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5
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
Saved in:
6
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
7
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
8
TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric Theory
23
(
2007
)
06
,
pp. 1162-1215
Persistent link: https://www.econbiz.de/10005250039
Saved in:
9
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
Saved in:
10
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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