The following pages link to Giuseppe Cavaliere (Q250878):
Displaying 50 items.
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Tests for cointegration rank and choice of the alternative (Q734469) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Bounded integrated processes and unit root tests (Q1766955) (← links)
- Fundamentals and asset price dynamics (Q1767006) (← links)
- Testing stationarity under a permanent variance shift (Q1927446) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Testing for unit roots in bounded time series (Q2511785) (← links)
- Testing the unit root hypothesis using generalized range statistics (Q2772841) (← links)
- Bootstrap determination of the co-integration rank in vector autoregressive models (Q2859513) (← links)
- Testing for unit roots in autoregressions with multiple level shifts (Q2886980) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- (Q3080582) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- (Q3125697) (← links)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- The Role of the Normal Distribution in Financial Markets (Q3178565) (← links)
- A Note on Testing Covariance Stationarity (Q3183726) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
- LIMITED TIME SERIES WITH A UNIT ROOT (Q3375345) (← links)
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- (Q3565379) (← links)
- Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (Q3598349) (← links)
- Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413) (← links)
- ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
- (Q4224728) (← links)
- (Q4259408) (← links)
- Asymptotics for unit root tests under Markov regime‐switching (Q4439305) (← links)
- The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models (Q4556518) (← links)
- Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models (Q4614277) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
- Inference Under Random Limit Bootstrap Measures (Q4992194) (← links)
- Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (Q5080462) (← links)
- Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← links)
- Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
- Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
- A new approach to stock price modelling and the efficiency of the Italian stock exchange (Q5123770) (← links)
- Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
