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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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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
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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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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
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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
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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
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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
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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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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