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Giuseppe Cavaliere
Giuseppe Cavaliere
University of Bologna and University of Exeter
Geverifieerd e-mailadres voor unibo.it - Homepage
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Testing for unit roots in time series models with non-stationary volatility
G Cavaliere, AMR Taylor
Journal of Econometrics 140 (2), 919-947, 2007
1712007
Unit root tests under time-varying variances
G Cavaliere
Econometric Reviews 23 (3), 259-292, 2005
1672005
Testing for co-integration in vector autoregressions with non-stationary volatility
G Cavaliere, A Rahbek, AM Taylor
Journal of Econometrics 158 (1), 7-24, 2010
1452010
Bootstrap unit root tests for time series with nonstationary volatility
G Cavaliere, AMR Taylor
Econometric Theory 24 (1), 43, 2008
1402008
Bootstrap Determination of the Cointegration Rank in VAR Models
A Rahbek, G Cavaliere, RAM Taylor
Econometrica, 2012
128*2012
Testing for unit roots in bounded time series
G Cavaliere, F Xu
Journal of Econometrics 178, 259-272, 2014
1032014
Cointegration rank testing under conditional heteroskedasticity
G Cavaliere, A Rahbek, AMR Taylor
Econometric Theory 26 (6), 1719-1760, 2010
1022010
Limited time series with a unit root
G Cavaliere
Econometric Theory 21 (5), 907-945, 2005
852005
Heteroskedastic time series with a unit root
G Cavaliere, AMR Taylor
Econometric Theory 25 (5), 1228-1276, 2009
842009
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
A Agosto, G Cavaliere, D Kristensen, A Rahbek
Journal of Empirical Finance 38, 640-663, 2016
742016
Time‐transformed unit root tests for models with non‐stationary volatility
G Cavaliere, AM Robert Taylor
Journal of Time Series Analysis 29 (2), 300-330, 2008
632008
Testing for a change in persistence in the presence of non-stationary volatility
G Cavaliere, AMR Taylor
Journal of Econometrics 147 (1), 84-98, 2008
542008
Stationarity tests under time-varying second moments
G Cavaliere, AMR Taylor
Econometric Theory 21 (6), 1112, 2005
532005
Inference on co-integration parameters in heteroskedastic vector autoregressions
HP Boswijk, G Cavaliere, A Rahbek, AMR Taylor
Journal of Econometrics 192 (1), 64-85, 2016
392016
Bootstrap M unit root tests
G Cavaliere, AM Robert Taylor
Econometric Reviews 28 (5), 393-421, 2009
372009
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
G Cavaliere, DI Harvey, SJ Leybourne, AMR Taylor
Econometric Theory 27 (5), 957-991, 2011
362011
Lag length selection for unit root tests in the presence of nonstationary volatility
G Cavaliere, PCB Phillips, S Smeekes, AMR Taylor
Econometric Reviews 34 (4), 512-536, 2015
352015
Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models
G Cavaliere, HB Nielsen, A Rahbek
Econometrica 83 (2), 813–831, 2015
322015
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
G Cavaliere, A Rahbek, AM Robert Taylor
Econometric Reviews 33 (5-6), 606-650, 2014
302014
Testing stationarity under a permanent variance shift
G Cavaliere
Economics Letters 82 (3), 403-408, 2004
302004
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Artikelen 1–20