CAVALIERE, GIUSEPPE

CAVALIERE, GIUSEPPE  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

Docenti di ruolo di Ia fascia  

G. CAVALIERE; CAVALIERE G.; CAVALIERE; Giuseppe Cavaliere  

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Risultati 1 - 20 di 87 (tempo di esecuzione: 0.023 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models Giuseppe Cavaliere; Luca De Angelis; Anders Rahbek; and A.M.Robert Taylor 2015-01-01 OXFORD BULLETIN OF ECONOMICS AND STATISTICS - 1.01 Articolo in rivista Post-print IC2015.pdf
A note of unit root testing in the presence of level shifts Cavaliere G; Georgiev I. 2006-01-01 STATISTICA - 1.01 Articolo in rivista A note of unit root testing.pdf
A Note on Testing Covariance Stationarity Cavaliere G.; Taylor A.M.R. 2009-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista -
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS Cavaliere, Giuseppe; Rahbek, Anders 2021-01-01 ECONOMETRIC THEORY - 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 -
Adaptive Inference in Heteroscedastic Fractional Time Series Models Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Robert Taylor, A. M. 2022-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista Adaptive-2020-final.pdf
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models H. Peter Boswijk, Giuseppe Cavaliere, Luca De Angelis, A. M. Robert Taylor 9999-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista -
An Introduction to Bootstrap Theory in Time Series Econometrics Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders 2021-01-01 - Oxford University Press 2.05 Voce in dizionario o enciclopedia -
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 -
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 -
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 -
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 -
Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components Giuseppe Cavaliere;Anders Rahbek;A. M. Robert Taylor 2015-01-01 JOURNAL OF TIME SERIES ANALYSIS - 1.01 Articolo in rivista -
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models Angelini G.; Cavaliere G.; Fanelli L. 2022-01-01 JOURNAL OF APPLIED ECONOMETRICS - 1.01 Articolo in rivista PP_Bootstrap_inference.pdf
Bootstrap inference for Hawkes and general point processes Cavaliere G.; Lu Y.; Rahbek A.; Staerk-Ostergaard J. 9999-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista -
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models Cavaliere, Giuseppe; Nielsen, Heino Bohn; Pedersen, Rasmus Søndergaard; Rahbek, Anders 2022-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista AAM_Bootstrap.pdf
Bootstrap M unit root tests Cavaliere G.; Taylor A.M.R. 2009-01-01 ECONOMETRIC REVIEWS - 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
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 unit root tests for time series with non-stationary volatility Cavaliere G; Taylor AMR 2008-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -