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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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Bootstrap M unit root tests
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric reviews 28 (2009) 5, pp. 393-421
Persistent link: https://www.econbiz.de/10003873063
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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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Bootstrap sequential determination of the co-integrated rank in VAR models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - 2010
Persistent link: https://www.econbiz.de/10003932092
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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
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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
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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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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
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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
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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