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Mostrati risultati da 41 a 60 di 94
Titolo Autore(i) Anno Periodico Editore Tipo File
Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity G Cavaliere; A Rahbek; AMR Taylor 2010-01-01 ESTUDIOS DE ECONOMÍA APLICADA - 1.01 Articolo in rivista -
Cointegration rank testing under conditional heteroskedasticity G Cavaliere; A Rahbek; AMR Taylor 2010-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -
Testing for co-integration in vector autoregressions with non-stationary volatility G. Cavaliere; A.Rahbek; A.M.R. Taylor 2010-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista -
Common trends in financial markets G. Cavaliere; M. Costa 2010-01-01 - Springer Verlag 2.01 Capitolo / saggio in libro -
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY G. Cavaliere; D. Harvey; S. Leybourne; A.M.R. Taylor 2011-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -
Bootstrap determination of the co-integration rank in VAR models G. Cavaliere; A. Rahbek; A.M.R. Taylor 2012-01-01 ECONOMETRICA - 1.01 Articolo in rivista -
Wild bootstrap of the mean in the infinite variance case G. Cavaliere; I. Georgiev; A.M.R. Taylor 2013-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista -
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS Giuseppe Cavaliere;Iliyan Georgiev 2013-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion G. Cavaliere; A.M.R. Taylor; C. Trenkler 2013-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista -
Investigating stock market behavior using a multivariate Markov-switching approach Giuseppe Cavaliere; Michele Costa; Luca De Angelis 2013-01-01 - Vita e Pensiero 4.01 Contributo in Atti di convegno -
Investigating stock market behavior using a multivariate Markov-switching approach Giuseppe Cavaliere; Michele Costa; Luca De Angelis 2014-01-01 - Springer 2.01 Capitolo / saggio in libro -
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models Giuseppe Cavaliere;Anders Rahbek;A. M. Robert Taylor 2014-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista -
Testing for unit roots in bounded time series G. Cavaliere; F. Xu 2014-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista -
A support for classifying scientific papers in a University Department Cocchi, D; Cavaliere, G; Freo, M; Giannerini, S; Mazzocchi, M; Trivisano, C; Viroli, C. 2014-01-01 PROCEDIA ECONOMICS AND FINANCE - 1.01 Articolo in rivista -
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, A.M. Robert 2015-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista Bootstrap.pdf
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J.; Robert Taylor, A.M. 2015-01-01 JOURNAL OF TIME SERIES ANALYSIS - 1.01 Articolo in rivista -
Bootstrap testing of hypotheses on co-integration relations in VAR models Giuseppe Cavaliere; Heino Bohn Nielsen; Anders Rahbek 2015-01-01 ECONOMETRICA - 1.01 Articolo in rivista Cavalliere bootstrap post print.pdf
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates Giuseppe Cavaliere; A. M. Robert Taylor; Carsten Trenkler 2015-01-01 OXFORD BULLETIN OF ECONOMICS AND STATISTICS - 1.01 Articolo in rivista -
Recent Developments in Bootstrap Methods for Dependent Data Giuseppe Cavaliere; Dimitris N. Politis; Anders Rahbek 2015-01-01 JOURNAL OF TIME SERIES ANALYSIS - 1.04 Replica / breve intervento (e simili) -
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility Giuseppe Cavaliere; Peter C.B. Phillips; Stephan Smeekes; A.M. Robert Taylor 2015-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista -
Mostrati risultati da 41 a 60 di 94
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