CAVALIERE, GIUSEPPE
CAVALIERE, GIUSEPPE
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
G. CAVALIERE; CAVALIERE G.; CAVALIERE; Giuseppe Cavaliere
Econometric Theory
In corso di stampa G. Cavaliere
Econometric Theory
In corso di stampa Cavaliere, Giuseppe
Journal of Econometrics
In corso di stampa Giuseppe Cavaliere
Journal of Time Series Analysis
In corso di stampa Cavaliere, Giuseppe
An identification and testing strategy for proxy-SVARs with weak proxies
2024 Angelini, G; Cavaliere, G; Fanelli, L
Bootstrap Inference in the Presence of Bias
2024 Cavaliere, Giuseppe; Gonçalves, Sílvia; Nielsen, Morten Ørregaard; Zanelli, Edoardo
Inference in heavy-tailed non-stationary multivariate time series
2024 Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo
Tail behavior of ACD models and consequences for likelihood-based estimation
2024 Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
2023 Boswijk H.P.; Cavaliere G.; De Angelis L.; Taylor A.M.R.
Bootstrap inference for Hawkes and general point processes
2023 Cavaliere G.; Lu Y.; Rahbek A.; Staerk-Ostergaard J.
Econometrics Journal
2023 Cavaliere, Giuseppe
Specification tests for GARCH processes with nuisance parameters on the boundary
2023 Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders
Adaptive Inference in Heteroscedastic Fractional Time Series Models
2022 Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Robert Taylor, A. M.
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models
2022 Angelini G.; Cavaliere G.; Fanelli L.
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
2022 Cavaliere, Giuseppe; Nielsen, Heino Bohn; Pedersen, Rasmus Søndergaard; Rahbek, Anders
Factor Network Autoregressions
2022 Matteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS
2021 Cavaliere, Giuseppe; Rahbek, Anders
An Introduction to Bootstrap Theory in Time Series Econometrics
2021 Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders
Bootstrapping non-stationary stochastic volatility
2021 Boswijk, H. Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
2020 Cavaliere, Giuseppe*; Nielsen, Heino Bohn; Rahbek, Anders