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EXPLOITING INFINITE VARIANCE T...
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Cavaliere, Giuseppe
215
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68
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49
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37
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34
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24
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CAVALIERE, GIUSEPPE
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ECONIS (ZBW)
108
RePEc
83
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33
EconStor
5
Other ZBW resources
2
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61
Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
Saved in:
62
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
63
International dynamic risk sharing
Cavaliere, Giuseppe
;
Fanelli, Luca
;
Gardini, Attilio
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003682767
Saved in:
64
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 919-947
Persistent link: https://www.econbiz.de/10003570043
Saved in:
65
Regional consumption dynamics and risk sharing in Italy
Cavaliere, Giuseppe
;
Fanelli, Luca
;
Gardini, Attilio
- In:
International review of economics & finance : IREF
15
(
2006
)
4
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003392512
Saved in:
66
Testing for a change in persistence in the presence of a volatility shift
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 761-781
Persistent link: https://www.econbiz.de/10003393459
Saved in:
67
Common trends in financial markets
Cavaliere, Giuseppe
;
Costa, Michele
- In:
Price indexes in time and space : methods and practice
,
(pp. 225-238)
.
2010
Persistent link: https://www.econbiz.de/10003961842
Saved in:
68
Tests for cointegration rank and choice of the alternative
Cavaliere, Giuseppe
;
Fanelli, Luca
;
Paruolo, Paolo
- In:
Statistical methods & applications : SMA ; journal of …
18
(
2009
)
2
,
pp. 169-191
Persistent link: https://www.econbiz.de/10003858175
Saved in:
69
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
Saved in:
70
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
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