CRIS Current Research Information System

CAVALIERE, GIUSEPPE

CAVALIERE, GIUSEPPE  

DSE - DIPARTIMENTO DI SCIENZE ECONOMICHE  

Docenti di ruolo di Ia fascia  

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

Mostra records
Risultati 1 - 20 di 97 (tempo di esecuzione: 0.037 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Econometric Theory Cavaliere, Giuseppe 9999-01-01 ECONOMETRIC THEORY - 8.01 Ruolo editoriale in rivista -
Econometric Theory G. Cavaliere 9999-01-01 ECONOMETRIC THEORY - 8.01 Ruolo editoriale in rivista -
Factor Network Autoregressions Barigozzi, Matteo; Cavaliere, Giuseppe; Moramarco, Graziano 9999-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista -
Journal of Econometrics Giuseppe Cavaliere 9999-01-01 JOURNAL OF ECONOMETRICS - 8.01 Ruolo editoriale in rivista -
Journal of Time Series Analysis Cavaliere, Giuseppe 9999-01-01 JOURNAL OF TIME SERIES ANALYSIS - 8.01 Ruolo editoriale in rivista -
A Comment on: “Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data" Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik 2025-01-01 ECONOMETRICA - 1.01 Articolo in rivista -
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION Cavaliere, G.; Georgiev, I.; Zanelli, E. 2025-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista Boundary_2024_09_19_ArXiv.pdf
An identification and testing strategy for proxy-SVARs with weak proxies Angelini, G; Cavaliere, G; Fanelli, L 2024-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista 1-s2.0-S0304407623003202-main.pdf
Bootstrap Inference in the Presence of Bias Cavaliere, Giuseppe; Gonçalves, Sílvia; Nielsen, Morten Ørregaard; Zanelli, Edoardo 2024-01-01 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION - 1.01 Articolo in rivista Bootstrap Inference in the Presence of Bias.pdf
Inference in heavy-tailed non-stationary multivariate time series Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo 2024-01-01 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION - 1.01 Articolo in rivista Inference in Heavy-Tailed Nonstationary Multivariate Time Series.pdf
Tail behavior of ACD models and consequences for likelihood-based estimation Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik 2024-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista Cavaliere-Mikosch-Rahbek-Vilandt (2024) JoE.pdf
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models Boswijk H.P.; Cavaliere G.; De Angelis L.; Taylor A.M.R. 2023-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista Boswijk Cavaliere De Angelis Taylor (2023) ER.pdf
Bootstrap inference for Hawkes and general point processes Cavaliere G.; Lu Y.; Rahbek A.; Staerk-Ostergaard J. 2023-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista CLRS_accepted_version.pdf
Econometrics Journal Cavaliere, Giuseppe 2023-01-01 ECONOMETRICS JOURNAL - 8.01 Ruolo editoriale in rivista -
Specification tests for GARCH processes with nuisance parameters on the boundary Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders 2023-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista CPR-JBES_final.pdf
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
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 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
Factor Network Autoregressions Matteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco 2022-01-01 - - 7.13 Rapporto tecnico -
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 Cavaliere-Rahbek_final.pdf