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
2023 Boswijk H.P.; Cavaliere G.; De Angelis L.; Taylor A.M.R.
An identification and testing strategy for proxy-SVARs with weak proxies
2024 Angelini, G; Cavaliere, G; Fanelli, L
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
2023 Cavaliere G.; Lu Y.; Rahbek A.; Staerk-Ostergaard J.
Bootstrap Inference in the Presence of Bias
In corso di stampa Cavaliere, Giuseppe; Gonçalves, Sílvia; Nielsen, Morten Ørregaard; Zanelli, Edoardo
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.