CAVALIERE, GIUSEPPE
CAVALIERE, GIUSEPPE
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
G. CAVALIERE; CAVALIERE G.; CAVALIERE; Giuseppe Cavaliere
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models
2015 Giuseppe Cavaliere; Luca De Angelis; Anders Rahbek; and A.M.Robert Taylor
A note of unit root testing in the presence of level shifts
2006 Cavaliere G; Georgiev I.
A Note on Testing Covariance Stationarity
2009 Cavaliere G.; Taylor A.M.R.
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS
2021 Cavaliere, Giuseppe; Rahbek, Anders
A support for classifying scientific papers in a University Department
2014 Cocchi, D; Cavaliere, G; Freo, M; Giannerini, S; Mazzocchi, M; Trivisano, C; Viroli, C.
Adaptive Inference in Heteroscedastic Fractional Time Series Models
2022 Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Robert Taylor, A. M.
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
In corso di stampa H. Peter Boswijk, Giuseppe Cavaliere, Luca De Angelis, A. M. Robert Taylor
An Introduction to Bootstrap Theory in Time Series Econometrics
2021 Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders
Book review: “N. Shephard, Stochastic volatility: selected readings''
2006 Cavaliere G.
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates
2015 Giuseppe Cavaliere; A. M. Robert Taylor; Carsten Trenkler
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion
2013 G. Cavaliere; A.M.R. Taylor; C. Trenkler
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
2014 Giuseppe Cavaliere;Anders Rahbek;A. M. Robert Taylor
Bootstrap determination of the co-integration rank in VAR models
2012 G. Cavaliere; A. Rahbek; A.M.R. Taylor
Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components
2015 Giuseppe Cavaliere;Anders Rahbek;A. M. Robert Taylor
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models
2022 Angelini G.; Cavaliere G.; Fanelli L.
Bootstrap inference for Hawkes and general point processes
In corso di stampa Cavaliere G.; Lu Y.; Rahbek A.; Staerk-Ostergaard J.
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
Bootstrap M unit root tests
2009 Cavaliere G.; Taylor A.M.R.
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
2015 Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, A.M. Robert
Bootstrap testing of hypotheses on co-integration relations in VAR models
2015 Giuseppe Cavaliere; Heino Bohn Nielsen; Anders Rahbek