Sfoglia per Autore
Testing the null of co-integration in the presence of variance breaks
2006 Cavaliere G.; Taylor A.M.R.
International dynamic risk sharing
2006 G. Cavaliere; L. Fanelli; A. Gardini
Book review: “N. Shephard, Stochastic volatility: selected readings''
2006 Cavaliere G.
Econometria, Volume secondo
2007 A. Gardini; G. Cavaliere; M. Costa; L. Fanelli; P. Paruolo
Volatilità, persistenza e break strutturali nelle dinamiche macroeconomiche e finanziarie: nuovi paradigmi per l'analisi econometrica delle serie storiche
2007 G Cavaliere
Robust inference in autoregressions with multiple outliers
2007 Cavaliere G.; Georgiev I.
Testing for unit roots in time series models with non-stationary volatility
2007 Cavaliere G.; Taylor A.M.R.
Econometria, Volume primo
2007 A. Gardini; G. Cavaliere; M. Costa; L. Fanelli; P. Paruolo
Testing for unit roots in autoregressions with multiple level shifts
2007 Cavaliere G; Georgiev I
International dynamic risk sharing
2008 Cavaliere G; Fanelli L; Gardini A
Bootstrap unit root tests for time series with non-stationary volatility
2008 Cavaliere G; Taylor AMR
Time-transformed unit root tests for models with non-stationary volatility
2008 Cavaliere G.; Taylor A.M.R.
Testing for a change in persistence in the presence of non-stationary volatility
2008 Cavaliere G; Taylor A.M.R.
Regime-switching autoregressive coefficients and the asymptotics for unit root tests
2008 Cavaliere G.; Georgiev I.
Consumption Risk Sharing and Adjustment Costs
2009 G. Cavaliere; L. Fanelli; A. Gardini
Bootstrap M unit root tests
2009 Cavaliere G.; Taylor A.M.R.
Heteroskedastic time series with a unit root
2009 Cavaliere G.; Taylor A.M.R.
Tests for cointegration rank and choice of the alternative
2009 cavaliere g; fanelli l; paruolo p
A Note on Testing Covariance Stationarity
2009 Cavaliere G.; Taylor A.M.R.
Robust inference in autoregressions with multiple outliers
2009 Cavaliere G; Georgiev I.
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| Testing the null of co-integration in the presence of variance breaks | Cavaliere G.; Taylor A.M.R. | 2006-01-01 | JOURNAL OF TIME SERIES ANALYSIS | - | 1.01 Articolo in rivista | - |
| International dynamic risk sharing | G. Cavaliere; L. Fanelli; A. Gardini | 2006-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| Book review: “N. Shephard, Stochastic volatility: selected readings'' | Cavaliere G. | 2006-01-01 | ECONOMIC JOURNAL | - | 1.03 Recensione in rivista | - |
| Econometria, Volume secondo | A. Gardini; G. Cavaliere; M. Costa; L. Fanelli; P. Paruolo | 2007-01-01 | - | Franco Angeli | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Volatilità, persistenza e break strutturali nelle dinamiche macroeconomiche e finanziarie: nuovi paradigmi per l'analisi econometrica delle serie storiche | G Cavaliere | 2007-01-01 | - | - | 8.04 Coordinamento di progetti di ricerca | - |
| Robust inference in autoregressions with multiple outliers | Cavaliere G.; Georgiev I. | 2007-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| Testing for unit roots in time series models with non-stationary volatility | Cavaliere G.; Taylor A.M.R. | 2007-01-01 | JOURNAL OF ECONOMETRICS | - | 1.01 Articolo in rivista | - |
| Econometria, Volume primo | A. Gardini; G. Cavaliere; M. Costa; L. Fanelli; P. Paruolo | 2007-01-01 | - | Franco Angeli | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Testing for unit roots in autoregressions with multiple level shifts | Cavaliere G; Georgiev I | 2007-01-01 | ECONOMETRIC THEORY | - | 1.01 Articolo in rivista | - |
| International dynamic risk sharing | Cavaliere G; Fanelli L; Gardini A | 2008-01-01 | JOURNAL OF APPLIED ECONOMETRICS | - | 1.01 Articolo in rivista | - |
| Bootstrap unit root tests for time series with non-stationary volatility | Cavaliere G; Taylor AMR | 2008-01-01 | ECONOMETRIC THEORY | - | 1.01 Articolo in rivista | - |
| Time-transformed unit root tests for models with non-stationary volatility | Cavaliere G.; Taylor A.M.R. | 2008-01-01 | JOURNAL OF TIME SERIES ANALYSIS | - | 1.01 Articolo in rivista | - |
| Testing for a change in persistence in the presence of non-stationary volatility | Cavaliere G; Taylor A.M.R. | 2008-01-01 | JOURNAL OF ECONOMETRICS | - | 1.01 Articolo in rivista | - |
| Regime-switching autoregressive coefficients and the asymptotics for unit root tests | Cavaliere G.; Georgiev I. | 2008-01-01 | ECONOMETRIC THEORY | - | 1.01 Articolo in rivista | - |
| Consumption Risk Sharing and Adjustment Costs | G. Cavaliere; L. Fanelli; A. Gardini | 2009-01-01 | ECONOMICS BULLETIN | - | 1.01 Articolo in rivista | - |
| Bootstrap M unit root tests | Cavaliere G.; Taylor A.M.R. | 2009-01-01 | ECONOMETRIC REVIEWS | - | 1.01 Articolo in rivista | - |
| Heteroskedastic time series with a unit root | Cavaliere G.; Taylor A.M.R. | 2009-01-01 | ECONOMETRIC THEORY | - | 1.01 Articolo in rivista | - |
| Tests for cointegration rank and choice of the alternative | cavaliere g; fanelli l; paruolo p | 2009-01-01 | STATISTICAL METHODS & APPLICATIONS | - | 1.01 Articolo in rivista | - |
| A Note on Testing Covariance Stationarity | Cavaliere G.; Taylor A.M.R. | 2009-01-01 | ECONOMETRIC REVIEWS | - | 1.01 Articolo in rivista | - |
| Robust inference in autoregressions with multiple outliers | Cavaliere G; Georgiev I. | 2009-01-01 | ECONOMETRIC THEORY | - | 1.01 Articolo in rivista | - |
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