Ruolo editoriale nella rivista «Econometric Theory»
Ruolo editoriale nella rivista «Journal of Econometrics»
Ruolo editoriale nella rivista «Journal of Time Series Analysis»
Angelini, G; Cavaliere, G; Fanelli, L, An identification and testing strategy for proxy-SVARs with weak proxies, «JOURNAL OF ECONOMETRICS», 2024, 238, pp. 1 - 18 [articolo]Open Access
Cavaliere, Giuseppe; Gonçalves, Sílvia; Nielsen, Morten Ørregaard; Zanelli, Edoardo, Bootstrap Inference in the Presence of Bias, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2024, online first, pp. 1 - 12 [articolo]Open Access
Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo, Inference in heavy-tailed non-stationary multivariate time series, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2024, 119, pp. 565 - 581 [articolo]Open Access
Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik, Tail behavior of ACD models and consequences for likelihood-based estimation, «JOURNAL OF ECONOMETRICS», 2024, 238, Article number: 105566, pp. 1 - 14 [articolo]Open Access
Boswijk H.P.; Cavaliere G.; De Angelis L.; Taylor A.M.R., Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models, «ECONOMETRIC REVIEWS», 2023, 42, pp. 725 - 757 [articolo]Open Access
Cavaliere G.; Lu Y.; Rahbek A.; Staerk-Ostergaard J., Bootstrap inference for Hawkes and general point processes, «JOURNAL OF ECONOMETRICS», 2023, 235, pp. 133 - 165 [articolo]Open Access
Ruolo editoriale nella rivista «Econometrics Journal»
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders, Specification tests for GARCH processes with nuisance parameters on the boundary, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2023, in press, pp. 1 - 18 [articolo]Open Access
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Robert Taylor, A. M., Adaptive Inference in Heteroscedastic Fractional Time Series Models, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2022, 40, pp. 50 - 65 [articolo]Open Access
Angelini G.; Cavaliere G.; Fanelli L., Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models, «JOURNAL OF APPLIED ECONOMETRICS», 2022, 37, pp. 3 - 22 [articolo]Open Access
Cavaliere, Giuseppe; Nielsen, Heino Bohn; Pedersen, Rasmus Søndergaard; Rahbek, Anders, Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models, «JOURNAL OF ECONOMETRICS», 2022, 227, pp. 241 - 263 [articolo]Open Access
Matteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco, Factor Network Autoregressions, 2022. [rapporto tecnico]
