The following pages link to Giuseppe Cavaliere (Q250878):
Displaying 11 items.
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
- An identification and testing strategy for proxy-SVARs with weak proxies (Q6193061) (← links)
- Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
- Bootstrap Inference in the Presence of Bias (Q6651396) (← links)
